Sökning: "Efficient Market Hypothesis EMH"
Visar resultat 1 - 5 av 64 uppsatser innehållade orden Efficient Market Hypothesis EMH.
1. The financial performance differences between ESG and Non-ESG Firms in the Nordic Region – A quantitative analysis
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This thesis presents a rigorous empirical analysis on the relationship between financial performance and ESG scores in Nordic firms from 2017 to 2022. The analysis utilizes fixed effects regression methods with cluster-robust standard errors at the company level. LÄS MER
2. Hur påverkas läkemedelsföretags aktiepriser vid en naturkatastrof? : En eventstudie om orkanen Ians påverkan på de största läkemedelsföretagens aktiepriser i USA
Kandidat-uppsats, Södertörns högskola/FöretagsekonomiSammanfattning : Klimatförändringar och global uppvärmning kan ses som bidragande faktorer kring hur naturkatastrofer blir allt mer frekventa. Naturkatastrofer kan skapa obalans mellan utbud och efterfrågan och ha en inverkan på aktiemarknaden. LÄS MER
3. Post Earnings Announcement Drift in the Stockholm Stock Exchange : How pronounced is PEAD on beta, traded volume and sector allocation?
Master-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomiSammanfattning : Post Earnings Announcement Drift (PEAD) is a market anomaly that challenge the “Efficient Market Hypothesis” (EMH). It was first discovered in 1968 by Ball and Brown. When firms on the stock market have their earnings announcement the stock price will be affected and tend to drift up or down in price for days, weeks or months. LÄS MER
4. En studie av momentumeffekter på OMXS30
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper investigates the literature concerning market efficiency and how that compares to behavioral finance. The works of Fama (1970) who laid the ground for the efficient market hypothesis and Jegadeesh & Titman (1993) who laid the ground for momentum strategies are both analyzed and compared against each other. LÄS MER
5. Momentum Strategies in Commodity Futures Market: A Quantitative study
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/FöretagsekonomiSammanfattning : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. LÄS MER