Sökning: "Alexander Helin"

Hittade 2 uppsatser innehållade orden Alexander Helin.

1. 1. Soldiers, pigeons and shooting stars: Evaluating the profitability of candlestick charting on the Stockholm Stock Exchange

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

   Författare :Filip Demitz-Helin; Alexander Mahdi; [2016]
   Nyckelord :Candlestick Charting; Technical Analysis; Trading Rules; Return Predictability; Market Efficiency;

   Sammanfattning : This study provides a systematic evaluation of the profitability of candlestick charting, the oldest known form of technical analysis, on a sample of 72 stocks listed on the Stockholm Stock Exchange over the period 2000-2015. In contrast to recent studies on Chinese, Taiwanese and US data, we find that the majority of candlesticks generate raw returns that are only moderately positive and not statistically significant after accounting for transaction costs of 0. LÄS MER

3. 2. The Option Volume to Stock Volume Ratio, Market Efficiency and Future Returns

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

   Författare :Filip Demitz-Helin; Alexander Mahdi; [2014]
   Nyckelord :Return predictability; Option volume; Market efficiency; Informed investors; Liquidity;

   Sammanfattning : The study of the information value in options has for decades been at the centre of financial research. Recent findings indicate that informed investors prefer to use options to trade on negative information, causing the option volume to stock volume ratio (O/S) to correlate negatively with future returns. LÄS MER