Sökning: "Market anomalies"

Visar resultat 1 - 5 av 102 uppsatser innehållade orden Market anomalies.

  1. 1. Return of the SPAC

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Joakim Nilsson; Philip Svensson; [2021-06-30]
    Nyckelord :SPAC; Efficient Market Hypothesis; Market anomalies; Event study; Incomplete information JEL;

    Sammanfattning : MSc in Finance.... LÄS MER

  2. 2. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Erik Hulth; [2021-06-30]
    Nyckelord :Stock performance; Market anomalies; Asset pricing; Portfolio sorting techniques; Factor-portfolio sorting techniques; Value effect; Size effect; Momentum effect; Temporal influences; Business cycles; GDP-gap; Single-and Multi- Factor models; CAPM; Fama-French Three-Factor model; Carhart Four-Factor model; Risk-adjusted equity returns; Sharpe Ratio; Jensen´s alpha; NASDAQ OMX and NYSE;

    Sammanfattning : MSc in Finance.... LÄS MER

  3. 3. Enhanced Risk-Adjusted Returns Through Momentum Adaptations - Analysis on Momentum Strategies in the Nordic Stock Market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Felix Nilsson; Bastiaan Picone; [2021-06-30]
    Nyckelord :Momentum Strategies; Momentum; Price Momentum; Idiosyncratic Momentum; Alpha Momentum; Momentum Adaptations; Constant-Volatility Scaling; Momentum Crash; Nordic Momentum; Volatility; Anomaly; Stock Returns;

    Sammanfattning : MSc in Finance.... LÄS MER

  4. 4. Common risk factors in the cross-section of cryptocurrency returns An empirical study on different types of cryptocurrency anomalies: size, momentum, volatility and trend

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Luo Dan; Andersson Sebastian; [2021-06-30]
    Nyckelord :;

    Sammanfattning : MSc in Finance.... LÄS MER

  5. 5. 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 Previous research on the January-effect is either outdated or conducted on the US or European markets.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