Are Financial Market Anomalies Real? Evidence from Stock Markets in Five Countries – Jozef Ficik
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 …moreAbstract:
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
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
Citation record
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- autentizovaným zaměstnancům ze stejné školy/fakulty
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Vysoká škola ekonomická v Prazehttp://www.vse.cz/vskp/eid/42386
Vysoká škola ekonomická v Praze
Master programme / field:
Finance a účetnictví / Bankovnictví a pojišťovnictví
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