Sökning: "weak-form efficiency"

Visar resultat 1 - 5 av 37 uppsatser innehållade orden weak-form efficiency.

  1. 1. Market Efficiency for Bitcoin

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Pirachtha Taechawattananant; Hasan Kashmar; [2021]
    Nyckelord :Bitcoin; Efficiency Market Hypothesis; Adaptive Market Hypothesis; Halving Events; Business and Economics;

    Sammanfattning : The essence of market efficiency has been an interesting area for inspection by investors and scholars. In this study, we investigate the efficiency of a relatively new asset: Bitcoin. This paper examines the efficiency of Bitcoin by studying the impact of Bitcoin’s so-called halving dates. LÄS MER

  3. 2. Market efficiency and the financial crisis : A study based on the market efficiency in the Nordic countries

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Albin Henriksson; [2021]
    Nyckelord :Efficient market hypothesis; random walk; autocorrelation; Durbin-Watson; Ljung-Box; OMX; OSEBX; Nordic stock market; financial crisis;

    Sammanfattning : The efficient market hypothesis states that stock prices fully reflect availablei nformation and that stocks thereby always are priced correctly. Hence, it should be impossible to predict future prices in the stock market, and investors will gain no benefits from engaging themselves into historical analyzes. LÄS MER

  4. 3. Samband mellan svenska aktiefonders avkastning och avgift med hänsyn till risk

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Gabriel Koriy; Johanna Jansson; [2021]
    Nyckelord :Absolute return; risk-adjusted return; sharpe ratio; information ratio; active risk.; Absolut avkastning; riskjusterad avkastning; sharpekvot; informationskvot; aktiv risk.;

    Sammanfattning : Förvaltning och avkastning hos fonder har forskats om i flera studier runt om i världen. Tidigare forskning har gett varierande resultat, där vissa studier visar på att det föreligger ett samband mellan en fonds avgift och avkastning, medan andra inte kan säkerställa ett sådant resultat. LÄS MER

  5. 4. The market efficiency during and after the financial crisis : A study based on the efficiency of the Nordic countries

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Sosan Trakhili; [2021]
    Nyckelord :;

    Sammanfattning : The efficient market hypothesis is about if available information are reflected in the stock price and that it should be impossible to predict the market and make abnormal returns. This is a quantitative study which aim to investigate if there is any difference in market efficiency on Nordic stock markets during and after the financial crisis of 2008. LÄS MER

  7. 5. Applying Technical Trading Rules to Evaluate Weak-form Efficiency on the Swedish Stock Market

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Erik Nordin; [2020]
    Nyckelord :Efficient market hypothesis; weak-form efficiency; Swedish stock market; technical analysis; Monte Carlo simulation; Business and Economics;

    Sammanfattning : Under the theory of weak-form market efficiency, present day stock prices reflect all historical data. As a result, the use of technical analysis should not be able to outperform a buy-and-hold strategy of a general market index. LÄS MER