This paper investigates and analyses the impact of stock price movements from the US stock market on stock price movements in the Central and Eastern European stock markets. The values of stock exchange indices of the observed countries were taken as a representative of the value of stock prices. In addition to thorough research, two more researches were conducted. He analysed the impact of GDP and U.S. interest rate movements on Central and Eastern European stock market price movements. As representatives of Central and Eastern European countries, they took the following countries: Croatia, Slovakia, the Czech Republic, Estonia, Latvia, Hungary, Poland and Slovenia. The analysis was performed on quarterly data of stock exchange indices that were indexed to the value of share prices in 2015. The period taken into account covers the beginning of 1994 and the end of 2019. As the data are well analysed and consequently both representative and qualitative conclusions are drawn, several statistical analyses have been proven. The most important analyses performed are related to the implementation of descriptive statistics, the calculation of the Pearson correlation coefficient between variables at the end of the estimation of three equations using the corrected fixed effect estimator (LSDVc). The results indicate the existence of long-term links in stock price movements in US markets with stock price movements in CEE countries and the impact of US interest rate creativity on stock price movements in CEE markets. Also, the greater importance of US variables in stock price movements in the CEE countries markets is more visible than the impact of CEE countries variables.