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Jozef Ficik

Master's thesis

Are Financial Market Anomalies Real? Evidence from Stock Markets in Five Countries

Are Financial Market Anomalies Real? Evidence from Stock Markets in Five Countries
Abstract:
Anomália na finančnom trhu sa dá charakterizovať ako prípad, kedy sa pozorované akciové výnosy líšia od tých, ktoré očakáva a predpovedá konkrétny oceňovací model. Doteraz bolo zistených veľa anomálií, a niektoré z nich z akciového trhu vymizli, zatiaľčo niektoré z nich naďalej pretrvali, po tom, čo boli zdokumentované akademikmi a výzkumníkmi. Cieľom tejto práce je vyšetriť potenciálnu prítomnosť …more
Abstract:
The financial market anomaly can be characterized as the event when observed stock returns differentiate from those expected by concrete pricing model. Many anomalies have been detected so far, and some of them vanished, while other persisted, after they had been published by academics and researchers. The aim of this thesis is to investigate the potential presence of selected types of anomalies in …more
 

Keywords

anomálie na finančnom trhu víkendový efekt turn-of-the-month efekt akciový trh Halloween efekt

Keywords

financial market anomaly stock market the turn-of-the-month effect the Halloween effect the weekend effect
 
Language used: English
Date on which the thesis was submitted / produced: 6. 5. 2014
Identifier: http://www.vse.cz/vskp/eid/42386

Thesis defence

  • Date of defence: 10. 6. 2014
  • Supervisor: Petr Musílek
  • Reader: Tomáš Derner

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http://www.vse.cz/vskp/eid/42386