| Title |
Anomalijų akcijų ir kriptovaliutų rinkose tyrimas / |
| Translation of Title |
Research of existing anomalies in stock and cryptocurrency markets. |
| Authors |
Eitkevičiūtė, Eglė |
| Full Text |
|
| Pages |
95 |
| Keywords [eng] |
market anomalies ; efficient market hypothesis ; stock market ; cryptocurrencies market ; behavioral finance |
| Abstract [eng] |
Anomalies were widely researched in stock markets, though in 2016-2017 researches were launched in newly-formed cryptocurrency market. In order to predict, evaluate prices of cryptocurrencies traditional evaluation methods used in stock markets are not suitable. Fundamental analysis is not applicable in cryptocurrency market, technical analysis methods used in stock markets can not achieve same results and predictions in cryptocurrency markets. Cryptocurrency markets are more volatile and there is more irrational behavior than in stock markets, that is why it is relevant to research and determine if anomalies that exist in stock markets also exist in cryptocurrency markets. Market anomalies and inefficiency is caused by bounded rationality behavior, psychological and emotional aspects. These factors are applicable for stock and as well as cryptocurrency markets. It will be determined wether cryptocurrency markets have simillar anomalies and investor behavior. |
| Dissertation Institution |
Kauno technologijos universitetas. |
| Type |
Master thesis |
| Language |
Lithuanian |
| Publication date |
2018 |
