- Autor
- Vesela Jitka
- Tytuł
- Does the January Effect and "The Day of the Week Effect" Influence the Prague Stock Exchange?
- Źródło
- Zeszyty Naukowe Uniwersytetu Szczecińskiego. Finanse, Rynki Finansowe, Ubezpieczenia, 2008, nr 13, s. 427-436, tab., rys., bibliogr. 18 poz.
- Słowa kluczowe
- Giełda papierów wartościowych
Stock market - Uwagi
summ.- Abstrakt
- Conducted calculations proved some JanuEiry Effect signs on PSE. If it is possible to observe these signs repeatedly, we can consider altemative that will use the January Effect for constructing such inyestments strategy, that will, on certain conditions, bring the investor abnormal return. Con¬ducted calculations related to the impact of the Day of the week Effect on PSE imply that on the Czech market there is no stable stock price yolatility pattem that could be used for construct successfuUy investment strategies. While interpreting the above-mentioned calculations and studies' results it is necessary to con¬sider that we did not use identical time series and moreover, we did not take into account transactional costs. (original abstract)
- Dostępne w
- Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu
Biblioteka Główna Uniwersytetu Szczecińskiego - Bibliografia
-
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- Levy H.: Introduction to Investments. South-Western College PubUshing, Cincinnati, Ohio 1996, ISBN 0-538-85998-9.
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- Zednik J.: Mo*nosti powili deterministickych a stochastickych modelii ekonomickych easovych 0ad pro testovdniefektimosti akcioveho trhu V ER. Diplomoa prace, 2003.
- www.akcie.cz,www.damodaran.comwww.ncu.edu.tw,www.pse.cz.
- Cytowane przez
- ISSN
- 1640-6818
1733-2842 - Język
- eng
