Sökning: "Stefan Liderfelt"

Hittade 2 uppsatser innehållade orden Stefan Liderfelt.

  1. 1. Uppvisar den svenska aktiemarknaden mean reversion? : En studie om Stockholmsbörsen, dess sektorer och olika marknadsförhållanden

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Oskar Fors Rosén; Stefan Liderfelt; [2021]
    Nyckelord :Den effektiva marknadshypotesen; mean reversion; fraktionell integrering; långsiktigt minne; random walk;

    Sammanfattning : The purpose of this study is to examine whether the returns on the Stockholm Stock Exchange and its different sectors is mean reverting during the period 2003–2019. In addition to the examination of the entire period, the study also examines the periods before, during and after the global financial crisis. LÄS MER

  3. 2. Ökar frihandelsavtalen Sveriges export? : En gravitationsstudie

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Nils Norell; Stefan Liderfelt; [2019]
    Nyckelord :;

    Sammanfattning : The WTO strives to advance trade liberalization and the vast majority of the future global growth is expected to occur outside of Europe. The EU's strategy to face this development is to pass free trade agreements. LÄS MER