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Hittade 3 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Applying Technical Trading Rules to Evaluate Weak-form Efficiency on the Swedish Stock Market

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Erik Nordin; [2020]
    Nyckelord :Efficient market hypothesis; weak-form efficiency; Swedish stock market; technical analysis; Monte Carlo simulation; Business and Economics;

    Sammanfattning : Under the theory of weak-form market efficiency, present day stock prices reflect all historical data. As a result, the use of technical analysis should not be able to outperform a buy-and-hold strategy of a general market index. LÄS MER

  2. 2. Pairs Trading in Swedish Investment Companies

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Pascal Dettwiler; Edvin Larsson; [2019]
    Nyckelord :Pairs trading; Investment Company; Traded at Discount; Bollinger Bands; Moving Average; Trading Strategy; Algorithmic Trading; Algo trading; Business and Economics;

    Sammanfattning : The purpose of this paper is to examine if it is possible to profitably implement a market neutral trading strategy, so-called "pairs trading", on three different Swedish investment companies. It can be concluded that applying a pairs trading strategy on [these three] Swedish investment companies and their underlying listed assets has the potential to beat the market Sharpe ratio. LÄS MER

  3. 3. Reasons behind negative short-term fluctuations in stock price A quantitative analysis of the health care industry

    D-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Mikael Frödell; Stella-Maria Boman; [2006]
    Nyckelord :;

    Sammanfattning : During the last years media has put a lot of focus on what is happening within companies. Stories of company boards lifting severance payments and pension agreements without the shareholders admittance and boards using company resources for their own interest have become more common. LÄS MER