Sökning: "January-effect"

Visar resultat 1 - 5 av 22 uppsatser innehållade ordet January-effect.

  1. 1. Predicting Financial Trader Participation in Fixing Risk Mitigation Cycles : A Machine Learning Approach

    Master-uppsats, KTH/Matematisk statistik

    Författare :Eric Bojs; [2022]
    Nyckelord :;

    Sammanfattning : Financial markets have been crucial in driving capital investments across the world. Anessential piece of these markets is the presence of risk takers, or market speculators, who will hold financial portfolios in hopes of profit. LÄS MER

  3. 2. Januarieffekten på Stockholmsbörsen

    Kandidat-uppsats,

    Författare :Viktor Hesse; Victoria Jolgård; [2021-06-28]
    Nyckelord :January-effect; calendar anomalies; investeringssparkonto; investment account;

    Sammanfattning : This report aims to investigate whether the January-effect is present at the swedish stock market and if the introduction of the investeringssparkonto has reduced the effect. Previous research on the January-effect is either outdated or conducted on the US or European markets. LÄS MER

  4. 3. Calendar Anomalies in the Nordic Stock Markets : A quantitative study of the Sell in May effect, January effect & Monthly Anomalies

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

    Författare :Christopher Edberg; Oliver Kjellander; [2021]
    Nyckelord :Calendar Anomalies; January effect; April effect; Sell in May effect; Monthly Anomalies; Newey-West Generalized Auto-Regressive Conditional Heteroscedasticity GARCH ; Nordic Stock markets; NASDAQ OMX Nordic;

    Sammanfattning : This study has applied a geographical perspective with the ambition of evaluating the presence of the Sell in May effect, January effect and monthly anomalies in the Nordic stock markets. In extension the study examines the relationship between corporate size and the returns of calendar anomalies. LÄS MER

  5. 4. The Halloween Effect : A trick or treat in the Swedish stock market?

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Oliver Benjaminsson; Pontus Reinhold; [2020]
    Nyckelord :The Halloween Effect; Efficient Market Hypothesis; Calendar anomalies; Regression analysis; Trading strategies;

    Sammanfattning : The Halloween effect refers to higher stock returns during the period November to April compared to May to October. This is a well-known calendar anomaly that has gained a lot of attention due to the fact that the effect is persistent in the market in spite of the fact that investors are aware of the anomaly today. LÄS MER

  7. 5. Size and Seasonality : Using Enterprise Value and the January effect to Investigate the Size effect on the Swedish stock market 2000-2019 .

    Master-uppsats, Jönköping University

    Författare :Martin Djerf; August Lundgren; [2020]
    Nyckelord :Size effect; January effect; Enterprise Value; Market anomalies; Efficient Market Hypothesis; Fama and French three-factor model;

    Sammanfattning : In 1981, Banz discovered evidence suggesting that small-cap firms outperform large-cap firms when considering risk-adjusted returns. Banz (1981), called this the “size effect” and raised concerns regarding the ability of current asset pricing models to set accurate prices for assets. LÄS MER