Анализ на ефекта на инерцията на българската фондова борса АД в периода 2004-2017 г. от гледна точка на поведенческите финанси : Автореферат /
The thesis of the research reads as follows: during the pre-crisis period (2004 – 2007) the Bulgarian stock exchange AD – Sofia (BSE) has provided the opportunity to predict the returns on the traded capital instruments in the next up to 12 months on the basis of their performance during the equival...
| Основен автор: | Недев, Божидар Людмилов 1990- |
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| Други автори: | Nedev, Bozidar Ljudmilov 1990-, Седларски, Теодор Венков 1978- (науч. ръководител) |
| Формат: | Книга |
| Език: | Bulgarian |
| Публикувано: |
София,
2018.
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| Предмети: | |
| Онлайн достъп: |
Пълен запис |
| Резюме: |
The thesis of the research reads as follows: during the pre-crisis period (2004 – 2007) the Bulgarian stock exchange AD – Sofia (BSE) has provided the opportunity to predict the returns on the traded capital instruments in the next up to 12 months on the basis of their performance during the equivalent past time period. According to the scope of the current research – completely on the basis of the behavioral finance science, the explanation for this phenomenon routs in the idea for irrational behavior oft he investors on the Bulgarian market. The development of the previously formulated thesis grounds on the following three main goals: 1) To reveal the current state of the presence of momentum effect on the BSE. 2) To investigate the time-frequency characteristics of momentum effect on the BSE during the sample period. 3) To analyse and determine the sources for the rise of momenum effect on the BSE from the lens of behavioral finance. These main goals are investigated within specifically formulated tasks. Their realization leads tot he formulation oft he main research conclusions. They are systematically presented within the next paragraphs. |
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| Описание на библ. документ: |
Кор. опис. |
| Физически характеристики: |
51 л. : с цв. диагр., сх., табл. ; 30 см. |