Essays about: "Adaptive market hypothesis"
Showing result 6 - 10 of 14 essays containing the words Adaptive market hypothesis.
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6. Utilizing short-term noise in non-efficient markets by paired assets : -Introducing the Technical AMH trader
University essay from Umeå universitet/NationalekonomiAbstract : In this paper, we present an algorithmic implementation of a pairs trading strategy on the OMXS during the years from 2010 until 2018. In our case, the trading algorithm is based on the Adaptive Market Hypothesis (AMH) theory. Hence, the algorithm scans the market for temporary inefficient behaviour, as defined by AMH. READ MORE
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7. Testing the Adaptive Markets Hypothesis : An examination of the variability of the risk-return trade-off over time and in different market environments
University essay from Södertörns högskola/FöretagsekonomiAbstract : A new hypothesis, The Adaptive Markets Hypothesis (AMH), is applied to the Swedish stockmarket context by testing the variability of the risk-return trade-off over different investment horizons and market environments. Yearly returns and volatility are measured on OMXS30 index between1986 and 2017 over a variety of different investment horizons. READ MORE
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8. “Brand Equity – A Study on the relationship between brand equity and stock performance”.
University essay from Umeå universitet/FöretagsekonomiAbstract : In today’s competitive market companies aim at increasing revenue to acquire a higher market share. Previous research indicates that this can be achieved with intangible assets. READ MORE
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9. Testning the Adaptive Market Hypothesis on the OMXS30 Stock Index: 1986-2014 : Stock Return Predictability And Market Conditions
University essay from Högskolan i Jönköping/IHH, FöretagsekonomiAbstract : We evaluate the validity of the Adaptive Market Hypothesis (AMH) in a Swedish context by testing for stock return predictability on the OMXS30 stock index between 1986 and 2014 using daily returns and monthly two year moving subsamples. To our knowledge, this is the first study to evaluate the AMH in a Swedish context. READ MORE
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10. The impact of FDI on market efficiency : A study about adaptive market efficiency in African frontier markets
University essay from Umeå universitet/FöretagsekonomiAbstract : 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