Essays about: "Carl Elfving"

Found 2 essays containing the words Carl Elfving.

1. 1. Momentum in Sweden: Past Returns and Continuing Overreaction

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jakob Bengtsson Ekström; Carl Elfving; [2017]
   Keywords : Momentum; Trading Volume; Self-Attribution Bias; Continuing Overreaction; OMX Stockholm;

   Abstract : Comparing the performance of a traditional long-short momentum trading strategy to one based on a measure for continuing overreaction on OMXS 1997-2016, this study shows that traditional momentum only generates significant profits in the short-term. On the contrary, the continuing overreaction approach provides investors with significant profits for a variety of different holding- and formation periods, mainly attributable to its ability to pick winners. READ MORE

3. 2. Value versus Growth on OMXS and Asymmetric Responses to Earnings Surprises

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Carl Elfving; Zacharias Sjöberg; [2014]
   Keywords : Value; Growth; Asymmetric Reactions; Earnings Surprises;

   Abstract : Numerous studies have been conducted worldwide mapping differences in stock returns based on value versus growth characteristics. This paper examines whether there are differences in quarterly returns between value and growth stocks on OMX Stockholm (OMXS) 2004-2014. READ MORE