Bc. Tomáš Kukla
Bachelor's thesis
Analýza anomálií na kapitálovém trhu
Analysis of capital market anomalies
Abstract:
The goal of this bachelor's thesis was analysis of market anomaly The Day of the Week Effect on japanese stock market using index Nikkei 225 for years 1984 – 2007, and comparison of found results with Efficient Market Hypothesis, which is investigated in first chapter. For full period we find indications of treated anomaly, but results are convincing only for first half of this period. We find deviations …moreAbstract:
Cieľom tejto bakalárskej práce bola analýza tržnej anomálie Efekt dní v týždni na japonskom akciovom trhu prostredníctvom indexu Nikkei 225 pre obdobie 1984 – 2007 a komparácia dosiahnutých výsledkov s Teóriou efektívnych trhov, ktorá je rozobratá v prvej kapitole. Pre celé obdobie nachádzame náznaky skúmanej anomálie, avšak dostatočne presvedčivý je výsledok len pre prvú polovicu. Zisťujeme odchýlku …more
Language used: Slovak
Date on which the thesis was submitted / produced: 19. 5. 2011
Identifier:
https://is.muni.cz/th/b9566/
Thesis defence
- Date of defence: 29. 6. 2011
- Supervisor: Ing. Dagmar Linnertová, Ph.D.
- Reader: Ing. Petr Málek
Citation record
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationBachelor programme / field:
Finance and Accounting / Finance
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