Sökning: "Short-term contrarian strategy"

Hittade 4 uppsatser innehållade orden Short-term contrarian strategy.

  1. 1. Överreaktioner på Stockholmsbörsen?

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Andreas Åberg; Henrik Peltomaa; [2019]
    Nyckelord :Overreaction; Fama-French three-factor model; Contrarian strategy; Stockholm Stock Exchange; Överreaktion; Fama-French trefaktormodell; contrarianstrategi; Stockholmsbörsen;

    Sammanfattning : I denna uppsats kommer vi att undersöka om det förekom överreaktioner på Stockholmsbörsen mellan åren 2002 och 2016. Överreaktioner undersöks genom att bilda vinnar- och förlorarportföljer baserat på tidigare månatliga avvikelseavkastningar. LÄS MER

  3. 2. Sector Neutral Contrarian Strategies: - A study of short-term contrarian strategies in the Dow Jones STOXX 600

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

    Författare :Christoffer Geijer; Christofer Nordlander; [2009]
    Nyckelord :Short-term contrarian strategy; price reversals; industry effect;

    Sammanfattning : This paper studies short-term contrarian strategies in the Dow Jones STOXX 600 between 1993 and 2008 taking on a sector neutral approach. The contribution to the literature is two folded. First, we investigate short-term contrarian strategies on an index covering 18 European countries. LÄS MER

  4. 3. Volatility Based Sentiment Indicators for Timing the Markets

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fabio Antonio Cacia; Rossen Tzvetkov; [2008]
    Nyckelord :GARCH; volatility; sentiment; VIX; market timing signals; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : VIX, published by the Chicago Board Options Exchange, is a well known implied volatility estimator. In this paper we assess its capability to be used as a sentiment indicator, and to give signals for a short term investment strategy. LÄS MER

  5. 4. A short-term contrarian strategy in the Swedish Stock Exchange

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustav Aspegren; Henrik Kahm; [2006]
    Nyckelord :overreaction; reversal; contrarian strategy; De Bondt and Thaler; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : One of the most important topics in financial literature is the Efficient Market Hypothesis (EMH). Recent financial research has questioned this hypothesis, and many authors have reached the conclusion that a contrarian strategy creates abnormal positive returns. In other words a strategy profiting buying losers and selling winners. LÄS MER