Sökning: "Magnus Rindeskär"

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  1. 1. A Volatility Based Contrarian Strategy In the German Stock Market

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Sofie Bastholm; Magnus Rindeskär; [2013]
    Nyckelord :DAX; VDAX; Implied volatility; Contrarian strategy; The efficient market hypothesis; Behavioral finance; Market timing; Business and Economics;

    Sammanfattning : In this paper we investigate if the German implied volatility index, VDAX, could be used as a good sentiment indicator for a contrarian strategy. For such a strategy to be legitimate there must exist price inefficiencies in the market, which requires that the efficient market hypothesis does not hold. LÄS MER