Sökning: "efficient market hypothesis"

Visar resultat 1 - 5 av 334 uppsatser innehållade orden efficient market hypothesis.

  1. 1. 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

  2. 2. 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

  3. 3. Option trading and firm innovation

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Gustav Lundberg; Leon Nagy; [2019-07-02]
    Nyckelord :;

    Sammanfattning : MSc in Finance.... LÄS MER

  4. 4. The Rise and Fall of the Pre-FOMC Announcement Drift

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

    Författare :Carl Kugelberg; Hannes Hjärne; [2019]
    Nyckelord :Pre-FOMC announcement drift; ; excess return; monetary policy; Sweden;

    Sammanfattning : This thesis builds upon the influential paper "The Pre-FOMC Announcement Drift" by Lucca and Moench that was published in the Journal of Finance in 2015. The authors found that the periods leading up to FOMC announcements were accompanied by large excess returns. LÄS MER

  5. 5. The Financial Value of Gamification : An Explorative Event Study to Investigate Investors Reactions to Gamification

    Master-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi; Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Författare :Fredrik Engvall; David Fröström; [2019]
    Nyckelord :Gamification; Event study; Efficient market hypothesis;

    Sammanfattning : The use of gamification has increased in companies in recent years and is used among other things to accelerate learning, increase motivation and engagement. Gamification is defined as the use of game elements in a non-game context. This study aims to investigate whether the use of gamification raises the financial value of a company. LÄS MER