Essays about: "EMH financial information"

Showing result 6 - 10 of 15 essays containing the words EMH financial information.

  1. 6. Efficient Market Hypothesis: Testing for Price Predictability on the OMX Stockholm 30 Index

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Hjalmar Fryklund; Robert Mlinaric; [2016-09-15]
    Keywords : ;

    Abstract : The use of historical information to predict future pricing of equities has been a topic of debate among the financial community for some time. This study examines the issue by testing for statistical significance on lagged price values, utilizing an autoregressive model. In the tests we use data from the OMX Stockholm 30 index. READ MORE

  3. 7. Credit Rating Impact on Information Environment : A study on the informational impact of credit ratings in financial markets using equity analysts’ performance as proxy

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

    Author : William Boer; Gustaf Bylund; [2016]
    Keywords : Credit rating; credit rating agency; efficient market; EMH; CRA; BKLS; Credit rating analyst; financial crisis; rating shopping; Kreditbetyg; Kreditinstitut; Effektiva marknader; Marknadseffektivitet; EMH; CRA; BKLS; Analytiker; Kredit analyitker; finanskris;

    Abstract : Title: Credit Rating Impact on Information Environment – A study on the informational impact of credit ratings in financial markets using equity analysts’ performance as proxy. Introduction: The credit rating agencies provide risk assessment for a massive amount of financial assets around the world. READ MORE

  4. 8. Finding Value Through Sustainable Performance : A cross-sectional study of the relationship between risk-adjusted return and Environmental, Social and Governance performance on the Indian stock market

    University essay from Umeå universitet/Företagsekonomi

    Author : Christoffer Johansson; Petter Lundström; [2015]
    Keywords : ESG; India; Risk-adjusted return; Screening; Efficient markets;

    Abstract : Problem background and discussion: Emerging countries economies are growing substantially; one of these is India which stock market has been one of the best performing in the world in recent years. Analysts are forecasting further development and some claims that India has the most business- and investment-stimulating political leaders in the world. READ MORE

  5. 9. Market Timing Ability of Bond-Equity Yield Ratio : A study of trading strategies in Japan, Malaysia and Singapore

    University essay from Umeå universitet/Företagsekonomi

    Author : Ngwe Lin Myat Chit; Feiran Wang; [2014]
    Keywords : Bond to Equity Yield Ratio BEYR ; Dividend Yield; Earning Yield; Market Timing Strategy; Active Trading Strategy; Passive Trading Strategy; Extreme Value Strategy; Efficient Market Hypothesis;

    Abstract : Market Timing Strategy is an active investment strategy, which is based on the signals of indicators, for the investors to make their investment decisions. However, there has always been the question on which variable is a good indicator, that would provide superior returns for the investment. READ MORE

  6. 10. Can intangibles lead to superior returns? : Global evidence on the relationship between employee satisfaction and abnormal equity returns.

    University essay from Företagsekonomi

    Author : Rami Ballout; Fredrik Nygård; [2013]
    Keywords : Great place to work; Socially responsible investment; SRI; Intangible asset; Market efficiency; Employee satisfaction; Abnormal return; Excess return; Risk-adjusted return; Three-factor model; Four-factor model; Fama French; Carhart; Equally-weighted; Value-weighted; Immateriella tillgångar; Marknadseffektivitet; Medarbetarnöjdhet; Abnormal avkastning; Överavkastning; Riskjusterad avkastning; Likaviktad; Värdeviktad;

    Abstract : Subject background and discussion: In recent decades, issues of human rights, labor and environmental change has been hot topics world wide, which also has influenced the financial market. More and more investors use socially responsible investing (SRI) screens when constructing their portfolios. READ MORE