Sökning: "market efficiency anomalies"

Visar resultat 1 - 5 av 24 uppsatser innehållade orden market efficiency anomalies.

  1. 1. Hard to reach energy consumers in Sweden

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

    Författare :Sanna Lundin; [2023]
    Nyckelord :Energy consumers; hard to reach energy consumers; HTR; policies; behavior; FCM; Energikonsumenter; HTR; politiska åtgärder; FCM; beteende;

    Sammanfattning : The transition towards a sustainable and low-carbon future requires significant changes in energy behaviour among energy consumers. However, the question remains about how, by whom, and what changes are necessary to achieve this transition. LÄS MER

  3. 2. En ineffektiv möjlighet : En kvantitativ studie på den svenska aktiemarknadens effektivitet utifrån nyckeltalen P/E och B/M

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Douglas Hellbratt; Anton Rosenberg; [2021]
    Nyckelord :Marknadseffektivitet; marknadsanomalier; P E-talet; B M-talet; riskjusterad avkastning; kapitalprissättningsmodellen; överlevnadsbias; jämförelseindex; semi-stark form;

    Sammanfattning : Statistics and public reports indicate that stock investment has developed to a popular and growing investment trend among individuals, where the underlying motivational factor is the possibility to generate a return on the investment, and therefore make money. A recurrent and controversial question in the financial context is how the individual investor should proceed to generate a return higher than the market. LÄS MER

  4. 3. The Halloween Effect : A trick or treat in the Swedish stock market?

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Oliver Benjaminsson; Pontus Reinhold; [2020]
    Nyckelord :The Halloween Effect; Efficient Market Hypothesis; Calendar anomalies; Regression analysis; Trading strategies;

    Sammanfattning : The Halloween effect refers to higher stock returns during the period November to April compared to May to October. This is a well-known calendar anomaly that has gained a lot of attention due to the fact that the effect is persistent in the market in spite of the fact that investors are aware of the anomaly today. LÄS MER

  5. 4. Accelerate your returns? An examination of Earnings Acceleration and a range of other earnings-related stock market anomalies - The Swedish Case

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Hugo Karlsson; Majuran Jeganmohan; [2020]
    Nyckelord :Earnings Acceleration; Stock Market Anomalies; Market Efficiency; Fundamental Analysis; Earnings;

    Sammanfattning : In this study, we aim to explore whether an investor can use earnings acceleration (EA), defined as quarterly change in earnings growth, to construct a viable trading strategy that is able to separate future winners and future losers on the Swedish stock market. Using a sample from 2004 to 2016, we document that a trading strategy that goes long in top decile EA stocks and short in bottom decile EA stocks is unable to generate abnormal returns in both the month- and quarter-long windows. LÄS MER

  7. 5. Utilizing Machine Learning for Trading Algorithms Exploiting the Time Series Momentum Anomaly

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Martin Odenbrand; Sebastian Svensson Bromert; [2019]
    Nyckelord :Machine learning; time series momentum; moving average crossover; MACD; Hodrick-Prescott filter; random forest; pricing anomaly; computational finance; Mathematics and Statistics;

    Sammanfattning : Momentum or trend following investing refers to trading strategies constructed around the idea that in financial markets, the current trend will, more often then not, prevail. In the context of asset prices, this means that previous returns or the price development of an asset is indicative of similar future returns and price development. LÄS MER