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[{"key": "dc.contributor.advisor", "value": "Raatikainen, Juhani", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Mustonen, Jusa", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2021-06-10T09:35:59Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2021-06-10T09:35:59Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2021", "language": "", "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/76422", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "Osakemarkkinoiden joukkok\u00e4ytt\u00e4ytymisell\u00e4 tarkoitetaan tilannetta, jossa markkinoilla toimivat sijoittajat k\u00e4yv\u00e4t kauppaa arvopapereilla siten, ett\u00e4 n\u00e4iden arvopapereiden tuotot yhten\u00e4istyv\u00e4t. T\u00e4ss\u00e4 tutkimuksessa tarkastellaan joukkok\u00e4ytt\u00e4ytymisilmi\u00f6t\u00e4 yhdysvalta-laisessa p\u00f6rssiaineistossa vuosien 1994\u20132021 v\u00e4lill\u00e4. Aiemassa kirjallisuudessa tulokset joukkok\u00e4ytt\u00e4ytymiseen liittyen ovat vaihdelleet. Joissain tutkimuksissa joukkok\u00e4ytt\u00e4yty-mist\u00e4 esiintyy tietyill\u00e4 markkinoilla ja toisilla ei. My\u00f6s joukkok\u00e4ytt\u00e4ytymisen ilmenemi-nen vaikuttaisi olevan markkinatilanteeseen sidonnainen asia.\nT\u00e4ss\u00e4 tutkimuksessa esitell\u00e4\u00e4n aiempaan tutkimuskirjallisuuteen nojaava kirjallisuuskat-saus, jossa tarkastellaan joukkok\u00e4ytt\u00e4ytymisilmi\u00f6n tutkimusta perinteisill\u00e4 lineaarisilla malleilla, sek\u00e4 viime vuosina enemm\u00e4n k\u00e4ytetyill\u00e4 regiimisiirtym\u00e4malleilla. N\u00e4iden aiem-pien tutkimusten tarkastelulla pyrit\u00e4\u00e4n luomaan lukijalle yleiskatsaus joukkok\u00e4ytt\u00e4yty-misilmi\u00f6\u00f6n, sen esiintyvyyteen, sek\u00e4 siihen millaisia ty\u00f6kaluja ilmi\u00f6n tarkastelemista varten on olemassa. Kirjallisuuskatsauksen loppupuolella tarkastellaan joukkok\u00e4ytt\u00e4ytymis-ilmi\u00f6n esiintyvyytt\u00e4 kriisien ja ep\u00e4varmuuden vallitessa, lis\u00e4ksi tutustutaan viimeisimp\u00e4\u00e4n tutkimustietoon meneill\u00e4\u00e4n olevan COVID-19 pandemian aiheuttaman kriisin ajalta. Kirjallisuuskatsauksessa esitetyt tutkimukset ja niiden metodologia luovat perustan my\u00f6s t\u00e4ss\u00e4 tutkimuksessa k\u00e4ytetyille menetelmille.\n Tutkimuksen empiirisess\u00e4 osiossa tarkastellaan joukkok\u00e4ytt\u00e4ytymist\u00e4 yhdysvaltalaisessa p\u00f6rssiaineistossa (S&P500 -indeksin osakkeissa) siten, ett\u00e4 indeksi on jaettu kymmeneen eri toimialaan sek\u00e4 koko markkinaan. Aineiston tarkastelussa hy\u00f6dynnet\u00e4\u00e4n perinteist\u00e4 lineaarista mallia ja ep\u00e4lineaarista Markov Switching -mallia.\nTutkimuksen tulokset osoittavat, ett\u00e4 joukkok\u00e4ytt\u00e4ytymisen ilmeneminen eri toimialoilla on hyvinkin erilaista. Lis\u00e4ksi tulosten perusteella voidaan osoittaa, ett\u00e4 joukkok\u00e4ytt\u00e4ytyminen on regiimiriippuvainen ilmi\u00f6.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Paivi Vuorio (paelvuor@jyu.fi) on 2021-06-10T09:35:59Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2021-06-10T09:35:59Z (GMT). No. of bitstreams: 0\n Previous issue date: 2021", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "54", "language": "", "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.format.mimetype", "value": "application/pdf", "language": null, "element": "format", "qualifier": "mimetype", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "joukkok\u00e4ytt\u00e4ytyminen", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Joukkok\u00e4ytt\u00e4ytyminen osakemarkkinoilla : empiirinen testaus S&P 500-indeksin osakkeilla", "language": "", "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-202106103630", "language": "", "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4 University School of Business and Economics", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4n yliopiston kauppakorkeakoulu", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Taloustieteet", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Business and Economics", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Taloustiede", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Economics", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": null, "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "2041", "language": "", "element": "subject", "qualifier": "oppiainekoodi", "schema": "dc"}, {"key": "dc.subject.yso", "value": "arvopaperimarkkinat", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "osakkeet", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "sijoittajat", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "ilmi\u00f6t", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "toimialat", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.format.content", "value": "fulltext", "language": null, "element": "format", "qualifier": "content", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}, {"key": "dc.type.okm", "value": "G2", "language": null, "element": "type", "qualifier": "okm", "schema": "dc"}]
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