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NOVOTNÁ, V. OBROVÁ, V. LUHAN, J.
Originální název
Weekend Effect at Czech Capital Market
Typ
článek v časopise - ostatní, Jost
Jazyk
angličtina
Originální abstrakt
In the course of the investment process it is necessary to examine a large number of stocks (stock groups) within wide categories of financial assets. The main objective is to find stocks that are not rated correctly at the given moment, appearing thus from the buyers point of view as interesting to buy. To make such an analysis there is a wide scope of approaches. One of them is the efficient market theory. In this article the authors aim at verifying the existence of the weekend effect at the Czech capital market, particularly in the conditions of the Prague Stock Exchange. The primary data used herein were obtained from official lists of prices of the Prague Stock Exchange.
Klíčová slova
capital market, stock exchange, prediction, weekend effect, verification
Autoři
NOVOTNÁ, V.; OBROVÁ, V.; LUHAN, J.
Rok RIV
2011
Vydáno
5. 5. 2011
Nakladatel
MYKOLAS ROMERIS UNIVERSITY
Místo
Vilnius
ISSN
2029-7378
Periodikum
1st international scientific concerence "Practice and research in private public sector-11"
Ročník
1
Číslo
Stát
Litevská republika
Strany od
178
Strany do
183
Strany počet
5
BibTex
@article{BUT50467, author="Veronika {Novotná} and Vladěna {Štěpánková} and Jan {Luhan}", title="Weekend Effect at Czech Capital Market", journal="1st international scientific concerence {"}Practice and research in private public sector-11{"}", year="2011", volume="1", number="1", pages="178--183", issn="2029-7378" }