Essays about: "variance ratio test"

Showing result 16 - 20 of 28 essays containing the words variance ratio test.

  1. 16. Implications of Insider Trading for Market Efficiency: Empirical Evidence from the Swedish Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Mattias Trost; [2015]
    Keywords : Insider Trading; Market Efficiency; Random Walk Hypothesis; OMX Stockholm;

    Abstract : Although a large research body pertains to abnormal returns in insider trading and market efficiency, little research has looked into the actual directional impact of insider trading on market efficiency. This study sets out to examine if insider trading activity promotes or impairs market efficiency. READ MORE

  3. 17. Oil Price Shocks Effect on Economic Growth - OPEC versus non-OPEC Economies

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hanna Boheman; Josephine Maxén; [2015]
    Keywords : Business and Economics;

    Abstract : Purpose: The purpose of this thesis is to analyse how oil price shocks affect the economic growth in net-oil exporting countries. The aim is to conclude whether the economic growth in the Organisation of Petroleum Exporting Countries (OPEC) is more sensitive to oil price shocks than the economic growth in other exporting countries. READ MORE

  4. 18. The impact of FDI on market efficiency : A study about adaptive market efficiency in African frontier markets

    University essay from Umeå universitet/Företagsekonomi

    Author : Erik Ylander; Robin Palmgren; [2015]
    Keywords : Adaptive Market Hypothesis; Efficient Market Hypothesis; Behavioral Finance; Foreign Direct Investment; Frontier Market;

    Abstract : This paper examines the impact of Foreign Direct Investment (FDI) on the level of market efficiency over time in six African frontier stock markets. The countries examined are Botswana, Kenya, Mauritius, Morocco, Nigeria and Tunisia. READ MORE

  5. 19. Objective evaluation of vehicle handling during winter conditions

    University essay from KTH/Fordonsdynamik

    Author : Mohit Hemant Asher; Alexander Lönnergård; [2015]
    Keywords : ;

    Abstract : Vehicle handling evaluation is a crucial part of the vehicle development process. The evaluation can be done in two ways, subjectively; by expert test drivers or objectively; by performing repeatable standard manoeuvres usually by steering robots. Subjective testing is resource intensive as prototypes need to be built. READ MORE

  6. 20. A Comparison of GARCH-class Models and MIDAS Regression with Applications in Volatility Prediction and Value at Risk Estimation

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Asmir Prepic; Måns Unosson; [2014]
    Keywords : ;

    Abstract : We use GARCH(1,1), EGARCH and MIDAS regression to forecast weekly and monthly conditional variance of the OMXS30 equity index and USD/SEK exchange rate. Forecasts are compared with realized volatility and accuracy is evaluated using a Quasi-likelihood loss function and Diebold Mariano test. READ MORE