National Repository of Grey Literature 9 records found  Search took 0.01 seconds. 
Usage of emoji in online communication across generation
Nechvátalová, Lenka ; Klabíková Rábová, Tereza (advisor) ; Podzimek, Jan (referee)
In the current digital era, emoji are an integral part of everyday online communication, expressing a range of emotions and thoughts. This paper focuses on the understanding and use of emoji by different generations, with an emphasis on Generations Z, Y, X and Baby Boomers. Emoji offer a wide range of expressions and symbols, but their interpretation can differ between generations, which can lead to misunderstandings. This thesis explores the basic emoji that may be more likely to cause these misunderstandings. The aim is to identify the meanings of emoji in different generations and the influence of age and the digital environment on interpretation. The research will focus on the use and interpretation of emoji across generations. The aim is to improve understanding in online communication across generations, where emoji play a key role in communicating emotions and moods.
Non-Fungible Tokens (NFTs): A hype or hope? Analysis of random NFT portfolios
Iordosopol, Ana ; Krištoufek, Ladislav (advisor) ; Nechvátalová, Lenka (referee)
This thesis reflects on the newly emerged alternative asset class of non-fungible tokens (NFTs). We perform both qualitative and quantitative analyses on the matter. In the empirical part, we construct different types of random portfolios to investigate the performance of cryptocurrency- based portfolios after the possible inclusion of NFTs in such. Our results suggest that as of the end of 2022, portfolios of Bitcoin and Ether perform better without NFTs, thus rejecting the previous assumptions of limited diversification potential of NFTs, which was detected during the last crisis period during the COVID-19 pandemic. The qualitative analysis on the topic, however, suggests that NFTs are not just the hype and the innovative blockchain solutions that NFTs represent may be of greater use in the near future. Therefore, despite of non-efficiency of NFTs as a financial asset in 2022, they still display significant potential as a disruptive technology. Keywords NFT, Cryptocurrency, Random portfolio, Blockchain, Non-fungible token. Title Non-Fungible Tokens (NFTs): A hype or hope? Analysis of random NFT portfolios.
Non-bank financial intermediaries and their role in the financial market
Novotná, Tereza ; Pečená, Magda (advisor) ; Nechvátalová, Lenka (referee)
This thesis analyses the role of non-bank financial intermediaries in the Czech financial market, with the emphasis on comparison of efficiencies of banks and non-bank financial corporations engaged in lending. This paper addresses their influence on the financial market both in the global and in the Czech environ- ment. The evaluation of the performance of the individual parts of the Czech financial sector is conducted using the Data Envelopment Analysis, which yields specific efficiency scores. Based on these values, aggregated data on banks and non-bank financial corporations engaged in lending are compared against each other and over the time period from 2013 to 2021.
Analysis of Czech Trade Structure Using the Zipf's Law
Asadli, Rufat ; Červinka, Michal (advisor) ; Nechvátalová, Lenka (referee)
The Revealed Comparative Advantage (RCA) has been a cornerstone for cross-country trade analyses. Corresponding indices that quantify this phe- nomenon have long been subject to studies testing how far they are dis- tributed from normal distribution. This thesis analyzes RCA indices along- side the Zipf's Law, which asserts that data points are linearly distributed with a negative relationship to their ranks. Trade data, covering 1998-2020, from the Czech Republic are initially utilized in a particular model. In this case, it is documented that RCA indices largely follow the Zipf's Law in log-log scale. Regression coefficients from this model, specifying exponent parameters of the distribution, are employed alongside a set of economic indicators in an advanced time series model, namely Vector Autoregression (VAR), to derive the economic inference of so-called power law exponents. The model reveals certain economic interpretations, including the fact that economic shocks might reduce comparative advantage of a country over a commodity. JEL Classification C22, F10, F14, F17, F47 Keywords RCA Indices, Zipf's Law, Trade, Exports, The Czech Republic, OLS, VAR Author's e-mail rufat.aaa@gmail.com Supervisor's e-mail michal.cervinka@fsv.cuni.cz 1
Female Leadership and Financial Performance: Evidence from the Czech Republic
Bajerová, Veronika ; Havránek, Tomáš (advisor) ; Nechvátalová, Lenka (referee)
Women are underrepresented in leadership positions even though they constitute half of the population. Even though the number of women in leadership position is growing the literature about the relation between women in leadership positions and financial performance in the Czech Republic is scarce. Therefore, we want to investigate a relation between women in a statutory body and four firm financial performance measurements of different types of firms. Using a data set containing 405 firms we investigate the long-term growth of the number of women in leadership positions and their relation to financial performance during the time frame from 2010 to 2019. We use an instrumental variable estimation method with two types of instruments. The first instrument is a percentage of women in an industry in the Czech Republic and the second is a share of women considering the industry and the year in the data set. The analysis shows a strong positive relation between the returns on assets and women in leadership positions and a neutral relation between other performance measurements and women in leadership positions. This indicates that a firm would experience neutral or positive consequences in terms of financial performance when employing women in a statutory body.
Analysis of Effects of the European Monetary Union on Merger and Acquisition Activity in Europe
Přerovský, David ; Novák, Jiří (advisor) ; Nechvátalová, Lenka (referee)
Analysis of Effects of the European Monetary Union on Merger and Acquisition Activity in Europe David Přerovský Abstract The aim of this thesis is to, firstly, analyze effects of the creation of the European Monetary Union (EMU) on cross-border merger and acquisition activity in Europe, and, secondly, to investigate whether joining the EMU after it had been established results in higher M&A activity. Our research utilizes the difference-in-differences and difference in difference in differences approaches in which we compare aggregate M&A activity in new adopters of the euro to that of a control country, whose aggregate M&A activity had followed a similar trend up until the adoption. These methods allow us to account for country-specific trends in M&A activity and the for the phenomenon of M&A waves. Our results show no evidence that creation of the EMU caused higher M&A activity among the members or higher M&A activity in general. For later joiners, no evidence of higher M&A activity as a result of adopting the euro is found either.
Multi-horizon equity returns predictability via machine learning
Nechvátalová, Lenka ; Baruník, Jozef (advisor) ; Krištoufek, Ladislav (referee)
We examine the predictability of expected stock returns across horizons using machine learning. We use neural networks, and gradient boosted regression trees on the U.S. and international equity datasets. We find that predictabil- ity of returns using neural networks models decreases with longer forecasting horizon. We also document the profitability of long-short portfolios, which were created using predictions of cumulative returns at various horizons, be- fore and after accounting for transaction costs. There is a trade-off between higher transaction costs connected to frequent rebalancing and greater returns on shorter horizons. However, we show that increasing the forecasting hori- zon while matching the rebalancing period increases risk-adjusted returns after transaction cost for the U.S. We combine predictions of expected returns at multiple horizons using double-sorting and buy/hold spread, a turnover reduc- ing strategy. Using double sorts significantly increases profitability on the U.S. sample. Buy/hold spread portfolios have better risk-adjusted profitability in the U.S. JEL Classification G11, G12, G15, C55 Keywords Machine learning, asset pricing, horizon pre- dictability, anomalies Title Multi-horizon equity returns predictability via machine learning
Volatility transmission between oil prices and European stock market
Nechvátalová, Lenka ; Kočenda, Evžen (advisor) ; Kuc, Matěj (referee)
This thesis examines transmissions of returns and volatility between crude oil and stock indices from different sectors of economy. We will be using daily Brent crude futures and Euro Stoxx sector indices from 1992 to 2017. For the analysis we employ bivariate VAR BEKK-GARCH model to simultaneously estimate the conditional mean and variance equations, to investigate the causal relationships between the variables. In addition we use the results of our estimation to calculate optimal portfolio weights and hedge ratios. The results show Granger causality from oil to most of the individual sectors, reverse relationship exists in two cases. We found unidirectional volatility spillovers from stock sectors to oil in majority of cases and in 4 sectors the spillover was bidirectional. Keywords volatility transmissions, VAR GARCH model, crude oil prices, stock sector indices 1
Changing of the main news programme of czech television "udalosti" in year 2012
Nechvátalová, Lenka ; Moravec, Václav (advisor) ; Šmíd, Milan (referee)
Předmětem práce je popsat proměnu, kterou hlavní zpravodajská relace České televize Události prošla po nástupu nového vedení generálního ředitele Petra Dvořáka. Text se bude soustředit na popsání změn z hlediska obsahu i formy. Zaměří se na také na používání jednotlivých žurnalistických žánrů, které je možné v televizním zpravodajství uplatnit. Cílem je nabídnout komplexní pohled na Události, zasadit je do kontextu českého mediálního prostředí a zároveň porovnat jejich podobu se zahraničními zpravodajskými relacemi. Práce má poukázat na trendy, které určují světové zpravodajské špičky a které mají potenciál obohatit české televizní zpravodajství. Závěr bude věnován srovnání staré a nové relace Události a vyhodnocení, zda byla její proměna úspěšná. K tomu poslouží data o postupném vývoji sledovanosti a ohlasy z řad odborné veřejnosti na novou podobu pořadu.

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1 NECHVÁTALOVÁ, Lucie