Sökning: "efficent market hypothesis"

Hittade 2 uppsatser innehållade orden efficent market hypothesis.

1. 1. Study of the Weak-form Efficent Market Hypothesis - Evidence from the Chinese stock market

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Nadja Grochevaia; John Hang; [2016-04-19]
   Nyckelord :market efficiency; efficient market hypothesis; weak-form efficiency; random walk; Chinese stock market; variance ratio test; daily calendar effect;

   Sammanfattning : This paper examines the Chinese stock market efficiency through validation of the weak-form efficient market hypothesis of the Shanghai and Shenzhen stock exchanges. Also, the paper attempts to determine the presence of daily calendar effects on the Chinese stock market. LÄS MER

3. 2. Suspicious VIX

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Sophie Evholt; Andreas Leandersson; [2015]
   Nyckelord :Volatility index; VIX; behavioural finance; regressionanalysis; volatilitystrategies; efficent market hypothesis; Business and Economics;

   Sammanfattning : The aim of this essay is to study if the Chicago Board of Options Exchange’s volatility index VIX can be used as an indicator on the stock market, and if an investor can make a profit on portfolios by using a volatility strategy based on VIX. The study is based on nine volatility strategies that are tested on four different portfolios containing stocks from Mega Cap, Large Cap, Mid Cap and Small Cap. LÄS MER