National Repository of Grey Literature 3 records found  Search took 0.02 seconds. 
Comparison of Activ Managed Funds Collective Investment with Index Funds
Plundra, Tomáš ; Blank, Martin (referee) ; Rejnuš, Oldřich (advisor)
The bachelor thesis is focused on comparison of activ managed funds of collective investment with index funds. The first part defines notion of collective investment, its subjects, advantages and disadvantages. Second part analyses current situation of collective investment in the Czech republic and it compares open-end-fund with ETF. Thesis contains results of comparison of specific criteria and it helps to enlarge information about new possibilities of investment.
New Evidence on Abnormal Stock Returns and Abnormal Trading Volume Associated with Inclusions in S&P 500 and FTSE 100
Bartůněk, Jan ; Červinka, Michal (advisor) ; Šíla, Jan (referee)
This thesis analyses abnormal returns and volume around the inclusion of stocks in S&P 500 and FTSE 100 in the 2011-2022 period. The paper contributes to existing research by providing a daily abnormal return analysis for additions to S&P 500 and a thorough study of abnormal returns and trading volume for additions to FTSE 100, a study that has not been recently conducted. For the first time, this thesis provides a comparison of the inclusion effect on the two indices. This thesis reports new results compared to earlier research. The results show that despite the apparent redistribution of stocks one day before the inclusion, there are no abnormal returns on either index on this day. The analysis reports a negative price reaction for additions from S&P 400 and a positive price reaction for additions from outside of S&P 1500. The analysis of FTSE 100 additions shows a negative price effect of the announcement and no daily abnormal return one day after the announcement. Additionally, a different price and volume reaction is observed between the stocks already once added and stocks newly added to the index, as the latter faces a stronger abnormal reaction.
Comparison of Activ Managed Funds Collective Investment with Index Funds
Plundra, Tomáš ; Blank, Martin (referee) ; Rejnuš, Oldřich (advisor)
The bachelor thesis is focused on comparison of activ managed funds of collective investment with index funds. The first part defines notion of collective investment, its subjects, advantages and disadvantages. Second part analyses current situation of collective investment in the Czech republic and it compares open-end-fund with ETF. Thesis contains results of comparison of specific criteria and it helps to enlarge information about new possibilities of investment.

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