Essays about: "Efficient Market Hypothesis EMH"

Showing result 1 - 5 of 39 essays containing the words Efficient Market Hypothesis EMH.

1. 1. The financial performance differences between ESG and Non-ESG Firms in the Nordic Region – A quantitative analysis

   University essay from Göteborgs universitet/Graduate School

   Author : Athanasios Simoudis; [2023-08-10]
   Keywords : ;

   Abstract : This thesis presents a rigorous empirical analysis on the relationship between financial performance and ESG scores in Nordic firms from 2017 to 2022. The analysis utilizes fixed effects regression methods with cluster-robust standard errors at the company level. READ MORE

3. 2. Post Earnings Announcement Drift in the Stockholm Stock Exchange : How pronounced is PEAD on beta, traded volume and sector allocation?

   University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Author : Ramon Nino; Paula Sander Pettersson; [2023]
   Keywords : PEAD; Post Earnings Announcement Drift; Anomalies; Efficient Market Hypothesis; Earnings announcements; beta; volume; sector; price;

   Abstract : Post Earnings Announcement Drift (PEAD) is a market anomaly that challenge the “Efficient Market Hypothesis” (EMH). It was first discovered in 1968 by Ball and Brown. When firms on the stock market have their earnings announcement the stock price will be affected and tend to drift up or down in price for days, weeks or months. READ MORE

4. 3. Momentum Strategies in Commodity Futures Market: A Quantitative study

   University essay from Umeå universitet/Företagsekonomi

   Author : Jino Badinson; Alfred Gunnarsson; [2023]
   Keywords : Momentum Effect; Contrarian Effect; Investment Strategy; Commodity Futures; Efficient Market Hypothesis; Behavioral Finance Theory;

   Abstract : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. READ MORE

5. 4. Carbon Protectionism?

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

   Author : Sam Säflund; Malcolm Thunberg; [2023]
   Keywords : Event study; Cumulative Abnormal Return; EU CBAM; ETS; Sustainable finance;

   Abstract : This study examines the market reactions and valuation implications of the Carbon Border Adjustment Mechanism (CBAM) adopted by the European Union (EU). The CBAM is the world's first carbon border import tax aimed at addressing carbon leakage and promoting a transition to a low-carbon economy. READ MORE

6. 5. A Blindfolded Monkey as Portfolio Manager

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Johan Åkerberg; Mattias Olsson; [2022]
   Keywords : The Efficient Market Hypothesis EMH ; random walk; intelligent investor; annual portfolio adjustment; Business and Economics;

   Abstract : This study aims to investigate whether chance can beat an actively managed equity fund during a ten-year period on the Swedish stock market. Since the stock market consists of fierce competition among investors, the EMH would suggest that stock price movements should not be far from reflecting all available information. READ MORE