Sökning: "holding period"
Visar resultat 1 - 5 av 171 uppsatser innehållade orden holding period.
1. Momentum Factor in Swedish Industries A Comprehensive Study during 2016-2022, with Emphasis on the COVID-19 Period
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : The momentum strategy is a widely recognized investment approach that aims to generate abnormal returns by buying past winners and selling past losers. The purpose of this thesis is to investigate if the momentum strategy is applicable at Swedish industries and see if there are any differences between a longer and shorter holding and ranking period. LÄS MER
2. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. LÄS MER
3. Does the Level of Swedish Economic Policy Uncertainty Help Forecast Excess Returns on the Swedish Stock Market?
Master-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : This thesis examines whether the level of Swedish economic policy uncertainty (EPU) can predict excess returns on the Swedish stock market. We run out-of-sample forecasting using an EPU-based predictive model constructed with the official Swedish EPU index developed by Armelius et al. (2017). LÄS MER
4. Improvement of Wind Power Forecasting and Prediction of Production Losses Caused by Ice Formation on Wind Turbine Blades : - A Machine Learning Approach
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysikSammanfattning : In the ongoing climate crisis, transitioning to renewable energy sources is essential to manage the increasing energy demand. One such renewable energy source is the weather-dependent energy source, wind power. Many wind farms are located in Cold Climate (CC) regions, known for their vast potential for wind power production. LÄS MER
5. The granddaddy of underreaction events: Post-earnings announcement drift and information noisiness on the Swedish market
D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This paper aims to answer the question of whether there is an existence of post-earnings announcement drift on the Swedish stock market and to what extent it can be explained by information noisiness. A sample of publicly listed firms on the Swedish stock market from 2002 to 2019 is used and the research design includes four different approaches to estimating earnings surprises which is a crucial step in investigating PEAD. LÄS MER