Sökning: "Market anomalies"
Visar resultat 11 - 15 av 111 uppsatser innehållade orden Market anomalies.
11. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. LÄS MER
12. Enhanced Risk-Adjusted Returns Through Momentum Adaptations - Analysis on Momentum Strategies in the Nordic Stock Market
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Momentum strategies where one buys past winners and sells past losers are one of the most persistent stock market anomalies, showcasing abnormal returns across different markets, asset classes and time periods. Nevertheless, price momentum has been shown by the financial literature to possess considerable hazards, such as high volatility and crash risks. LÄS MER
13. 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 SchoolSammanfattning : This paper identifies three common risk factors in the returns on cryptocurrencies. The three common risk factors are the market factor, size factor, and momentum factor. LÄS MER
14. Januarieffekten på Stockholmsbörsen
Kandidat-uppsats,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 Previous research on the January-effect is either outdated or conducted on the US or European markets.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
15. Värde- eller tillväxtsäsong? : En kvantitativ undersökning av kalenderanomalier på de nordiska aktiemarknaderna.
Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakultetenSammanfattning : Bakgrund: Sedan finanskrisen 2008 har den globala ekonomin präglats av sjunkande räntor och stigande börser. Detta har lett till att intresset för den nordiska aktiemarknaden har nått rekordhöga nivåer. LÄS MER