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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Assessment of stock market efficiency and selection of a suitable investment strategy
 HORČIČKOVÁ, Jordanka
The aim of this thesis was to assess the efficiency of the stock market and based on to choose a suitable investment strategy. The efficiency of the stock market was tested using an autocorrelation test and two runs tests - the Wald-Wolfowitz runs test and the Kolmogorov-Smirnov test. Based on the ambiguous results of market efficiency tests, the investment strategy was developed using fundamental and technical analysis. The fundamental analysis was represented by a dividend discount model. Technical analysis was represented by indicators: EMA (exponential moving average), Bollinger bands, ROC (rate of change), S-ROC, CCI (commodity channel index) and OBV (on balance volume). The results of individual investment strategies were compared with each other and with a passive investment strategy.
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Assessment of Investment Using Technical Analysis on the Stock Markets
 HORČIČKOVÁ, Jordanka
An objective of this bachelor thesis is an assessment of investment to stocks using technical analysis on the foreign stock markets. A component of these thesis is comparison of riskiness and profitability of alternative investment products. This objective is divided into two sub objectives. The first of them is evaluate the success of investment using technical analysis based on the profit achieved in dollars. The second sub objective includes evaluating the profitability of investment to the foreign stocks and comparing with alternative investments in Czech Republic based on percental profit and risk. As alternative investments were selected: passive investments to selected stocks, term deposit and investment to a mutual fund.
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See also: similar author names
7 HORČIČKOVÁ, Jana
7 Horčičková, Jana
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