Essays about: "Effective market hypothesis"

Showing result 16 - 20 of 34 essays containing the words Effective market hypothesis.

1. 16. Comparing the predictability of the next day stock trend between high volatile and low volatile stocks using a feedforward neural network

   University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

   Author : Jonathan Gyllenram; Fredrik Gisslém; [2017]
   Keywords : ;

   Abstract : An ongoing debate is whether it is possible to predict future price movements for stocks by analysing the historical stock data. Accord- ing to the Effective Market Hypothesis and the Random Walk Theory this should not be possible and according to the Non Random Walk Theory it should be possible. READ MORE

3. 17. Empirical Research on Value-at-Risk Methods of Chinese Stock Indexes

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Xibei Chen; [2017]
   Keywords : Value at Risk; TGARCH; EGARCH; Student’s t-distribution; GED; Business and Economics;

   Abstract : The Chinese stock market has been established for more than 20 years. Although it is not as mature as the highly developed western securities markets, it has a huge influence on the global economy. It is significant to study the risks of the Chinese stock market, especially the risk of stock indexes. READ MORE

4. 18. Using Commodities to Predict the Swedish Stock Market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Simon Wahlström; [2016]
   Keywords : Out-of-sample; In-sample; Return; Swedish; Stock; Forecast; Forecasting; Prediction; Predict; Commodities; Business and Economics;

   Abstract : This thesis will try to answer the question if it is possible to use commodities to predict the Swedish stock market. The question is answered by searching for an in-sample and out-of-sample predictability relationship between commodity returns and stock returns. READ MORE

5. 19. Assessment of financial risk in renewable biodiesel firms

   University essay from Umeå universitet/Företagsekonomi

   Author : Tobias Vahlström; Adnan Cavka; [2015]
   Keywords : renewable biodiesel; financial risk;

   Abstract : Energy consumption in the transport sector is expected to increase substantially over the coming decades. The uncertainty in the forecasts are relatively high regarding the size of the increase but reports from the US Energy Information Administration (EIA) points to an increase of 56 percent between 2010 and 2040 (IEO2013, 2013, p. 9). READ MORE

6. 20. Do hedge funds yield greater risk-adjusted rate of  returns than mutual funds?A quantitative study comparing hedge funds to mutual funds and hedge fund strategies

   University essay from KTH/Matematisk statistik; KTH/Matematik (Avd.)

   Author : Oscar Börjesson; Sebastian Rezwanul HaQ; [2014]
   Keywords : Hedge fund; absolute returns; hedge fund strategies; regression analysis; mutual funds; risk-adjusted return; Sharpe ratio; Effective market hypothesis; Hedgefond; absolutavkastning; hedgefondsstrategier; regressionsanalys; aktiefond; riskjusterad avkastning; Sharpekvot; Effektiva marknadsteorin;

   Abstract : In recent times, the popularity of hedge funds has undoubtedly increased. There are shared opinions on whether hedge funds generate absolute rates of returns and whether they provide a strong alternative investment to mutual funds. READ MORE