Sökning: "effect calendar in the return for stock"

Hittade 4 uppsatser innehållade orden effect calendar in the return for stock.

  1. 1. Januarieffekten ineffektivt, vinstmöjlighet eller skröna? : En empirisk studie

    Kandidat-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Amad Habib; Emil Larsson; [2019]
    Nyckelord :Finans; Januarieffekten; Anomali;

    Sammanfattning : The digitization of the economy of the last 30 years have incited big social and economic changes, but also fundamentally changed the way the global stock trade is conducted. Now ordinary people have the ability to trade in stocks and try to beat the market. LÄS MER

  3. 2. The US Holiday Effect: Evidence from Nordic markets on the impact of US investors

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

    Författare :Johan Bladh; Christian Sandberg; [2013]
    Nyckelord :US holiday; Calendar anomaly; Abnormal return; Volume; Noise traders;

    Sammanfattning : This paper investigates four Nordic stock indices on US holidays, days when the New York Stock Exchange is closed due to holiday. We provide evidence for a US holiday effect that on average cause large positive returns and low volumes. LÄS MER

  4. 3. The day-of-the-week effect on stock returns and volatility: The case of Latin America

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Irais Perez Duran; [2010]
    Nyckelord :Day-of-the-week effect; Emerging markets; GARCH; EGARCH; APARCH; Business and Economics;

    Sammanfattning : It has been found that the behavior of stock markets follow patterns that are not necessarily consistent with the Efficient Market Hypothesis. Anomalies have been classified into different groups of which calendar anomalies such as the day-of-the-week effect has been under study for many years. LÄS MER

  5. 4. Stock Market Anomalies : A Literature Review and Estimation of Calendar affects on the S&P 500 index

    Kandidat-uppsats, Internationella Handelshögskolan

    Författare :Marcus Davidsson; [2006]
    Nyckelord :Anomalies; S P 500; Calendar affects;

    Sammanfattning : This thesis investigates the Day-of-the-week, Month-of-the-year and Quarter-of-the-year effects. Historical data from the S&P 500 index between 1970- 2005 is analyzed. The purpose is to investigate if there is any evidence of increased returns (ROR) pattern related to seasonality during this period. LÄS MER