Essays about: "low risk anomaly"
Showing result 1 - 5 of 17 essays containing the words low risk anomaly.
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1. Exploring the Idiosyncratic Volatility Anomaly in the Swedish Stock Market: An Empirical Analysis of its Impact on Returns
University essay from Göteborgs universitet/Graduate SchoolAbstract : We examine the cross-sectional relationship between idiosyncratic volatility relative to the Fama-French three factor model and expected stock returns. We find that portfolios containing the firms with the lowest idiosyncratic risk offers excess returns in relation to the prediction of the Fama-French three factor model, while those with the highest idiosyncratic risk do not. READ MORE
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2. The Low Volatility Anomaly in Sweden and its Presence During the Covid-19 Pandemic
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : Investing in the stock market has interested people for a long time as the hope to generate high returns has been an incentive to risk one’s money. From this argumentation has a general relationship between risk-and-return been created. READ MORE
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3. Prediction of industrial machine failure by analysing anomalies
University essay from Högskolan i Gävle/Avdelningen för elektroteknik, matematik och naturvetenskapAbstract : The sudden downtime and unplanned maintenance not only drastically increase the maintenance cost but also decreases the production capacity for the manufacturer industries. This is because the machines on these industries fail suddenly and totally stop the production as the machine should be fixed by maintenance before it can run again. READ MORE
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4. "Buy low, sell high, that's my motto." - An event study examining the Post Earnings Announcement Drift on the Swedish market
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The post earnings announcement drift (PEAD) is a well studied market anomaly. However, few academic papers have focused their attention on Swedish market. Therefore, this paper evaluates if the PEAD can be observed on the Swedish market between the first quarter of 2006 and the last quarter of 2019. READ MORE
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5. Anomaly-based Intrusion Detection Using Convolutional Neural Networks for IoT Devices
University essay from Blekinge Tekniska Högskola/Institutionen för datavetenskapAbstract : Background. The rapid growth of IoT devices in homes put people at risk of cyberattacks and the low power and computing capabilities in IoT devices make it difficultto design a security solution for them. READ MORE