Skúmanie determinantov výnosov akcií pomocou metód priemerovania modelov

The predictability of stock returns has been a widely discussed topic in the fi- nancial literature. In the presented thesis, we examine the effect of 20 possible predictors on S&P 500 excess returns in the time period from June 1998 till December 2016. However, traditional models examining stoc...

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Bibliographic Details
Main Author: Tóthová, Miriama
Other Authors: Havránková, Zuzana
Format: Dissertation
Language:English
Published: 2018
Online Access:http://www.nusl.cz/ntk/nusl-388565