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Identifikace a významnost impulsů na objemy obchodů akcií / The identification and the significance of impulses on trading volume

The diploma thesis deals with an influence of various impulses on increased trading activities of investors reflected in a number of stock titles contained in Dow Jones Industrial Average traded at the New York Stock Exchange and NASDAQ (Cisco, Intel and Microsoft) in 2010. The impulses had fundamentals characters, from macroeconomic data to company events. They were given out verbally in the various declarations of authorities or in a written form, but the contents and influence of which was spread immediately after publication by internet. The identification of impulses comprises determination of an important factor or specific news which might influence a number of stocks traded and its range in some trading day. The significance of an event will be expressed by a deviation upwards only from an average amount of stocks traded in each month and set at percentage.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:72807
Date January 2011
CreatorsEichinger, Štěpán
ContributorsMusílek, Petr, Tuček, Miroslav
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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