Detail publikace

Weekend Effect at Czech Capital Market

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

1

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"
}