Essays about: "Efficient Market Hypothesis"

Showing result 1 - 5 of 206 essays containing the words Efficient Market Hypothesis.

  1. 1. “Cheap" property holding stocks: Opportunity of a lifetime or too good to be true? - An empirical test of investment strategies based on stock price / EPRA NAV multiples for Swedish property holding stocks.

    University essay from Göteborgs universitet/Graduate School

    Author : David Goldner Yhlen; Erik Tobisson; [2020-07-01]
    Keywords : EPRA; EPRA NAV; NAV; property holding firms; real estate firms; efficient market hypothesis; behavioral finance; deferred tax; fair value accounting; law of one price; IFRS; IAS 40 investment property; portfolio; Value stocks; growth stocks; investment strategy;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  2. 2. Mutual Fund Performance : An analysis of determinants of risk-adjusted performance for mutual equity funds available for Swedish investors

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Sandra Carlsson; Erica Eikner; [2020]
    Keywords : Mutual equity funds; risk-adjusted performance; Total Expense Ratio; fund characteristics; Swedish investors; Efficient Market Hypothesis; Carhart four factor model; Sweden;

    Abstract : The mutual fund industry in Sweden has grown rapidly over the past years. Research has been made on the topic for over 50 years, however there are still uncertainties about the determinants of fund performance. READ MORE

  3. 3. Positively deviating : A study on reversed profit warnings and market reactions

    University essay from Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Author : Johan Fransson; Philip Curry; [2020]
    Keywords : Reversed profit warnings; abnomal returns; event study; efficient market hypothesis; Nordic markets;

    Abstract : This thesis examines the initial and long-term market reactions following reversed profit warnings on the Nordic markets. Furthermore, it investigates if firm size and trading volume can explain the magnitude of the market reaction. READ MORE

  4. 4. The Halloween Effect : A trick or treat in the Swedish stock market?

    University essay from Jönköping University/IHH, Företagsekonomi; Jönköping University/IHH, Företagsekonomi

    Author : Oliver Benjaminsson; Pontus Reinhold; [2020]
    Keywords : The Halloween Effect; Efficient Market Hypothesis; Calendar anomalies; Regression analysis; Trading strategies;

    Abstract : The Halloween effect refers to higher stock returns during the period November to April compared to May to October. This is a well-known calendar anomaly that has gained a lot of attention due to the fact that the effect is persistent in the market in spite of the fact that investors are aware of the anomaly today. READ MORE

  5. 5. Are Mutual Fund Managers’ Compensation Reasonable In Relation To Their Contributions? : - A study regarding actively managed mutual funds

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

    Author : Maximiliam Nilsson; Gusten Hansson; [2020]
    Keywords : Mutual funds; Actively managed funds; Risk-adjusted performance; Outperformance; Compensation structure; Performance-based compensation; Incentives; Fund inflows; Panel data;

    Abstract : This thesis aims to investigate fund managers salaries in relation to their contributions. The study is conducted on the Swedish fund market under a period over five years, 2014-2018, and include 332 funds. The result observed shows a positive relation between salaries and risk-adjusted performance. READ MORE