Sökning: "efficient market hypothesis"

Visar resultat 1 - 5 av 340 uppsatser innehållade orden efficient market hypothesis.

  1. 1. Underreaktion och marknadseffektivitet

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Adam Blomqvist; [2020]
    Nyckelord :Post-earnings-announcement drift; underreaktion; den effektiva marknadshypotesen; kumulativ oväntad medelavkastning; Business and Economics;

    Sammanfattning : Syftet med denna uppsats är att undersöka huruvida ”post-earnings-announcement drift” sker för företagen på OMXS30-indexet. För att testa detta konstrueras en eventstudie som avser att testa om den kumulativa oväntade medelavkastningen skiljer sig från noll i olika tidsperioder före och efter företagen har publicerat kvartalsrapporter. LÄS MER

  2. 2. Is the Eurozone an Optimal Currency Area? An investigation from a financial market´s perspective

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Niclas Stafsing; Carl Sandström; [2020]
    Nyckelord :Optimal Currency Area; Eurozone; Event study; Equity indices; 10-year government bond yield; Business and Economics;

    Sammanfattning : The purpose of this study is to examine if the Eurozone is an Optimal Currency Area (OCA) or not. To do this we have examined if the European Central Banks monetary policy announcements have a significant impact on the equity markets and on the 10-year government bond yields in the Eurozone. LÄS MER

  3. 3. Applying Technical Trading Rules to Evaluate Weak-form Efficiency on the Swedish Stock Market

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Erik Nordin; [2020]
    Nyckelord :Efficient market hypothesis; weak-form efficiency; Swedish stock market; technical analysis; Monte Carlo simulation; Business and Economics;

    Sammanfattning : Under the theory of weak-form market efficiency, present day stock prices reflect all historical data. As a result, the use of technical analysis should not be able to outperform a buy-and-hold strategy of a general market index. LÄS MER

  4. 4. A comparison of sin- and ethical stocks’ performance on the Swedish equity market: with focus on the impact of liquidity, institutional ownership, firm age and equity on the difference in excess returns between sin- and ethical stocks.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Henrik Leimalm; Ludwig Olofsson; [2019-08-09]
    Nyckelord :Sin stocks; ESG stocks; Sweden; OMXSPI; stakeholder theory; shareholder theory; efficient market hypothesis; excess return; CAPM; liquidity; institutional ownership; firm age; book value of equity;

    Sammanfattning : MSc in Accounting and Financial Management.... LÄS MER

  5. 5. Testing the weak form EMH - An empirical study of the Swedish stock market

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

    Författare :Joel Frank; Viktor Öhrström; [2019-07-11]
    Nyckelord :;

    Sammanfattning : This thesis investigates whether the Swedish stock market shows signs of weak form efficiency between January 2012 and January 2019. Weekly data is gathered from the OMXSPI and from three indices of different capitalization segments, namely Large cap, Mid cap and Small cap. LÄS MER