Publication detail

Weekend Effect at Czech Capital Market

NOVOTNÁ, V. OBROVÁ, V. LUHAN, J.

Original Title

Weekend Effect at Czech Capital Market

Type

journal article - other

Language

English

Original Abstract

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.

Keywords

capital market, stock exchange, prediction, weekend effect, verification

Authors

NOVOTNÁ, V.; OBROVÁ, V.; LUHAN, J.

RIV year

2011

Released

5. 5. 2011

Publisher

MYKOLAS ROMERIS UNIVERSITY

Location

Vilnius

ISBN

2029-7378

Periodical

1st international scientific concerence "Practice and research in private public sector-11"

Year of study

1

Number

1

State

Republic of Lithuania

Pages from

178

Pages to

183

Pages count

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"
}