Essays about: "Efficient market hypothesis"

Showing result 1 - 5 of 264 essays containing the words Efficient market hypothesis.

  1. 1. Cryptocurrency Market Anomalies: The Day-of-the-week Effect : A study on the existence of the Day-of-the-week effect in cryptocurrencies and crypto portfolios.

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Robin Hinny; Dorottya Kata Szabó; [2022]
    Keywords : Cryptocurrency; Day-of-the-week Effect; Cryptocurrency portfolios; Efficient Market Hypothesis; Bitcoin; Market Anomaly; Rolling regressions; The Markowitz model;

    Abstract : This research paper studies the Day-of-the-week effect in the cryptocurrency market. Using multiple regression, we analyze the effect using 12 counterfactual optimized portfolios of the cryptocurrencies, as well as the 10 cryptocurrencies alone. READ MORE

  2. 2. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Kasra Shariati; [2022]
    Keywords : Bitcoin; Gold; Investor Attention; Market Performance; Virtual Currency Development; Investments; Correlation;

    Abstract : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. READ MORE

  3. 3. Rational Exuberance: Hedge fund trading strategy in bubbles

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jacob Gren; Elin Söderlund; [2022]
    Keywords : Hedge Funds; Stock Bubbles; Positive Feedback Strategy; Mispriced Securities;

    Abstract : This paper examines hedge fund trading strategy in seven bubbles and concludes that hedge funds apply different strategies for different bubbles. We analyze hedge funds' long positions in bubble stocks. Further, we run a regression to account for any short positions. READ MORE

  4. 4. Luck or skills for short sellers

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Jonathan Nagy; Oscar Gustavsson; [2022]
    Keywords : Short selling; Investment strategy; Behavioral finance; Swedish stock market; Excess return; Large cap; Swedish Financial Authority;

    Abstract : This study has examined the ten most shorted shares belonging to the Swedish Stockholm Stock Exchange's Large Cap list, by following randomly selected financial institutions that have chosen to take short positions. The purpose of the study is to investigate whether it is possible for short sellers to generate an excess return compared to the index OMXS30GI. READ MORE

  5. 5. Does a portfolio of growth stocks outperform a portfolio of value stocks? : Evidence from Sweden and Norway

    University essay from Umeå universitet/Företagsekonomi

    Author : Lina Andersson; Daniella Holmgren; [2022]
    Keywords : Growth stocks; Value stocks; P E ratio; Sharpe ratio; Jensen’s alpha; behavioural finance; efficient market hypothesis; financial crises;

    Abstract : A high return is a driving factor for most investors. The ways to reach success are many and different investment strategies on how to earn high returns have been discussed for decades. READ MORE