Essays about: "Efficient market hypothesis"
Showing result 21 - 25 of 295 essays containing the words Efficient market hypothesis.
-
21. Counterfeit product grouping - a cluster ensemble approach
University essay from Högskolan i Halmstad/Akademin för informationsteknologiAbstract : he need for the development and use of efficient and reliable Anticounterfeit techniques in the manufacturing industry and online trading has recently increased tremendously. Flooding counterfeit products in the international market have several adverse social and economic impacts globally. READ MORE
-
22. M&A and firm performance
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : .... READ MORE
-
23. Following the trend? : Using a time series momentum strategy on the Swedish stock market
University essay from Umeå universitet/NationalekonomiAbstract : The momentum strategy can be divided into two different sections where this study has focused on a time series momentum strategy where assets that in the previous period will continue in the same trend the following period. This theory stands in opposition to the efficient market hypothesis which in its weakest market form says that all previous market data is already incorporated in the price the asset is selling for today, and by that, it cannot be used to make abnormal profits. READ MORE
-
24. Momentum Strategies in Commodity Futures Market: A Quantitative study
University essay from Umeå universitet/FöretagsekonomiAbstract : 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
-
25. Unraveling the Impact: An Event Study of the Swedish Stock Market Reactions to the Riksbank's Monetary Policy Announcements
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This study investigates the impact of the Riksbank's monetary policy announcements on Swedish equity returns. Using a methodology developed by Kuttner (2001) and Fransson and Tysklind (2016) we distinguish between expected and unexpected changes to the Riksbank rate and study how the components affect equity prices. READ MORE