Essays about: "Efficient Market Hypothesis"

Showing result 1 - 5 of 174 essays containing the words Efficient Market Hypothesis.

  1. 1. Investigating the efficient markethypothesis using Fourier analysis

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : David Fang; [2019]
    Keywords : Efficient Markets; Calendar effects; Seasonalities; Fourier analysis; Spectral analysis; Business and Economics;

    Abstract : This study examines if the Swedish stock market adheres to the weak form efficient market hypothesis using Fourier analysis on past stock prices to identify possible cyclic returns. Fourier analysis is well suited for finding seasonalities which would violate the weak-form efficiency. READ MORE

  2. 2. Technical Analysis - A comparative study between a Moving average and a buy-and-hold strategy

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Walid Fayad; Hjalmar Fridén; [2018-07-16]
    Keywords : ;

    Abstract : Background and research question:There are shared opinions about whether it is possible to forecast the direction of prices through studying previous of market data. According to the efficient market hypothesis, using technical analysis is not an efficient method to predict asset prices, implying that stock market prices are unpredictable. READ MORE

  3. 3. Technical Analysis - A comparative study between a Moving average and a buy-and-hold strategy

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Walid Fayad; Hjalmar Fridén; [2018-07-16]
    Keywords : ;

    Abstract : Background and research question:There are shared opinions about whether it is possible to forecast the direction of prices through studying previous of market data. According to the efficient market hypothesis, using technical analysis is not an efficient method to predict asset prices, implying that stock market prices are unpredictable. READ MORE

  4. 4. Achieving higher returns with Piotroski’s F_Score model - An empirical study on the Swedish stock market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fabian Brandl Lopez; Viktor Börnfors; [2018]
    Keywords : F_Score; Fundamental investing; Value investing; Abnormal returns; Market efficiency; Business and Economics;

    Abstract : This thesis evaluates the success of a fundamental investing strategy on the Swedish stock market between 2004 and 2016. The main purpose is to examine if the F_Score system developed by Piotroski (2000) could be used to identify winners and losers during aforementioned time frame. READ MORE

  5. 5. High-Frequency Foreign Exchange Rate Behavior on the Arrival of Macroeconomic News - The Impact of Swedish and U.S. News on USD/SEK Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Hjort; [2018]
    Keywords : Macroeconomic News; Foreign Exchange Rate; High-Frequency Data; Expectations; Business and Economics;

    Abstract : This paper studies the high-frequency behavior of the USD/SEK currency pair on the arrival of macroeconomic news emanating from Sweden and the United States. By using exchange rate data sampled at one minute-by-minute quotations and market expectations from the Bloomberg Terminal, the study finds systematic effects of news on exchange rate returns. READ MORE