Informované obchodování na Brurze cenných papírů Praha

• Název práce v češtině: Informované obchodování na Brurze cenných papírů Praha
• Název v anglickém jazyce: Informed Trading on the Prague Stock Exchange
• Klíčová slova: informované obchodování, tržní mikrostruktura, regulace kapitálových trhů
• Klíčová slova anglicky: informed trading, market microstructure theory, capital markets regulation
• Akademický rok vypsání: 2011/2012
• Typ práce: diplomová práce
• Jazyk práce: čeština
• Ústav: Institut ekonomických studií (23-IES)
• Vedoucí / školitel: Radovan Parrák, M.Sc.
• Řešitel: skrytý - zadáno vedoucím/školitelem
• Datum přihlášení: 05.12.2011
• Datum zadání: 05.12.2011
• Datum a čas obhajoby: 11.09.2013 00:00
• Místo konání obhajoby: IES
• Datum odevzdání elektronické podoby: 31.07.2013
• Datum proběhlé obhajoby: 11.09.2013
• Oponenti: PhDr. Mgr. Michael Princ

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Předběžná náplň práce

Tématem práce je informované obchodování. S přechodem Burzy cenných papírů Praha na systém XETRA z předchozího systému SPAD je porovnáváno informované obchodování s pomocí modelu PIN a VPIN.

Předběžná náplň práce v anglickém jazyce

The topic of this thesis is informed trading. With migration of the Prague Stock Exchange from SPAD to XETRA comparison of informed trading in measures PIN and VPIN is conducted.