Tržní anomálie na vybraných akciových trzích

Abstract

Diploma thesis deals with researching of market anomalies on selected stock markets. The goal of the diploma thesis is to confirm the incidence of the weekend effect in stock market indices of USA, Germany, France, Czech republic and India. Yields of individual days are processed and examined using binary logistic regression in IBM SPSS Statistics software. Study is devided into three time periods: pre-crisis period, period of financial crisis and after-crisis period.