Sökning: "variance ratio test"

Visar resultat 16 - 20 av 34 uppsatser innehållade orden variance ratio test.

  1. 16. Samband mellan elevers motivationer ochåskådarbeteenden vid mobbningssituationer. : En jämförelse av resultat från multilevel- och faktoranalyser

    Kandidat-uppsats, Linköpings universitet/Statistik och maskininlärning

    Författare :Steven Stenquist; Viktor Hidsjö; [2017]
    Nyckelord :Structural Equation Modeling; SEM; Defending; Passive Bystanding; Pro-Bullying; Extrinsic; Intrinsic; Amotivation; Identification; Faktoranalys; Åskådarbeteenden; Mobbning; Konfirmativ faktoranalys; Faktorpoäng; Multilevelmodell; SEM;

    Sammanfattning : Tidigare forskning har visat att barn kan delas in i olika roller vid mobbningssituationer i grundskolan,det är därför av intresse att hitta faktorerna som påverkar vilken roll som elever kan komma att ha. I denna uppsats är syftet att analysera samband mellan motivationer (Extrinsic, Amotivation,Identification) och beteenden (Defending, Passive och Pro-Bullying). LÄS MER

  2. 17. Testning the Adaptive Market Hypothesis on the OMXS30 Stock Index: 1986-2014 : Stock Return Predictability And Market Conditions

    Magister-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi

    Författare :Louise Svensson; Andreas Soteriou; [2017]
    Nyckelord :Adaptive market hypothesis; stock return predictability; market conditions; linear independence; non-­linear independence; market efficiency;

    Sammanfattning : We evaluate the validity of the Adaptive Market Hypothesis (AMH) in a Swedish context by testing for stock return predictability on the OMXS30 stock index between 1986 and 2014 using daily returns and monthly two year moving subsamples. To our knowledge, this is the first study to evaluate the AMH in a Swedish context. LÄS MER

  3. 18. Study of the Weak-form Efficent Market Hypothesis - Evidence from the Chinese stock market

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

    Författare :Nadja Grochevaia; John Hang; [2016-04-19]
    Nyckelord :market efficiency; efficient market hypothesis; weak-form efficiency; random walk; Chinese stock market; variance ratio test; daily calendar effect;

    Sammanfattning : This paper examines the Chinese stock market efficiency through validation of the weak-form efficient market hypothesis of the Shanghai and Shenzhen stock exchanges. Also, the paper attempts to determine the presence of daily calendar effects on the Chinese stock market. LÄS MER

  4. 19. Implications of Insider Trading for Market Efficiency: Empirical Evidence from the Swedish Stock Market

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

    Författare :Mattias Trost; [2015]
    Nyckelord :Insider Trading; Market Efficiency; Random Walk Hypothesis; OMX Stockholm;

    Sammanfattning : Although a large research body pertains to abnormal returns in insider trading and market efficiency, little research has looked into the actual directional impact of insider trading on market efficiency. This study sets out to examine if insider trading activity promotes or impairs market efficiency. LÄS MER

  5. 20. Oil Price Shocks Effect on Economic Growth - OPEC versus non-OPEC Economies

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Hanna Boheman; Josephine Maxén; [2015]
    Nyckelord :Business and Economics;

    Sammanfattning : Purpose: The purpose of this thesis is to analyse how oil price shocks affect the economic growth in net-oil exporting countries. The aim is to conclude whether the economic growth in the Organisation of Petroleum Exporting Countries (OPEC) is more sensitive to oil price shocks than the economic growth in other exporting countries. LÄS MER