Komparativní analýza Burzy cenných papírů Praha s vybranými světovými burzami
Title Alternative:Comparative analysis Prague Stock Exchange with selected world stock exchanges
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Date
2010-01-01
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Technická Univerzita v Liberci
Abstract
Úkol této diplomové práce spočívá v provedení analýzy a následném porovnání vybraných burz, kterými jsou Burza cenných papírů Praha, a. s., Burza cenných papierov v Bratislave, a. s. a Budapest Stock Exchange, v průběhu let 1999 - 2008. První a druhá část se zabývá tématem finančního trhu, především pak trhu kapitálového, jeho regulací, charakteristikou a jsou zde porovnány akcie a dluhopisy. Ve třetí části je pozornost zaměřena na instituci burzy, její obecnou historii, rozdělení, charakteristiku burzovního systému, funkcí a jsou zde zmíněny i druhy obchodů, které mohou být na burzách realizovány. Čtvrtá část je věnována popisu jednotlivých burz z hlediska jejich historie, organizační struktury, burzovních trhů a způsobů obchodování. Vzájemná komparace burz začíná v kapitole pět, kde jsou burzy porovnány podle výše HDP, hodnot burzovních indexů a objemu obchodů s akciemi a dluhopisy. V šesté kapitole jsou analyzovány všechny tři burzy pomocí regresní a korelační analýzy. Úkolem je zjistit, zda existuje závislost mezi zkoumanými veličinami u jednotlivých burz i mezi burzami. Pomocí analýzy obalu dat a analýzy rozptylu byla zjišťována efektivnost burz.
The goal of this master thesis consists in the implementation of analysis and comparison of Prague Stock Exchange, Bratislava Stock Exchange and Budapest Stock Exchange during the years of 1999 - 2008. The first and the second parts are focused on the financial market, especially the capital market, its regulation, characteristics and comparison of shares and bonds. The third part is concentrated on the institution of the exchange, its general history, distribution according to various aspects, the characteristics of the share system and the functions are discussed and the types of transactions that may be made on exchanges. The fourth part is devoted to describing of the various stock exchanges in terms of their history, organizational structure, stock exchange markets and ways of trading. The comparison of stock exchanges begins in part fifth where the stock exchanges are compared according to the value of GDP, stock indices and volume of trading with shares and bonds. In the sixth part all stock exchanges are analyzed with regression and correlation analysis. The task is to explore if there is an addiction among the quantities in every stock exchange and among the all stock exchanges. Data envelopment analysis and analysis of variance were used to find effectiveness of stock exchanges.
The goal of this master thesis consists in the implementation of analysis and comparison of Prague Stock Exchange, Bratislava Stock Exchange and Budapest Stock Exchange during the years of 1999 - 2008. The first and the second parts are focused on the financial market, especially the capital market, its regulation, characteristics and comparison of shares and bonds. The third part is concentrated on the institution of the exchange, its general history, distribution according to various aspects, the characteristics of the share system and the functions are discussed and the types of transactions that may be made on exchanges. The fourth part is devoted to describing of the various stock exchanges in terms of their history, organizational structure, stock exchange markets and ways of trading. The comparison of stock exchanges begins in part fifth where the stock exchanges are compared according to the value of GDP, stock indices and volume of trading with shares and bonds. In the sixth part all stock exchanges are analyzed with regression and correlation analysis. The task is to explore if there is an addiction among the quantities in every stock exchange and among the all stock exchanges. Data envelopment analysis and analysis of variance were used to find effectiveness of stock exchanges.
Description
katedra: KFÚ; rozsah: 116
Subject(s)
burza cenných papírů Praha, burza cenných papierov v Bratislavě, Budapest Stock Exchange, akcie, dluhopisy, akciový burzovní index, objem obchodů, hrubý domácí produkt, komparace, regresní a korelační analýza, analýza obalu dat, Prague Stock Exchange, Bratislava Stock Exchange, budapest stock exchange, shares, bonds, share stock market index, volume of business, gross domestic product, comparation, regression and correlation analysis, data development analysis