Sökning: "Market-efficiency"

Visar resultat 6 - 10 av 264 uppsatser innehållade ordet Market-efficiency.

  1. 6. In the Line of Fire: A Study of Market Efficiency in the Context of Wildfires and Stock Market Reactions

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Isak Kristoffersson; Markus Lind; [2023]
    Nyckelord :Climate Disaster Events; Wildfires; Fire Weather Index; Fire Severity Rating; Efficient Market Hypothesis;

    Sammanfattning : Climate research finds that climate change and raising global temperatures increase the risk and severity of wildfires. However, the impact varies substantially based on geographical location and causes a dispersion in wildfire trends. LÄS MER

  3. 7. Forecasting Football Corner Odds: Statistical Modelling, Betting Strategies and Assessing Market Efficiency

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Gustav Pålsson; Marcus Laurens; [2023]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : Statistical modelling could be included in a betting strategy where the value of a bet is assessed by comparing model predictions and market odds. This thesis presents several models based on statistical learning methods for predicting the total number of corners in a football match. LÄS MER

  4. 8. The Impact of Stock Market Manipulation: An empirical study of Nasdaq Stockholm Stock Exchange during 2018-2023

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

    Författare :Alina Mannonen; Caroline Zheng; [2023]
    Nyckelord :Stock Manipulation; Market Efficiency; Market Quality; Stockholm stock exchange; Market microstructure;

    Sammanfattning : Despite widespread concern about market manipulation, there is a general lack of empirical evidence in the literature to support this claim. In particular, market manipulation has not been thoroughly investigated in advanced stock markets. LÄS MER

  5. 9. En studie av momentumeffekter på OMXS30

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Carl Johansson; Anton Almryd; [2023]
    Nyckelord :Momentum; EMH; Bias; Business and Economics;

    Sammanfattning : This paper investigates the literature concerning market efficiency and how that compares to behavioral finance. The works of Fama (1970) who laid the ground for the efficient market hypothesis and Jegadeesh & Titman (1993) who laid the ground for momentum strategies are both analyzed and compared against each other. LÄS MER

  7. 10. Momentum Strategies in Commodity Futures Market: A Quantitative study

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Jino Badinson; Alfred Gunnarsson; [2023]
    Nyckelord :Momentum Effect; Contrarian Effect; Investment Strategy; Commodity Futures; Efficient Market Hypothesis; Behavioral Finance Theory;

    Sammanfattning : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. LÄS MER