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Identification

Personal identification

Full name
Tihana Škrinjaric

Citation names

  • Škrinjaric, Tihana

Author identifiers

Ciência ID
7113-B844-A533
ORCID iD
0000-0002-9310-6853
Outputs

Publications

Book
  1. Škrinjaric, T.. Foreword. 2019.
  2. Škrinjaric, T.. Foreword. 2019.
Book chapter
  1. ¿krinjaric, Tihana. "Selected Applications of Grey Models in Stock Price Prediction". 2021.
    10.4018/978-1-7998-5083-0.ch017
  2. Tihana Škrinjaric; Boško Šego. "Evaluating Business Performance Using Data Envelopment Analysis and Grey Relational Analysis". 115-148. {IGI, 2021.
    10.4018/978-1-7998-3053-5.ch007
  3. ¿krinjaric, Tihana. "Fuzzy Logic in Portfolio Selection". In Selected Applications. 2021.
    10.4018/978-1-7998-5077-9.ch010
  4. ¿krinjaric, Tihana. "Evaluating R&D Efficiency of Selected European Countries: A Dynamic Analysis for Period 2007–2017". 215-259. Springer International Publishing, 2021.
    10.1007/978-3-030-51995-7_10
  5. ¿krinjaric, Tihana. "Using Google Trends in Modeling Product Demand and Consumption: Case of UK Apparel and Footwear Demand". 59-78. Emerald Publishing Limited, 2020.
    10.1108/978-1-80043-884-220211005
  6. ¿krinjaric, Tihana. "Predicting Poverty Rates with Consumer Survey Results: A MIDAS Approach". 2020.
    10.1142/9789811221750_0005
  7. Cižmešija, M.; Škrinjaric, T.. "Predicting poverty rates with consumer survey results: A MIDAS approach". 69-88. 2020.
Conference paper
  1. Škrinjaric, T.; Šego, B.. "Grey systems modeling as a tool for stock price prediction". 2019.
  2. Škrinjaric, T.; Cižmešija, M.. "Investor attention and risk predictability: A spillover index approach". 2019.
  3. Škrinjaric, T.; Cižmešija, M.. "Investor attention and risk predictability: A spillover index approach". 2019.
  4. Škrinjaric, T.; Šego, B.. "Grey systems modeling as a tool for stock price prediction". 2019.
  5. Kojic, V.; Škrinjaric, T.; Bedenik, N.O.. "The relationship between sustainable profit and sustainable business in companies in Croatia". 2017.
  6. Škrinjaric, T.. "Time varying capm betas on zagreb stock exchange". 2015.
  7. Škrinjaric, T.; Šego, B.. "Dynamic modeling of stock and bond return correlation in Croatia". 2015.
  8. Arneric, J.; Pleli, N.; Škrinjaric, T.. "Impact of social security on fertility - A panel data analysis". 2011.
Journal article
  1. Tihana Škrinjaric. "CEE and SEE equity market return spillovers: Creating profitable investment strategies". Borsa Istanbul Review (2020): https://doi.org/10.1016/j.bir.2020.09.006.
    10.1016/j.bir.2020.09.006
  2. ¿krinjaric, Tihana. "Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment". Studies in Economics and Finance ahead-of-p ahead-of-p (2020): http://dx.doi.org/10.1108/sef-07-2020-0247.
    10.1108/sef-07-2020-0247
  3. ¿krinjaric, Tihana. "Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange". Public Sector Economics (2020): http://dx.doi.org/10.3326/pse.44.3.2.
    10.3326/pse.44.3.2
  4. ¿krinjaric, Tihana. "Did equity returns and volatilities change after the 2016 Trump election victory?". International Journal of Finance & Economics (2020): http://dx.doi.org/10.1002/ijfe.2215.
    10.1002/ijfe.2215
  5. ¿krinjaric, Tihana. "Hemline Index Theory: empirical analysis with Google data". International Journal of Fashion Design, Technology and Education (2020): http://dx.doi.org/10.1080/17543266.2020.1799079.
    10.1080/17543266.2020.1799079
  6. Tihana Škrinjaric; Zrinka Orlovic. "Economic Policy Uncertainty and Stock Market Spillovers: Case of Selected CEE Markets". Mathematics (2020): https://doi.org/10.3390/math8071077.
    10.3390/math8071077
  7. Tihana Škrinjaric. "Dynamic portfolio optimization based on grey relational analysis approach". Expert Systems with Applications (2020): https://doi.org/10.1016/j.eswa.2020.113207.
    10.1016/j.eswa.2020.113207
  8. ¿krinjaric, Tihana. "R&D in Europe: sector decomposition of sources of (in)efficiency". Sustainability (2020):
    10.3390/su12041432
  9. ¿krinjaric, Tihana. "Empirical assessment of the circular economy of selected European countries". Journal of Cleaner Production (2020): http://dx.doi.org/10.1016/j.jclepro.2020.120246.
    10.1016/j.jclepro.2020.120246
  10. Škrinjaric, T.; Cižmešija, M.. "Has the accession of croatia to the eu affected business sentiment in industry? Synthetic control method approach,Je li ulazak hrvatske u europsku uniju utjecao na poslovni sentiment u industriji? Pristup metode sinteticke kontrole". Drustvena Istrazivanja 29 4 (2020): 643-663. http://www.scopus.com/inward/record.url?eid=2-s2.0-85096751378&partnerID=MN8TOARS.
    10.5559/di.29.4.07
  11. Škrinjaric, T.. "Re-examining sustainable development in Europe: A data envelopment approach". International Journal of Environment and Sustainable Development 19 1 (2020): 72-108. http://www.scopus.com/inward/record.url?eid=2-s2.0-85081292912&partnerID=MN8TOARS.
    10.1504/IJESD.2020.105469
  12. Škrinjaric, T.; Lovretin Golubic, Z.; Orlovic, Z.. "Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment". Studies in Economics and Finance (2020): http://www.scopus.com/inward/record.url?eid=2-s2.0-85097172316&partnerID=MN8TOARS.
    10.1108/SEF-07-2020-0247
  13. ¿krinjaric, Tihana. "Re-examining sustainable development in Europe: a data envelopment approach". International Journal of Environment and Sustainable Development (2020): http://dx.doi.org/10.1504/ijesd.2020.105469.
    10.1504/ijesd.2020.105469
  14. Škrinjaric, T.; Sliškovic, M.. "Revisiting the CAPM model with quantile regression: Creating investment strategies on the Zagreb Stock Exchange". 19 3 (2020): 313-333. http://www.scopus.com/inward/record.url?eid=2-s2.0-85083372055&partnerID=MN8TOARS.
    10.1504/IJEBR.2020.106527
  15. Škrinjaric, T.. "Introductory econometrics 2nd edition". Ekonomski Pregled 71 3 (2020): 301-304. http://www.scopus.com/inward/record.url?eid=2-s2.0-85086835440&partnerID=MN8TOARS.
  16. Tihana Škrinjaric. "Mills, T. C. (2019.) Applied Time Series Analysis - A Practical Guide to Modeling and Forecasting, United Kingdom". Notitia (2019): https://doi.org/10.32676/n.5.1.1.
    10.32676/n.5.1.1
  17. Tihana Škrinjaric; Boško Šego. "Risk connectedness of selected CESEE stock markets: a spillover index approach". China Finance Review International 10 4 (2019): 447-472. https://doi.org/10.1108/CFRI-07-2019-0124.
    10.1108/CFRI-07-2019-0124
  18. ¿krinjaric, Tihana. "Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets". International Journal of Financial Studies (2019): http://dx.doi.org/10.3390/ijfs7040059.
    10.3390/ijfs7040059
  19. ¿krinjaric, Tihana. "Stock market stability on selected CEE and SEE markets: a quantile regression approach". Post-Communist Economies (2019): http://dx.doi.org/10.1080/14631377.2019.1640994.
    10.1080/14631377.2019.1640994
  20. ¿krinjaric, Tihana. "Effects of Economic and Political Events on Stock Returns: Event Study of the Agrokor Case in Croatia". Croatian Economic Survey (2019): http://dx.doi.org/10.15179/ces.21.1.2.
    10.15179/ces.21.1.2
  21. ¿krinjaric, Tihana. "Effects of changes in stock market index composition on stock returns: event study methodology on Zagreb Stock Exchange". Croatian Review of Economic, Business and Social Statistics (2019): http://dx.doi.org/10.2478/crebss-2019-0005.
    10.2478/crebss-2019-0005
  22. ¿krinjaric, Tihana. "Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange". Zagreb International Review of Economics and Business (2019): http://dx.doi.org/10.2478/zireb-2019-0010.
    10.2478/zireb-2019-0010
  23. ¿krinjaric, Tihana. "Examining the Causal Relationship between Tourism and Economic Growth: Spillover Index Approach for Selected CEE and SEE Countries". (2019): http://dx.doi.org/10.3390/economies7010019.
    10.3390/economies7010019
  24. ¿krinjaric, Tihana. "Stock market reactions to Brexit: case of selected CEE and SEE stock markets". International Journal of Financial Studies (2019): https://www.mdpi.com/2227-7072/7/1/7.
    10.3390/ijfs7010007
  25. Škrinjaric, T.. "Environmental kuznets curve in croatia: Panel data approach with croatian counties,Kuznetsova krivulja okoliša u hrvatskoj: Pristup analize panel podataka nad hrvatskim županijama". Journal of Central European Agriculture 20 2 (2019): 712-740. http://www.scopus.com/inward/record.url?eid=2-s2.0-85069509702&partnerID=MN8TOARS.
    10.5513/JCEA01/20.2.2131
  26. Škrinjaric, T.. "Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange". South East European Journal of Economics and Business 14 1 (2019): 92-100. http://www.scopus.com/inward/record.url?eid=2-s2.0-85071257777&partnerID=MN8TOARS.
    10.2478/jeb-2019-0007
  27. Tihana Škrinjaric. "A GUIDE TO MODERN ECONOMETRICS, 5th edition". Ekonomski Pregled (2019): https://publons.com/publon/19808031/.
  28. ¿krinjaric, Tihana. "Environmental Kuznets Curve in Croatia: panel data approach with Croatian counties". Journal of Central European Agriculture (2019): http://dx.doi.org/10.5513/jcea01/20.2.2131.
    10.5513/jcea01/20.2.2131
  29. Tihana Škrinjaric. "Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets". Risks (2018): http://www.mdpi.com/2227-9091/6/4/140.
    10.3390/risks6040140
  30. Tihana Škrinjaric; Boško Šego. "Using Grey Incidence Analysis Approach in Portfolio Selection". International Journal of Financial Studies (2018): http://www.mdpi.com/2227-7072/7/1/1.
    10.3390/ijfs7010001
  31. Tihana Škrinjaric. "Prikaz knjige: Philip Hans Franses, Enjoyable Econometrics". Economic Trends and Economic Policy 27 1 (2018): 169-175. https://doi.org/10.15179%2Fpkiep.27.1.6.
    10.15179/pkiep.27.1.6
  32. Šego, B.; Škrinjaric, T.. "Quantitative research of zagreb stock exchange-literature overview for the period from establishment until 2018,Kvantitativna istraživanja zagrebacke burze-pregled istraživanja od osnutka do 2018. godine". Ekonomski Pregled 69 6 (2018): 655-743. http://www.scopus.com/inward/record.url?eid=2-s2.0-85069298627&partnerID=MN8TOARS.
  33. Tihana Škrinjaric. "NONPARAMETRIC FINANCE". Ekonomska Misao I Praksa-economic Thought and Practice (2018): https://publons.com/publon/19808032/.
    10.1002/9781119409137
  34. Denis Dolinar; Faculty of Economics and Business; University of Zagreb; Zagreb; Croatia; Tihana Škrinjaric; Davor Zoricic. "Application of Luenberger Shortage Function on the Zagreb Stock Exchange: Analysis of Efficient Market Portfolios". Croatian Operational Research Review 9 2 (2018): 183-197. https://doi.org/10.17535%2Fcrorr.2018.0014.
    10.17535/crorr.2018.0014
  35. Skrinjaric, T.. "Evaluation of environmentally conscious tourism industry: Case of Croatian counties". Tourism 66 3 (2018): 254-268. http://www.scopus.com/inward/record.url?eid=2-s2.0-85057296423&partnerID=MN8TOARS.
  36. Tihana Škrinjaric. "QUANTITATIVE RESEARCH OF ZAGREB STOCK EXCHANGE - LITERATURE OVERVIEW FOR THE PERIOD FROM ESTABLISHMENT UNTIL 2018". Ekonomski Pregled (2018): https://publons.com/publon/19808033/.
  37. Tihana Škrinjaric. "Prikaz knjige: Essentials of Time Series for Financial Applications". Zbornik Ekonomskog fakulteta u Zagrebu 17 2 (2018): 133-137. https://doi.org/10.22598%2Fzefzg.2018.2.133.
    10.22598/zefzg.2018.2.133
  38. Tihana Škrinjaric. "NONOLINEAR EFFECT OF THE PUBLIC DEBT ON THE GROWTH OF GDP: THE CASE OF CROATIA". Ekonomska Misao I Praksa-economic Thought and Practice (2017): https://publons.com/publon/19808034/.
  39. Tihana Škrinjaric; Boško Šego. "Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach". Business Systems Research Journal 7 2 (2016): https://doi.org/10.1515%2Fbsrj-2016-0014.
    10.1515/bsrj-2016-0014
  40. Tihana Škrinjaric; Department of Mathematics; Faculty of Economics and Business; University of Zagreb; Trg J. F. Kennedyja 6; 10000 Zagreb; Croatia; Boško Šego. "Asset allocation and regime switching on Croatian financial market". Croatian Operational Research Review 7 2 (2016): 201-215. https://doi.org/10.17535%2Fcrorr.2016.0014.
    10.17535/crorr.2016.0014
  41. ?krinjari?, T.. "Relative efficiency of industry insurance in Europe: Data envelopment analysis approach | Analiza relativne efikasnosti industrije osiguranja Europskih zemalja kori?tenjem analize ome?ivanja podataka". Ekonomski Pregled 67 1 (2016): 3-26. http://www.scopus.com/inward/record.url?eid=2-s2.0-84961736533&partnerID=MN8TOARS.
  42. Škrinjaric, T.. "Relative efficiency of industry insurance in Europe: Data envelopment analysis approach,Analiza relativne efikasnosti industrije osiguranja Europskih zemalja korištenjem analize omeÐivanja podataka". Ekonomski Pregled 67 1 (2016): 3-26. http://www.scopus.com/inward/record.url?eid=2-s2.0-84961736533&partnerID=MN8TOARS.
  43. Skrinjaric, Tihana. "RELATIVE EFFICIENCY OF INDUSTRY INSURANCE IN EUROPE: DATA ENVELOPNTENT ANALYSIS APPROACH". Ekonomski Pregled 67 1 (2016): 3-26. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000445420300001&KeyUID=WOS:000445420300001.
  44. Margareta Gardijan; Tihana Škrinjaric. "Equity portfolio optimization: A DEA based methodology applied to the Zagreb Stock Exchange". Croatian Operational Research Review 6 2 (2015): 405-417. https://doi.org/10.17535%2Fcrorr.2015.0031.
    10.17535/crorr.2015.0031
  45. Margareta Gardijan; Tihana Škrinjaric. "Estimating investor preferences towards portfolio return distribution in investment funds". Croatian Operational Research Review 6 1 (2015): 1-16. https://doi.org/10.17535%2Fcrorr.2015.0001.
    10.17535/CRORR.2015.0001
  46. Tihana Škrinjaric; Boško Šego. "Estimating temporary and permanent stock price innovations on Croatian capital market". Croatian Operational Research Review 5 1 (2014): 25-33. https://doi.org/10.17535%2Fcrorr.2014.0026.
    10.17535/crorr.2014.0026
  47. Tihana Škrinjaric. "THE COMPLEMENTARITY OF MARKOV CHAINS METHODOLOGY AND MARKOWITZ PORTFOLIO OPTIMIZATION MODEL". Ekonomska Misao I Praksa-economic Thought and Practice (2014): https://publons.com/publon/19808035/.
  48. ?krinjari?, T.; Koji?, V.. "Modelling stock returns on Zagreb stock exchange by using Markov chains | Modeliranje prinosa dionica na Zagreba?koj burzi pomo?u Markovljevih lanaca". Ekonomski Pregled 65 3 (2014): 207-221. http://www.scopus.com/inward/record.url?eid=2-s2.0-84904270101&partnerID=MN8TOARS.
  49. Tihana Škrinjaric. "Testing for regime-switching CAPM on Zagreb Stock Exchange". Croatian Operational Research Review 5 2 (2014): 119-133. https://doi.org/10.17535%2Fcrorr.2014.0002.
    10.17535/crorr.2014.0002
  50. Boško Šego; Tihana Škrinjaric. "Estimating temporary and permanent stock price innovations on Croatian capital market". Croatian Operational Research Review (2014): https://publons.com/publon/3250670/.
    10.17535/CRORR.2014.0026
  51. Tihana Škrinjaric. "Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA". Croatian Economic Survey (2014): https://publons.com/publon/3250665/.
    10.15179/CES.16.1.5
  52. Škrinjaric, T.. "Investment strategy on the zagreb stock exchange based on dynamic DEA". Croatian Economic Survey 16 1 (2014): 129-160. http://www.scopus.com/inward/record.url?eid=2-s2.0-84902518924&partnerID=MN8TOARS.
    10.15179/ces.16.1.5
  53. Škrinjaric, T.; Kojic, V.. "Modelling stock returns on Zagreb stock exchange by using Markov chains,Modeliranje prinosa dionica na Zagrebackoj burzi pomocu Markovljevih lanaca". Ekonomski Pregled 65 3 (2014): 207-221. http://www.scopus.com/inward/record.url?eid=2-s2.0-84904270101&partnerID=MN8TOARS.
  54. Tihana Škrinjaric. "Testing for regime-switching CAPM on Zagreb Stock Exchange". Croatian Operational Research Review (2014): https://publons.com/publon/3250669/.
    10.17535/CRORR.2014.0002
  55. Skrinjaric, Tihana; Kojic, Vedran. "MODELLING STOCK RETURNS ON ZAGREB STOCK EXCHANGE BY USING MARKOV CHAINS". Ekonomski Pregled 65 3 (2014): 207-221. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000445413800001&KeyUID=WOS:000445413800001.
  56. Tihana Škrinjaric. "INVESTMENT STRATEGIES TAILORED TO DAILY SEASONALITY IN STOCK RETURNS". Ekonomska Misao I Praksa-economic Thought and Practice (2013): https://publons.com/publon/19808036/.
  57. Bahovec, V.; ?krinjari?, T.. "Portfolio optimization on Zagreb stock exchange by using chosen methods of multivariate analysis | Mogu?nosti optimizacije portfelja na Zagreba?koj burzi uz pomo? odabranih metoda multivarijatne analize". Ekonomski Pregled 64 1 (2013): 3-29. http://www.scopus.com/inward/record.url?eid=2-s2.0-84875682528&partnerID=MN8TOARS.
  58. Bahovec, V.; Škrinjaric, T.. "Portfolio optimization on Zagreb stock exchange by using chosen methods of multivariate analysis,Mogucnosti optimizacije portfelja na Zagrebackoj burzi uz pomoc odabranih metoda multivarijatne analize". Ekonomski Pregled 64 1 (2013): 3-29. http://www.scopus.com/inward/record.url?eid=2-s2.0-84875682528&partnerID=MN8TOARS.
  59. Bahovec, Vlasta; Skrinjaric, Tihana. "PORTFOLIO OPTIMIZATION ON ZAGREB STOCK EXCHANGE BY USING CHOSEN METHODS OF MULTIVARIATE ANALYSIS". Ekonomski Pregled 64 1 (2013): 3-29. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000445408600001&KeyUID=WOS:000445408600001.
  60. Skrinjaric, Tihana. "MARKET TIMING ABILITY OF MUTUAL FUNDS WITH TESTS APPLIED ON SEVERAL CROATIAN FUNDS". Croatian Operational Research Review 4 1 (2013): 176-186. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000215239000018&KeyUID=WOS:000215239000018.
  61. ?krinjari?, T.. "The calendar effects on stock returns | Kalendarski u?inci u prinosima dionica". Ekonomski Pregled 63 11 (2012): 651-678. http://www.scopus.com/inward/record.url?eid=2-s2.0-84871496830&partnerID=MN8TOARS.
  62. Škrinjaric, T.. "The calendar effects on stock returns,Kalendarski ucinci u prinosima dionica". Ekonomski Pregled 63 11 (2012): 651-678. http://www.scopus.com/inward/record.url?eid=2-s2.0-84871496830&partnerID=MN8TOARS.
  63. Skrinjaric, Tihana. "INVESTIGATION OF FOREIGN TOURISM DEMAND IN CROATIA USING PANEL DATA ANALYSIS". Acta Turistica 23 2 (2011): 145-173. http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=ORCID&SrcApp=OrcidOrg&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=WOS:000434886000003&KeyUID=WOS:000434886000003.