Essays about: "Efficient market hypothesis dividend"

Showing result 1 - 5 of 11 essays containing the words Efficient market hypothesis dividend.

  1. 1. The Ex-Day Phenomenon In Swedish Industries

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Benjamin Sahlin; Marcus Malm; [2022]
    Keywords : ex-day phenomenon; the effective market hypothesis; industries; sectors; Swedish stock market; ex-dagseffekten; effektiva marknadshypotesen; sektorer; svenska aktiemarknaden;

    Abstract : According to the efficient market hypothesis, a leading financial theory, all information available is accounted for in the valuation of a company. However, this has been shown to not always be the case, especially when publicly noted companies are distributing dividends. READ MORE

  3. 2. The Moat of Finance : Does Complexity Reward the Private Investor?

    University essay from KTH/Fastigheter och byggande

    Author : Johan Svanberg; Daniel Max; [2019]
    Keywords : Price to Earning; Price to Book; Dividend Yield; Multi-ratio Strategies; Efficient Market Hypothesis; Modern Portfolio Theory; Excess Returns; Alpha and Stockholm Stock Market.;

    Abstract : This paper evaluates the ability of single and multi-ratio investment strategies, such as P/E, P/B, Magic Formula and Piotroski F-score, to generate excess returns and positive alpha values on the Stockholm Stock Market. Performances of the strategies tested are compared to the Stockholm Stock Market as a whole, also known as the index “OMXSPI”. READ MORE

  4. 3. Share price reaction to dividend announcement; An event study on the Signaling Model from the Stockholm Stock Exchange

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : William Celsing; [2017]
    Keywords : Event study; Dividend announcement; Signaling theory; Efficient Market Hypothesis; Business and Economics;

    Abstract : This study examines the dividend announcement effect on the common stock price by a signaling hypothesis approach on the Stockholm Stock Exchange. The event study shows a positive significant cumulative average abnormal return (CAAR) of 1,54 % for positive dividend announcement in the analyst model. READ MORE

  5. 4. Beating the market through dividend yields : Dogs of the Dow in the Swedish context

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Daniel Olsson; Arvid Necander; [2016]
    Keywords : Dogs of the Dow strategy; overreaction hypothesis; dividend investing; investment strategy; portfolio management; finance;

    Abstract : This paper investigates whether the Dogs of the Dow (or “Dow Dogs”) investment strategy is applicable to the Swedish stock market during the period 1996-2015. The strategy uses dividend yield as a way to identify undervalued stocks. READ MORE

  6. 5. The Bond Equity Yield Ratio : An investigation of its forecasting ability in Denmark, Finland, Norway and Sweden

    University essay from Umeå universitet/Företagsekonomi

    Author : Anders Karlén; Sebastian Poulsen; [2014]
    Keywords : ;

    Abstract : Scientists and practitioners have for decades attempted to find methods to forecast movements in the capital markets, thereby trying to find a way to outperform the market. The origins of forecasting literature investigated traditional financial and accounting ratios such as the dividend yield (D/P) and the earnings yield (E/P). READ MORE