Sökning: "Seasonal anomalies"

Visar resultat 1 - 5 av 18 uppsatser innehållade orden Seasonal anomalies.

  1. 1. Legacy effects of spring temperature anomalies on seasonal productivities in northern ecosystems

    Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Författare :Hanna Marsh; [2021]
    Nyckelord :Physical geography; Ecosystem analysis; Northern ecosystems; Legacy effects; Climate Change; Gross Primary Production; Earth and Environmental Sciences;

    Sammanfattning : Legacy effects of spring temperature anomalies on seasonal productivities in northern ecosystems Direct and lagged effects from spring temperature anomalies for the time-period 2001-2018 have been investigated for northern ecosystems (> 30°N). Three different data sets of Gross Primary Production (GPP) estimates (GOSIF, NIRvGPP and FLUX GPP) have been used in tandem with concurrent climate data to find significant correlations between spring growth and temperature anomalies and subsequent growing seasons. LÄS MER

  3. 2. Säsongsanomalier på börser i Afrika : En studie om kalendereffekter på afrikanska aktiemarknader och hur dessa skiljer sig från dess västerländska motparter

    Magister-uppsats, Linköpings universitet/Företagsekonomi

    Författare :Olof Domander; Erik Larsson; [2020]
    Nyckelord :Efficient market hypothesis; Calendar effects; Excess return; Africa; Effektiva marknadshypotesen; Kalendereffekter; Överavkastning; Afrika;

    Sammanfattning : Investeringar i aktier eller aktiefonder kan få ens pengar att växa genom den kumulativa avkastning som genereras. Genom ränta-på-ränta-effekten kan en liten ökning i avkastning från dessa investeringar få en stor effekt över en lång tidsperiod. LÄS MER

  4. 3. Size and Seasonality : Using Enterprise Value and the January effect to Investigate the Size effect on the Swedish stock market 2000-2019 .

    Master-uppsats, Jönköping University

    Författare :Martin Djerf; August Lundgren; [2020]
    Nyckelord :Size effect; January effect; Enterprise Value; Market anomalies; Efficient Market Hypothesis; Fama and French three-factor model;

    Sammanfattning : In 1981, Banz discovered evidence suggesting that small-cap firms outperform large-cap firms when considering risk-adjusted returns. Banz (1981), called this the “size effect” and raised concerns regarding the ability of current asset pricing models to set accurate prices for assets. LÄS MER

  5. 4. Forecasting anomalies in time series data from online production environments

    Master-uppsats, Linköpings universitet/Institutionen för datavetenskap

    Författare :Raymond Sseguya; [2020]
    Nyckelord :Infor Sweden AB; time series forecasting; anomaly detection; ARIMA; neural network autoregression; eXtreme Gradient Boosting package;

    Sammanfattning : Anomaly detection on time series forecasts can be used by many industries in especially forewarning systems that can predict anomalies before they happen. Infor (Sweden) AB is software company that provides Enterprise Resource Planning cloud solutions. LÄS MER

  7. 5. The day-of-the-week effect in Swedish stock returns

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Isabelle Sandahl; [2019]
    Nyckelord :the day-of-the-week effect; the efficient market hypothesis; stock market anomalies; size effect; Business and Economics;

    Sammanfattning : One implication of the Efficient Market Hypothesis (EMH) is that it is not possible to consistently and over time create abnormal returns without taking on additional risk. However, the hypothesis has become one of the most debated theories in financial economics. LÄS MER