Essays about: "seasonal anomalies"

Showing result 1 - 5 of 13 essays containing the words seasonal anomalies.

  1. 1. Legacy effects of spring temperature anomalies on seasonal productivities in northern ecosystems

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Hanna Marsh; [2021]
    Keywords : Physical geography; Ecosystem analysis; Northern ecosystems; Legacy effects; Climate Change; Gross Primary Production; Earth and Environmental Sciences;

    Abstract : Legacy effects of spring temperature anomalies on seasonal productivities in northern ecosystems Direct and lagged effects from spring temperature anomalies for the time-period 2001-2018 have been investigated for northern ecosystems (> 30°N). Three different data sets of Gross Primary Production (GPP) estimates (GOSIF, NIRvGPP and FLUX GPP) have been used in tandem with concurrent climate data to find significant correlations between spring growth and temperature anomalies and subsequent growing seasons. READ MORE

  3. 2. Size and Seasonality : Using Enterprise Value and the January effect to Investigate the Size effect on the Swedish stock market 2000-2019 .

    University essay from Jönköping University

    Author : Martin Djerf; August Lundgren; [2020]
    Keywords : Size effect; January effect; Enterprise Value; Market anomalies; Efficient Market Hypothesis; Fama and French three-factor model;

    Abstract : In 1981, Banz discovered evidence suggesting that small-cap firms outperform large-cap firms when considering risk-adjusted returns. Banz (1981), called this the “size effect” and raised concerns regarding the ability of current asset pricing models to set accurate prices for assets. READ MORE

  4. 3. Forecasting anomalies in time series data from online production environments

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Raymond Sseguya; [2020]
    Keywords : Infor Sweden AB; time series forecasting; anomaly detection; ARIMA; neural network autoregression; eXtreme Gradient Boosting package;

    Abstract : Anomaly detection on time series forecasts can be used by many industries in especially forewarning systems that can predict anomalies before they happen. Infor (Sweden) AB is software company that provides Enterprise Resource Planning cloud solutions. READ MORE

  5. 4. The day-of-the-week effect in Swedish stock returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Isabelle Sandahl; [2019]
    Keywords : the day-of-the-week effect; the efficient market hypothesis; stock market anomalies; size effect; Business and Economics;

    Abstract : One implication of the Efficient Market Hypothesis (EMH) is that it is not possible to consistently and over time create abnormal returns without taking on additional risk. However, the hypothesis has become one of the most debated theories in financial economics. READ MORE

  6. 5. Trading Opportunities You Missed on the Swedish Equity Market : An Analysis of the Persistence of Calendar Anomalies

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Markus Halldestam; Katarina Karlsson; [2018]
    Keywords : Calendar anomalies; Seasonal anomalies; Abnormal return; Sweden; Equity market; Day of the week; Monday effect; Weekend effect; Turn of the year; January effect; Turn of the month; Holiday effect; Holiday effect abroad;

    Abstract : This Study uses a period between 1939-2017 to analyse calendar anomalies on the Swedish equity market. We test whether calendar anomalies’ return deviates from the return of ordinary trading days. READ MORE