Sökning: "buying winners selling losers"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden buying winners selling losers.

  1. 1. Momentum Factor in Swedish Industries A Comprehensive Study during 2016-2022, with Emphasis on the COVID-19 Period

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Alex Holm; Ellioth Tilly; Thomas Eklind; [2023-09-01]
    Nyckelord :Momentum strategies; Volatility; Excess return; Jensen s Alpha; Covid -19. 1;

    Sammanfattning : The momentum strategy is a widely recognized investment approach that aims to generate abnormal returns by buying past winners and selling past losers. The purpose of this thesis is to investigate if the momentum strategy is applicable at Swedish industries and see if there are any differences between a longer and shorter holding and ranking period. LÄS MER

  3. 2. The Power of the Tides : A Quantitative Study Investigating the Momentum Strategy with 30 Industries

    Kandidat-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Oscar Estéen; Jonathan Landahl; Hugo Karlsson; [2023]
    Nyckelord :Momentum strategy; industry momentum; risk management; market anomalies; momentum investing; portfolio management;

    Sammanfattning : Background: Buying past winners and selling past losers has historically generated both profits and losses. The momentum strategy has been researched with risk measures and portfolio creation as fundamental components. LÄS MER

  4. 3. Returns to Buying Winners and Selling Losers

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Tobias Thejll; [2018]
    Nyckelord :Return Continuation; Price Momentum; Stockholm Stock Exchange; CAPM; Fama and French Three-Factor Model; Business and Economics;

    Sammanfattning : The argument put forward in this paper is that stocks listed on the Stockholm Stock Exchange, from 1993 to 2016, exhibits return continuation over an intermediate-horizon. The best performing strategy, which selects stocks based on the previous six months’ returns and holds the portfolio for three subsequent months, yields an average monthly return of 2. LÄS MER

  5. 4. Exploring the Momentum Strategy

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

    Författare :Emil Sandstedt; Alexander Wojt; [2011]
    Nyckelord :Momentum; Trading Strategy; Contrarian behavior;

    Sammanfattning : During different periods in history, buying past winners and selling past losers have proven a profitable strategy when applied to portfolios consisting of stocks. Naturally, if such an opportunity exists it should after a while disappear as arbitrageurs profit. LÄS MER

  7. 5. The Momentum Effect: Evidence from the Swedish stock market

    Magister-uppsats, Nationalekonomiska institutionen

    Författare :Marcus Vilbern; [2008]
    Nyckelord :momentum effect; efficient market hypothesis; Jegadeesh and Titman;

    Sammanfattning : This thesis investigates the profitability of the momentum strategy in the Swedish stock market. The momentum strategy is an investment strategy where past winners are bought and past losers are sold short. In this paper Swedish stocks are analyzed during the period 1999 – 2007 with the approach first used by Jegadeesh and Titman (1993). LÄS MER