Essays about: "Anomaly: Market efficiency"

Showing result 1 - 5 of 20 essays containing the words Anomaly: Market efficiency.

1. 1. Finding Anomalous Energy ConsumersUsing Time Series Clustering in the Swedish Energy Market

   University essay from Umeå universitet/Institutionen för datavetenskap

   Author : Lukas Tonneman; [2023]
   Keywords : time-series analysis; clustering; electricity consumer clustering; anomaly detection; gaussian mixture model; hierarchical clustering;

   Abstract : Improving the energy efficiency of buildings is important for many reasons. There is a large body of data detailing the hourly energy consumption of buildings. This work studies a large data set from the Swedish energy market. READ MORE

3. 2. The granddaddy of underreaction events: Post-earnings announcement drift and information noisiness on the Swedish market

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Sofia Berlin; Gustav Sandelin; [2023]
   Keywords : Post-earnings announcement drift; market efficiency; earnings surprises; information noisiness; stock price synchronicity;

   Abstract : This paper aims to answer the question of whether there is an existence of post-earnings announcement drift on the Swedish stock market and to what extent it can be explained by information noisiness. A sample of publicly listed firms on the Swedish stock market from 2002 to 2019 is used and the research design includes four different approaches to estimating earnings surprises which is a crucial step in investigating PEAD. READ MORE

4. 3. Network Traffic Analysis and Anomaly Detection : A Comparative Case Study

   University essay from Högskolan i Halmstad/Akademin för informationsteknologi

   Author : Rona Babu; [2022]
   Keywords : Computer security; Network Traffic Analysis NTA ; Anomaly or Intrusion Detection System IDS ; SIEM; Splunk; Security Onion;

   Abstract : Computer security is to protect the data inside the computer, relay the information, expose the information, or reduce the level of security to some extent. The communication contents are the main target of any malicious intent to interrupt one or more of the three aspects of the information security triad (confidentiality, integrity, and availability). READ MORE

5. 4. The Halloween Effect : A trick or treat in the Swedish stock market?

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Oliver Benjaminsson; Pontus Reinhold; [2020]
   Keywords : The Halloween Effect; Efficient Market Hypothesis; Calendar anomalies; Regression analysis; Trading strategies;

   Abstract : The Halloween effect refers to higher stock returns during the period November to April compared to May to October. This is a well-known calendar anomaly that has gained a lot of attention due to the fact that the effect is persistent in the market in spite of the fact that investors are aware of the anomaly today. READ MORE

6. 5. Exploiting Discounts: Evidence from Swedish Investment Companies

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Andreas Flodström; Martin Rosström Ejnar; [2020]
   Keywords : investment companies; closed-end funds; discounts; abnormal return; market efficiency; anomaly;

   Abstract : This study examines the relationship between discounts on Swedish closed-end investment companies and abnormal return. By sorting Swedish investment companies by the size of their discounts, we create monthly portfolios over a period of 15 years and construct a hedge-portfolio which generate an annualised abnormal return of 9.99%. READ MORE