Home > Search Results: keywords:"Capital Market Anomalies"
Search:
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
Capital Market Anomalies
 FIALA, Michal
This work describes a total of three theories by which capital market price movements can be explained, as well as capital market anomalies. Empirical research is focused on the analysis of temporal anomalies, namely the day-of-the-week effect and the month-of-year effect. These effects were analysed on three indexes, namely the NASDAQ Composite Index, Euronext 100 Index and SSE Composite Index. These effects are tested first using the statistical testing method and then more closely using the linear regression method.
Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English