Detail publikace

January Effect at Czech Capital Market

LUHAN, J. NOVOTNÁ, V. OBROVÁ, V.

Originální název

January 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. The main aim of this article is the application of methods of efficient market tests on the Prague stock exchange in the period of 2007-2010. In this article the authors aim at verifying the existence of the January 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, January effect, weekend effect, verification

Autoři

LUHAN, J.; NOVOTNÁ, V.; OBROVÁ, V.

Rok RIV

2011

Vydáno

1. 12. 2011

Nakladatel

Mykolas Romeris university

Místo

Vilnius

ISSN

1822-8011

Periodikum

Intellectual Economics

Ročník

5

Číslo

4

Stát

Litevská republika

Strany od

602

Strany do

612

Strany počet

10

URL

https://www3.mruni.eu/ojs/intellectual-economics/article/view/710

Plný text v Digitální knihovně

http://hdl.handle.net/11012/85362

BibTex

@article{BUT88513,
  author="Jan {Luhan} and Veronika {Novotná} and Vladěna {Štěpánková}",
  title="January Effect at Czech Capital Market",
  journal="Intellectual Economics",
  year="2011",
  volume="5",
  number="4",
  pages="602--612",
  issn="1822-8011",
  url="https://www3.mruni.eu/ojs/intellectual-economics/article/view/710"
}