Sökning: "Efficient market anomaly"

Visar resultat 16 - 20 av 39 uppsatser innehållade orden Efficient market anomaly.

  1. 16. Effekter i samband med listförändringar : En undersökning på Stockholmsbörsen mellan år 2007-2014

    Magister-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Andersson Elias; Lange Tobias; [2014]
    Nyckelord :;

    Sammanfattning : Bakgrund: Marknadsanomalier har länge varit ett omdiskuterat ämne på aktiemarknader, en marknadsanomalie vilken denna uppsats har undersökt är listeffekter. Listeffekter är effekter som uppstår i samband med att företag förflyttas från en lista till en annan lista på en börs. LÄS MER

  3. 17. Indexeffekten : En studie gjord på Nasdaq OMXS30 och OMXH25

    Magister-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Patrik Larsson; Pontus Gislén; [2014]
    Nyckelord :;

    Sammanfattning : Abstract Master thesis in Business Administration, School of Business and Economics at Linneaus University Authors: Patrik Larsson and Pontus Gislén Supervisor: Håkan Locking Examiner: Sven-Olof Collin Title: The index effect- a study on Nasdaq OMXS30 and OMXH25 Introduction: A significant part of the financial literature is based on the Efficient Market Hypothesis which assumes that prices in the market reflects all available information. Anomalies, such as the index effect, indicate weaknesses in this theory as it has been proved that it is possible to outperform the market using public information. LÄS MER

  4. 18. Testing market efficiency in an ex-dividend setting - Could the market be efficient in the presence of inefficiency?

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Magnus Swärdh; Gustaf Kullenberg; [2013]
    Nyckelord :Market efficiency; inefficiency; volatility; risk-return; compensation; Sharpe ration; Treynor’s performance index.; Business and Economics;

    Sammanfattning : Market efficiency in an ex-dividend context is still a disputed matter in the world of finance. Even though numerous articles have been published in the area, with several different approaches, this anomaly is still contested. LÄS MER

  5. 19. Market efficiency for two classes of stocks in China: state owned and private companies

    Uppsats för yrkesexamina på avancerad nivå, Företagsekonomi

    Författare :Abdirahman Abdi; Renyuan Huang; [2012]
    Nyckelord :Efficient Market Hypothesis; Random Walk; Degree of Market efficiency; Anomaly; Chinese stock markets; State-owned enterprises; Ownership; Market Capitalizations.;

    Sammanfattning : The fast-growing economy in China attracts the world’s interests, which includes the Chinese stock markets. The market efficiency of Chinese stock markets is widely discussed by researchers in different approaches. The involvement of government in stock markets is a unique case in the financial world. LÄS MER

  7. 20. Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory

    Magister-uppsats, Institutionen för ekonomi och företagande

    Författare :Viktor Karlsson; Emil Nygren; [2012]
    Nyckelord :Behavioural Finance; Capital Asset Pricing Model; Contrarian; Efficient Market Hypothesis; Glamour stocks; Investment Strategy; Market-to-Book-Value; Minimum-Variance; Modern Portfolio Theory; Risk-adjusted performance; Stock screening; Value stocks;

    Sammanfattning : Previous research has confirmed the existence of a value premium in a wide array of markets and using this value stock anomaly has yielded superior performance. This thesis investigates if one could take advantage of the existence of a value premium to deploy a dynamic investment strategy on the Swedish stock market (OMXS30) with focus on minimizing risk to achieve higher risk adjusted performance than the stock market index. LÄS MER