Bc. Richard Romančák

Bachelor's thesis

Davové chování, dostupnost informací a jejich vliv na finanční trhy

Herding, information availability and its impact on financial markets
Abstract:
This bachelor thesis deals with herding behavior in financial markets. The theoretical part approaches the description and history of behavioral finance and describes herding as a subset of behavioral finance. In the experimental part, we examine the occurrence of herding, in GameStop and RobinHood cases. Herd behavior is described by regression models CSSD and its recent modification CSAD.
Abstract:
Táto bakalárska práca sa zaoberá davovým chovaním na finančných trhoch. V teoretickej časti si približujeme vznik a históriu behaviorálnych financií a následne opisujeme davové chovanie ako podmnožinu behaviorálnych financií. V praktickej časti skúmame výskyt davoveho chovania, hlavne pri akciách, ktoré boli spomínané pri kauze GameStop a RobinHood. Toto davové chovanie pozorujeme pomocou regresného …more
 
 
Language used: Slovak
Date on which the thesis was submitted / produced: 29. 4. 2022

Thesis defence

  • Date of defence: 16. 6. 2022
  • Supervisor: Ing. Mgr. Martin Stachoň
  • Reader: Mgr. Zuzana Gric, Ph.D.

Citation record

Full text of thesis

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Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakulta