Sökning: "market effeciency"

Hittade 1 uppsats innehållade orden market effeciency.

  1. 1. Stock Market Reactions to Macroeconomic Announcements: The Dynamics of the Price Adjustment Process

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

    Författare :Martin Nilsson Erleman; Mathias Wallestam; [2007]
    Nyckelord :price adjustment; market effeciency; algorithmic trading; DAX Index Future; volatility patterns;

    Sammanfattning : The link between information and changes in asset prices is central to financial economics. A fundamental tenet of market efficiency is that investors react to new information as it arrives, resulting in price changes that reflect investors’ expectations of risk and return. LÄS MER