Sökning: "efficient market hypothesis emh"

Visar resultat 11 - 15 av 64 uppsatser innehållade orden efficient market hypothesis emh.

1. 11. Mikrostrukturen och Ex-dagseffekten : Påverkar mikrostrukturen den svenska börsmarknaden?

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

   Författare :Eric Salerud; Erik Pilbackes; [2021]
   Nyckelord :Ex-day effect; PDR; microstructure hypothesis; microstructure; EMH; market efficiency; Ex-dagseffekten; tick size; mikrostrukturhypotesen; mikrostruktur; marknadseffektivitet;

   Sammanfattning : Bakgrund: En fungerande kapitalmarknad är en förutsättning för en nations innovation,vilket i sin tur är fundamentalt för att uppnå ekonomisk tillväxt. Därav blir förståelsen för hurkapitalmarknaden fungerar av största vikt. LÄS MER

3. 12. 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

4. 13. Regulated Booked Values or Macroeconomics?

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Nikolaos Karabelas; Tim Vindehall; Simon Wallin; [2021]
   Nyckelord :Value Relevance; IFRS; OMXS30; Booked Values; Ohlson model; Business and Economics;

   Sammanfattning : Title: Regulated Booked Values or Macroeconomics? Seminar date: 02/06/2021 Course: FEKH69, Degree Project Undergraduate Level, Business Administration, 15 University Credits Points (UPC) Authors: Nikolaos Karabelas, Tim Vindehall, Simon Wallin Supervisor: Karin Jonnergård Key words: Value Relevance, IFRS, OMXS30, Booked Values, Ohlson model Research question: Which factors had an effect on the market value of companies listed on the OMX Stockholm 30 Index during the period of 2005-2020? Purpose: The purpose of this study is to investigate the potential effects of IFRS implementations on the value relevance of booked values over time, and furthermore study if macroeconomic factors are better than booked values in predicting stock market values, on the OMXS30. Methodology: Quantitative Research based on 432 annual reports as well as financial and macroeconomic data. LÄS MER

5. 14. The reallocation of capital towards green investments : A study on the EU Taxonomy Regulations

   Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

   Författare :RABBU AHMED; MOSTAFA CHARAFEDDIN; [2021]
   Nyckelord :EU-Taxonomy; sustainable investments; capital allocation; asset management; financial markets; Europe; finance; EU-taxonomi; hållbara investeringar; kapitalallokering; kapitalförvaltning; finansmarknader; Europa; finans;

   Sammanfattning : The purpose of this study is to investigate how the introduction of the EU Taxonomy for sustainable activities will affect investors capital allocation towards green investments, and how it will impact the financial market. This master thesis has been conducted with a qualitative approach and semi-structured interviews. LÄS MER

7. 15. Comparison of linear regression and neural networks for stock price prediction

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Signaler och system

   Författare :Nils Karlsson; [2021]
   Nyckelord :Stock market; Stock market prediction; prediction; neural network; feed forward neural network; artificial neural network; linear regression; finance; efficient market hypothesis; EMH;

   Sammanfattning : Stock market prediction has been a hot topic lately due to advances in computer technology and economics. One economic theory, called Efficient Market Hypothesis (EMH), states that all known information is already factored into the prices which makes it impossible to predict the stock market. LÄS MER