Essays about: "Martin Hogen"
Found 1 essay containing the words Martin Hogen.
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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 SchoolAbstract : This thesis examines the performance of active fund management in Sweden 2006-2015 by applying a framework to identify mutual fund managers whose index deviations historically have proved successful around earnings announcements. The Active Fundamental Performance (AFP) measure, proposed by Jiang & Zheng (2015), is defined as covariance between deviations from market weights and three-day alpha around earnings. READ MORE
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