Essays about: "Efficient Market Hypothesis"

Showing result 1 - 5 of 141 essays containing the words Efficient Market Hypothesis.

  1. 1. One Instance Not a Trend: Empirical Lack of Persistence in Earnings Prediction. Revisiting the EMH in Sweden with an active fund selection framework

    University essay from Göteborgs universitet/Graduate School

    Author : Martin Hogen; Fredrik Stenkil; [2016-09-22]
    Keywords : Active Management; Active Share; Active Fundamental Performance; Efficient Market Hypothesis; EMH; Earnings Prediction; Stock Picking; Fama-French; Sharpe; Jiang Zheng; Mutual Funds; Sweden;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Efficient Market Hypothesis: Testing for Price Predictability on the OMX Stockholm 30 Index

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Hjalmar Fryklund; Robert Mlinaric; [2016-09-15]
    Keywords : ;

    Abstract : The use of historical information to predict future pricing of equities has been a topic of debate among the financial community for some time. This study examines the issue by testing for statistical significance on lagged price values, utilizing an autoregressive model. In the tests we use data from the OMX Stockholm 30 index. READ MORE

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

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

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

    Abstract : This paper examines the Chinese stock market eciency through validation of the weak-form ecient market hypothesis of the Shanghai and Shenzhen stock exchanges. Also, the paper attempts to determine the presence of daily calendar eects on the Chinese stock market. READ MORE

  4. 4. The Occurrence of Earnings Management in Swedish Real Estate Companies – a quantitative study

    University essay from KTH/Fastigheter och byggande

    Author : Oskar Wigsén; [2016]
    Keywords : Earnings management; fair value method; IAS 40; investment property; Earnings management; fair value-metoden; IAS 40; förvaltningsfastigheter;

    Abstract : Background and aim: All of the publicly listed companies in the EU have since January 2005 been required to implement the new international accounting standard IAS/IFRS in their financial statements. One of the new regulations that were included in the standard was the IAS 40 – Investment Property, which regulates the valuation and reporting of a company’s investment properties. READ MORE

  5. 5. Using Commodities to Predict the Swedish Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Simon Wahlström; [2016]
    Keywords : Out-of-sample; In-sample; Return; Swedish; Stock; Forecast; Forecasting; Prediction; Predict; Commodities; Business and Economics;

    Abstract : This thesis will try to answer the question if it is possible to use commodities to predict the Swedish stock market. The question is answered by searching for an in-sample and out-of-sample predictability relationship between commodity returns and stock returns. READ MORE