Μελέτη συμπεριφοράς αποδόσεων μετοχών ευρωπαϊκών τραπεζών
Study of the behavior of stock returns for european banks

View/ Open
Keywords
Μοντέλο Αποτίμησης Περιουσιακών Στοιχείων CAPM ; Χρηματιστηριακοί δείκτες ; Χρηματιστήριο ; Κεφαλαιαγορά ; Τραπεζικός κλάδος ; Συντελεστής beta ; Απόδοση μετοχών ; Stock market ; Stock indices ; Shareholder returnAbstract
In the context of this thesis, it was attempted to be applied the capital asset pricing model (CAPM) into equities of the bank sector, a sector that reflects the course of each economy. More specifically, in the first chapter the banking system was studied, it’s importance in the eonomy, the types of the banks, a reference was made to the European System of Central Banksand to the most important banks of the examined countries. Then, in the second chapter, the mode of operation of the stock exchange, it’s role and history were studied, and a reference was made to the stock exchange of each examined country. In the third chapter of the work the capital asset pricing model (CAPM) was presented. In more detail, the portfolio theory that is the basis of the model was presented, the model itself and the beta factor. Finally, in the last chapter, took place the analysis of the stocks of the selected banks as well as the conclusions that have been extracted.