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NOVOTNÁ, V.; OBROVÁ, V.; LUHAN, J.
Original Title
Weekend Effect at Czech Capital Market
English Title
Type
Peer-reviewed article not indexed in WoS or Scopus
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.
English abstract
Keywords
capital market, stock exchange, prediction, weekend effect, verification
Key words in English
Authors
RIV year
2012
Released
05.05.2011
Publisher
MYKOLAS ROMERIS UNIVERSITY
Location
Vilnius
ISBN
2029-7378
Periodical
1st international scientific concerence "Practice and research in private public sector-11"
Volume
1
Number
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" }