Analysis of stock market anomalies: US cross-sectoral comparison

Bachelor thesis English RESTRICTED
Jílek, Lukáš (2012)
  • Subject: sektorální analýza; Jannuary effect; Efekt dnů v měsíci; Efekt dne v týdnu; Part of the month effect; Anomálie ve výnosech akcií; cross-sectoral analysis; Stock market anomalies; Lednový efekt; financial markets; Day of the week effect; financní trhy
    mesheuropmc: health care economics and organizations

The purpose of this thesis is to analyze anomalies in the US stock market. Special attention is put on Day of the week effect, January effect, and Part of the month effect. We focus on comparison of companies with low and high capitalization. We perform an analysis acro... View more
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