Sökning: "Erik Makra"

Hittade 1 uppsats innehållade orden Erik Makra.

  1. 1. A Study of the Relationship Between Mean Reversion and a Black Swan Event

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

    Författare :Erik Makra; Felix Snaula; [2022]
    Nyckelord :Mean Reversion; Black Swan; Efficient Market Hypothesis; Behavioural Finance; Dickey-Fuller Unit Root Test;

    Sammanfattning : This study examines the relationship between mean reversion and a black swan event on the Swedish stock market. The data is taken from the Mid Cap and the Large Cap and then compared with the OMXS index. LÄS MER