Sökning: "Hjalmar Fryklund"

Hittade 1 uppsats innehållade orden Hjalmar Fryklund.

  1. 1. Efficient Market Hypothesis: Testing for Price Predictability on the OMX Stockholm 30 Index

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Hjalmar Fryklund; Robert Mlinaric; [2016-09-15]
    Nyckelord :;

    Sammanfattning : The use of historical information to predict future pricing of equities has been a topic of debate among the financial community for some time. This study examines the issue by testing for statistical significance on lagged price values, utilizing an autoregressive model. In the tests we use data from the OMX Stockholm 30 index. LÄS MER