Sökning: "Predictability of Stock Returns"

Visar resultat 1 - 5 av 37 uppsatser innehållade orden Predictability of Stock Returns.

  1. 1. 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 : MSc in Finance.... LÄS MER

  2. 2. Return Differences on the Swedish Stock Market When Incorporating Different Value-Factors

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Johan Hellström; Viktor Lindström; [2020-07-07]
    Nyckelord :;

    Sammanfattning : MSc in Finance.... LÄS MER

  3. 3. Kan cyklisk konsumtion förutspå förvantad avkastning? En studie utförd på Stockholmsbörsen

    Kandidat-uppsats,

    Författare :Johan Atterholm; Alfred Rydsmo; [2020-07-03]
    Nyckelord :;

    Sammanfattning : This thesis aims to further contribute to the studies on the inverse relationship between the consumption-based variable, cyclical consumption, and future expected return, introduced by Atanasov, Møller and Priestley (2019). The authors examine this relationship on the American stock market, and find empirical evidence for the predictive power of cyclical consumption for multiple indices and industries. LÄS MER

  4. 4. Feeling the Heat of Climate Change - How Sensitive Could It Be? 

    Kandidat-uppsats,

    Författare :Gustav Kollberg; John Skantze; [2020-06-29]
    Nyckelord :Climate Sensitivity; Predictability of Stock Returns; Temperature Anomaly; Fama French Three-Factor Model; Carhart Four-Factor Model;

    Sammanfattning : This thesis examines if climate sensitivity predicts stock returns and how well this measurement performs. The sample consists of the S&P 500 and the monthly stock return for the period between 1979 to 2019. The method is first to estimate the climate sensitivity for stock returns from temperature anomaly. LÄS MER

  5. 5. Industry Anomalies: An examination of asset pricing anomalies through an industry-specific framework

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

    Författare :Kristiyan Denev; Aleksandar Strinic; [2020]
    Nyckelord :Industry returns; Asset pricing; Anomalies; Industry Factors; Investment strategies;

    Sammanfattning : The finance literature has discovered a large number of anomalies in the cross-section of stock returns over the past three decades. This thesis examines whether some of the most robust anomalies also appear within industries, and whether some are more prominent than others within specific industry sectors. LÄS MER