Sökning: "Empirical test of market efficiency"

Visar resultat 1 - 5 av 31 uppsatser innehållade orden Empirical test of market efficiency.

  1. 1. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019

    Kandidat-uppsats,

    Författare :Jacob Allestam; Filip Sjöberg; [2023-06-29]
    Nyckelord :Adaptive market hypothesis; market efficiency; market conditions; return predictability; trading strategy;

    Sammanfattning : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. LÄS MER

  3. 2. Momentum Strategies in Commodity Futures Market: A Quantitative study

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Jino Badinson; Alfred Gunnarsson; [2023]
    Nyckelord :Momentum Effect; Contrarian Effect; Investment Strategy; Commodity Futures; Efficient Market Hypothesis; Behavioral Finance Theory;

    Sammanfattning : 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

  4. 3. A Justified Infringement on Privacy? - A Qualitative Study on the Private Labour Market Actors’ Perceptions of Workplace Drug Testing

    Master-uppsats, Göteborgs universitet/Institutionen för socialt arbete

    Författare :Anna Asp; [2021-08-25]
    Nyckelord :Workplace drug test; Privacy; Prevention; Rehabilitation; Stigmatization;

    Sammanfattning : The purpose of this study was to get an understanding of the perceptions and experiences of drug tests as a measure to prevent substance use at workplaces. The focus was to explore the perceptions of different actors within the private labour market concerning the integrity-sensitive aspects that are connected to drug test at work places and to understand perceptions on drug prevention, positive test results and drug rehabilitation in relation to drug tests. LÄS MER

  5. 4. Ledarskapsstil som främjar engagemang : En fallstudie på ICA DE (DE: distributionsenhet)

    Kandidat-uppsats, Högskolan i Gävle/Industriell ekonomi

    Författare :Nihad Frank; Nihad Boya Livon; [2021]
    Nyckelord :ledarskap; ledarskapsstilar; kommunikation; motivation;

    Sammanfattning : Successful organizations are driven by motivated and engaged coworkers. Organizations need to adapt to a market environment embossed by constant change. LÄS MER

  7. 5. Aktiemarknaden under en pandemi : En empirisk studie av bolag på OMX Stockholm

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Emilia Christiansson Hammarskjöld; Sara Höögh; [2021]
    Nyckelord :COVID-19; Abnormal return; market efficiency; the company s size; industry; COVID-19; Abnormal avkastning; marknadseffektivitet; bolagets storlek; bransch;

    Sammanfattning : Från och med årsskiftet 2019/2020 kom Sverige och världen att påverkas av pandemin COVID-19. Det finns ett flertal studier på området om hur tidigare kriser och COVID-19 har påverkat marknaden, men avseende den svenska aktiemarknaden är tidigare studier bristande. LÄS MER