Sökning: "day-of-the-week effects"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden day-of-the-week effects.

  1. 1. "Den 25:e smäller det!" Payday Arbitrage in Swedish Consumer Market Behavior

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Marwan Al-Bardaji; Alexander Wikström; [2023]
    Nyckelord :Payday effect; Behavioral household finance; Time preference; Payday arbitrage; Household liquidity;

    Sammanfattning : This thesis investigates the impact of the Swedish salary disbursement schedule on consumer behavior, particularly on the 25th of each month, a notable payday for most employees in Sweden. The study examines whether the anticipation of a monthly salary influences consumer decisions and spending patterns, potentially leading to payday-related arbitrage opportunities in Swedish marketplaces. LÄS MER

  2. 2. Cryptocurrency Market Anomalies: The Day-of-the-week Effect : A study on the existence of the Day-of-the-week effect in cryptocurrencies and crypto portfolios.

    Kandidat-uppsats, Jönköping University/IHH, Nationalekonomi

    Författare :Robin Hinny; Dorottya Kata Szabó; [2022]
    Nyckelord :Cryptocurrency; Day-of-the-week Effect; Cryptocurrency portfolios; Efficient Market Hypothesis; Bitcoin; Market Anomaly; Rolling regressions; The Markowitz model;

    Sammanfattning : This research paper studies the Day-of-the-week effect in the cryptocurrency market. Using multiple regression, we analyze the effect using 12 counterfactual optimized portfolios of the cryptocurrencies, as well as the 10 cryptocurrencies alone. LÄS MER

  3. 3. The day-of-the-week effect in Swedish stock returns

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Isabelle Sandahl; [2019]
    Nyckelord :the day-of-the-week effect; the efficient market hypothesis; stock market anomalies; size effect; Business and Economics;

    Sammanfattning : One implication of the Efficient Market Hypothesis (EMH) is that it is not possible to consistently and over time create abnormal returns without taking on additional risk. However, the hypothesis has become one of the most debated theories in financial economics. LÄS MER

  4. 4. Kostnadsanalys av transportarbete vid ändrade arbetstider och skiftformer för åkerier som levererar virke till Bravikens Pappersbruk och Sågverk

    Uppsats för yrkesexamina på avancerad nivå, SLU/Department of Forest Biomaterials and Technology (from 131204)

    Författare :Joel Widman; [2015]
    Nyckelord :arbetstid; rundvirkesfordon; skiftformer; transportkostnad; shift types; transport cost; timber trucks; working hours;

    Sammanfattning : Transportkostnaden för rundvirke utgör cirka 15-25 procent av den totala kostnaden för skogsindustrins virkesanskaffning. Trenden i skogsindustrin är att branschen går mot färre och större produktionsenheter, vilket ställer högre krav på en effektiv virkestransport. LÄS MER

  5. 5. Capitalizing on seasonalities in the Singapore Straits Times Index

    Kandidat-uppsats, IHH, Företagsekonomi

    Författare :Oscar Hetting; Joakim Hellman; Maryam Tarighi; [2012]
    Nyckelord :Finance; behavioural finance; efficient markets hypothesis; EMH; seasonal anomalies; calendar effects; day-of-the-week effects; month-of-the-year effects; Straits Times Index; STI; abnormal returns;

    Sammanfattning : Purpose: The purpose of this thesis is to study the possible existence of day-of-the-week effects and month-of-the-year effects in the Singapore stock market over the period January 1st 1993 to December 31st 2011. The findings are analysed with the intention of developing investment strategies and to investigate if behavioural finance can help to explain the existence of seasonal anomalies. LÄS MER