Sökning: "Market anomalies"

Visar resultat 16 - 20 av 111 uppsatser innehållade orden Market anomalies.

  1. 16. Dumb and Dumber: A Study of Capital Flows and Cross-sectional Mispricing

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Johanna Lindegren; Marcus Hober; [2021]
    Nyckelord :Mispricing; Pricing anomalies; Hedge funds; Mutual funds; Retail investors;

    Sammanfattning : This study analyzes the role of smart money and dumb money in relation to cross-sectional mispricing of stocks, measured using eleven well-documented asset pricing anomalies. Further, we investigate whether dumber money is present in the market by examining the relationship between retail investor capital flows and mispricing in the cross section of stocks. LÄS MER

  3. 17. Unsupervised anomaly detection for structured data - Finding similarities between retail products

    Uppsats för yrkesexamina på avancerad nivå, Högskolan i Halmstad/Akademin för informationsteknologi

    Författare :Jonas Fockstedt; Ema Krcic; [2021]
    Nyckelord :relational data; similarity analysis; data analysis; SQL; NetworkX; graph theory; anomaly detection; unsupervised; retail products; real-world data; AWS; amazon web services; similarity learning; data statistics; data preprocessing; similarity analysis algorithm; data validation;

    Sammanfattning : Data is one of the most contributing factors for modern business operations. Having bad data could therefore lead to tremendous losses, both financially and for customer experience. LÄS MER

  4. 18. En ineffektiv möjlighet : En kvantitativ studie på den svenska aktiemarknadens effektivitet utifrån nyckeltalen P/E och B/M

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Douglas Hellbratt; Anton Rosenberg; [2021]
    Nyckelord :Marknadseffektivitet; marknadsanomalier; P E-talet; B M-talet; riskjusterad avkastning; kapitalprissättningsmodellen; överlevnadsbias; jämförelseindex; semi-stark form;

    Sammanfattning : Statistics and public reports indicate that stock investment has developed to a popular and growing investment trend among individuals, where the underlying motivational factor is the possibility to generate a return on the investment, and therefore make money. A recurrent and controversial question in the financial context is how the individual investor should proceed to generate a return higher than the market. LÄS MER

  5. 19. On the Silk Road with Giovanni Arrighi

    Master-uppsats, Lunds universitet/Graduate School; Lunds universitet/Master of Science in Global Studies

    Författare :Simon Frohlund; [2021]
    Nyckelord :World-systems analysis; Systemic cycles of accumulation; Hegemonic transitions; China; Scientific paradigms; Social Sciences;

    Sammanfattning : This thesis explores contradictions, inadequacies, and competing formulations within Giovanni Arrighi’s theory of systemic cycles of accumulation (SCAs) as a Kuhnian scientific paradigm. This has been carried out through a comparative study on how the theory has been applied by scholars on the issue of the prospective hegemonic rise of China in the contemporary setting. LÄS MER

  7. 20. Momentum and Trend in Sweden: Enhancing profits and limiting downside risk by using indicators from different time horizons

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Alan Dari Lindahl; Jan Wiki; [2020-07-07]
    Nyckelord :momentum; momentum crash; echo; trend; moving averages; cross-section; downside risks; predictability; factor models; turnover; transaction costs;

    Sammanfattning : Although being one of the most robust anomalies ever discovered, the momentum factor occasionally suffer big losses during market recessions periods. We apply and compare different factor models, and find that when sorting the momentum factor on prior 2-6 months it earns a higher average monthly return compared to the common sorting on prior 2-12 months. LÄS MER