Sökning: "momentum omx"

Visar resultat 1 - 5 av 18 uppsatser innehållade orden momentum omx.

1. 1. Ska man klappa börsen med- eller mothårs? : En studie om momentum- och contrarianstrategiers effekt på den svenska marknaden.

   Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

   Författare :Josef Dotevall; Kristoffer Ekengren Landenmark; [2022]
   Nyckelord :Behavioural finance; psychological biases; financial crises; rationality; covid-19; generation Z; Beteendefinans; börspsykologi; bias; finansiella kriser; rationalitet; covid-19; generation Z;

   Sammanfattning : Sammanfattning Titel: Ska man klappa börsen med- eller mothårs? Författare: Josef Dotevall och Kristoffer Ekengren Landenmark Handledare: Katarina Eriksson Bakgrund: De allra flesta med ett någorlunda intresse eller erfarenhet från den finansiella marknaden har hört talas om den effektiva marknadshypotesen. Den säger att det inte är möjligt att överavkasta marknaden över tid genom att systematiskt implementera investeringsstrategier. LÄS MER

3. 2. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Tommy Saliba; Philip Thulin; [2021-06-30]
   Nyckelord :Smart Beta; Fundamental Indexation; CAPM; EMH; Value; Quality; Momentum; Low Volatility; Factor Investing;

   Sammanfattning : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. LÄS MER

4. 3. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Erik Hulth; [2021-06-30]
   Nyckelord :Stock performance; Market anomalies; Asset pricing; Portfolio sorting techniques; Factor-portfolio sorting techniques; Value effect; Size effect; Momentum effect; Temporal influences; Business cycles; GDP-gap; Single-and Multi- Factor models; CAPM; Fama-French Three-Factor model; Carhart Four-Factor model; Risk-adjusted equity returns; Sharpe Ratio; Jensen´s alpha; NASDAQ OMX and NYSE;

   Sammanfattning : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. LÄS MER

5. 4. The Performance of Stocks Earning Extreme Single-Day Returns: Evidence from Sweden

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

   Författare :Dominik Schleuss; Tavish Gantz; [2021]
   Nyckelord :MAX Effect; Extreme returns; Cross-section of returns; Lottery-like payoffs; Behavioral Finance;

   Sammanfattning : In 2011, Bali et al. presented evidence that stocks with extreme one and multi day-returns significantly underperform stocks with less extreme returns in the following month. They attributed this to investors exhibiting a preference for stocks with lottery-like payoffs. LÄS MER

7. 5. Excess Comovement by Index Events: An Extension to the Swedish Stock Market

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

   Författare :Hampus Adebäck; Eric Schagerlund; [2020]
   Nyckelord :Excess comovement; Index effect; Momentum; Matching stocks; OMXSB;

   Sammanfattning : Using momentum and fundamental changes as control variables for stocks subject to index events have shown to disprove previous evidence of excess comovement (Chen et al, 2016, Kasch and Sarkar, 2014, Von Drathen, 2014). This thesis examines if the control variables disprove excess comovement, to the same extent, when examining an index on another stock market outside the U. LÄS MER