Essays about: "EFFICIENCY MARKET HYPOTHESIS"

Showing result 16 - 20 of 124 essays containing the words EFFICIENCY MARKET HYPOTHESIS.

1. 16. Profitability of Technical Trading Strategies in the Swedish Equity Market

   University essay from KTH/Matematisk statistik

   Author : Azmain Alam; Gustav Norrström; [2021]
   Keywords : Trading; Technical analysis; stocks; stonks; Equity markets; abnormal returns; moving average; RSI; relative strength index; MACD; moving average convergence divergence; Trading; teknisk analys; aktier; aktiemarknaden; överavkastning; glidande medelvärde; RSI; relative strength index; MACD; moving average convergence divergence;

   Abstract : This study aims to see if it is possible to generate abnormal returns in the Swedishstock market through the use of three different trading strategies based on technicalindicators. As the indicators are based on historical price data only, the study assumesweak market efficiency according to the efficient market hypothesis. READ MORE

3. 17. Market Efficiency for Bitcoin

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Pirachtha Taechawattananant; Hasan Kashmar; [2021]
   Keywords : Bitcoin; Efficiency Market Hypothesis; Adaptive Market Hypothesis; Halving Events; Business and Economics;

   Abstract : The essence of market efficiency has been an interesting area for inspection by investors and scholars. In this study, we investigate the efficiency of a relatively new asset: Bitcoin. This paper examines the efficiency of Bitcoin by studying the impact of Bitcoin’s so-called halving dates. READ MORE

4. 18. Should You Trust Reddit with Your Money? A Machine Learning Approach to Estimating Stock Returns

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Loise Hedberg; Olle Ribberheim; [2021]
   Keywords : Empirical asset pricing; Machine learning; Social Media; Market efficiency; Stock returns;

   Abstract : We replicate the results of Empirical Asset Pricing via Machine Learning by Gu, Kelly, and Xiu (2020), and make an extension by using a daily interval instead of a monthly. Furthermore, we make an extension of the topic by generating data from wallstreetbets, in order to investigate whether there is explanatory value of the subreddit to predict stock returns. READ MORE

5. 19. Market efficiency and the financial crisis : A study based on the market efficiency in the Nordic countries

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Albin Henriksson; [2021]
   Keywords : Efficient market hypothesis; random walk; autocorrelation; Durbin-Watson; Ljung-Box; OMX; OSEBX; Nordic stock market; financial crisis;

   Abstract : The efficient market hypothesis states that stock prices fully reflect availablei nformation and that stocks thereby always are priced correctly. Hence, it should be impossible to predict future prices in the stock market, and investors will gain no benefits from engaging themselves into historical analyzes. READ MORE

6. 20. The market efficiency during and after the financial crisis : A study based on the efficiency of the Nordic countries

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Author : Sosan Trakhili; [2021]
   Keywords : ;

   Abstract : The efficient market hypothesis is about if available information are reflected in the stock price and that it should be impossible to predict the market and make abnormal returns. This is a quantitative study which aim to investigate if there is any difference in market efficiency on Nordic stock markets during and after the financial crisis of 2008. READ MORE