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National Repository of Grey Literature 47 records found  beginprevious47 - 47  jump to record: Search took 0.00 seconds. 
Financial market anomalies
 Gavrylyuk, Zinayida ; Havlíček, David (advisor)
This bachelor thesis is focused on the analysis of some well-known financial market anomalies. The first part deals with the efficient market theory which is confronted with the basic ideas of behavioral finance. It is followed by the more-detailed description and analysis of three selected anomalies: the December effect, the momentum effect, and the underpricing of IPO. Analytical part tests the occurrence of anomalies on selected equity markets and deals with the possibilities to exploit them. There was not found any statistically significant evidence of influence of the December effect and the momentum effect on stock returns. But there were found significant differences in underpricing of IPO across sectors of the U. S. industry. The thesis provides an overview of the characteristics and occurrence of selected market abnormalities and opens the door to a more detailed analysis.
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