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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Format: | Dissertation |
Language: | English |
Published: |
2018
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Online Access: | http://www.nusl.cz/ntk/nusl-388565 |