Essays about: "Efficient Market Hypothesis"

Showing result 1 - 5 of 159 essays containing the words Efficient Market Hypothesis.

  1. 1. Achieving higher returns with Piotroski’s F_Score model - An empirical study on the Swedish stock market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fabian Brandl Lopez; Viktor Börnfors; [2018]
    Keywords : F_Score; Fundamental investing; Value investing; Abnormal returns; Market efficiency; Business and Economics;

    Abstract : This thesis evaluates the success of a fundamental investing strategy on the Swedish stock market between 2004 and 2016. The main purpose is to examine if the F_Score system developed by Piotroski (2000) could be used to identify winners and losers during aforementioned time frame. READ MORE

  2. 2. Magic Formula Investing and The Swedish Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Oskar Strömberg; Oscar Gustavsson; [2018]
    Keywords : Magic Formula; Efficient Market Hypothesis; Fama and French three-factor model; CAPM; Swedish stock market; Business and Economics;

    Abstract : The purpose of this paper is to contribute to the existing research within the subject of the Magic Formula. The investment strategy will be tested on historical data for companies on the Stockholm stock exchange during the period 2007-04-01 to 2017-03-31. The return will be benchmarked against OMXS30 as an indicator of the market return. READ MORE

  3. 3. On fees and performance in the premium pension system : A study of the determinants of mutual fund fee and risk-adjusted return within the Swedish premium pension system

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Hanna Larsson; Daniel Gustafsson; [2017]
    Keywords : pension; fee; size; performance; active management;

    Abstract : Pension is a subject that soon or later affects all individuals in society. Within the premium pension system mutual fund fees are an important factor to consider since it can erode savings. This study investigates fees and performance of all mutual funds that existed in the premium pension system (PPS) between 2004 and 2016. READ MORE

  4. 4. The Quest for the Abnormal Return : A Study of Trading Strategies Based on Twitter Sentiment

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Peter Gustafsson; Jonas Granholm; [2017]
    Keywords : sentiment analysis; trading strategy; twitter; stock portfolios;

    Abstract : Active investors are always trying to find new ways of systematically beating the market. Since the advent of social media, this has become one of the latest areas where investors are trying to find untapped information to exploit through a technique called sentiment analysis, which is the act of using automatic text processing to discern the opinions of social media users. READ MORE

  5. 5. Aftermarket Performance of Micro-Capitalized Initial Public Offerings

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Fredrik Lüsch; [2017]
    Keywords : IPO; Aftermarket; Performance; Penny; Stock; Aktietorget;

    Abstract : The aftermarket stock price performance of micro-capitalized IPOs with penny stock status is an often-neglected subsample in the IPO research literature. As the markets in which these IPOs are often traded are subject to lower listing and disclosure requirements, there is a higher degree of asymmetrical information between issuers and investors than on more regulated exchanges. READ MORE