Sökning: "Effecient Market Hypothesis EMH"

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  1. 1. Monkey Strategy : Swinging through the Capital Anomaly Jungle

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Författare :Carl Arvidsson; Tim Gudrais; [2013]
    Nyckelord :Market Anomalies; Effecient Market Hypothesis EMH ; Piotroski; F_SCORE; Price-to-earnings; Investment Strategy; Abnormal Return; New York Stock Exchange; Kapitalmarknadsanomalier; Den Effektiva Marknadshypotesen; Piotroski; F_SCORE; Price-to-earnings; Investeringsstrategi; Onormal avkastning; New York Stock Exchange;

    Sammanfattning : The aim of this paper is to test whether an investment strategy originally created by Piotroski (2000), can be refined by combining it with the price-to-earnings-anomaly. In detail, we accomplish this by implementing Piotroskis F_SCORE-model to identify and consequently separate financially weak- and strong firms. LÄS MER