Home > Search Results: keywords:"FTSE 100"
Search:
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
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.
Detailed record
Zastoupení žen ve správních radách a výkonnost podniku
 Nasonenko, Angelina ; Dvořáková, Zuzana (advisor) ; Höschlová, Eva (referee)
The purpose of this thesis is to investigate the relationship between female representation on boards of British FTSE 100 companies and their corporate performance. The theoretical section sets the foundation for the initial hypotheses that there is a positive relationship between the percentage of women on corporate boards and a firm's profitability, measured as ROE and ROIC. The methodological part establishes an analytical framework to test these hypotheses utilizing the so-called 'quartile approach'. The FTSE 100 companies are categorized into quartiles in accordance with their respective percentage of female directors and subsequently, the average values of ROE and ROIC are calculated for each quartile and compared between each other. The research in the practical part of the thesis shows that profitability varies significantly when comparing the least and most gender diverse FTSE 100 boards. The aim of the thesis was reached by proving the positive correlation between the percentage of female board members and profitability, validated by sensitivity and statistical analyses.
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