Essays about: "Efficient market hypothesis"

Showing result 31 - 35 of 299 essays containing the words Efficient market hypothesis.

1. 31. Predicting Forex Rates using Sentiment Analysis on Financial Articles

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Arvid Gramer; Simon Danielsson; [2023]
   Keywords : Forex; efficient market hypothesis; sentiment analysis; transformer; long-short term memory; Business and Economics;

   Abstract : We develop a deep learning model that uses financial news articles and historical exchange rates to predict the rate for the Euro/US Dollar currency pair one hour ahead. From the articles’ titles and bodies we extract sentiment scores using two different transformer based classifiers – one for short text and one for long text. READ MORE

3. 32. Corporate Social Responsibility and the Stock Market : How were H&M stock prices affected by revelations of greenwashing practices and the following lawsuit?

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Alma Rosén; Esther Lharidon; [2023]
   Keywords : ;

   Abstract : This thesis investigates the effect of new information regarding lack of corporate social responsibility on stock prices. This investigation is carried out through the analysis of how two different events relating to faulty corporate social responsibility (CSR) affected H&M stock prices. READ MORE

4. 33. Mimicking Claimed Alpha Generating Strategies

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Patric Torén; [2023]
   Keywords : Momentum Strategy Mark Minervini Volume Excess return Nordic Market;

   Abstract : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. READ MORE

5. 34. Abnormal returns from insider trading - does insider trading generate abnormal returns for the Swedish stock exchange and large cap Stockholm?

   University essay from

   Author : Erik Andersson; Granit Haliti; [2022-07-11]
   Keywords : Abnormal returns; Insider trading; The Efficient Market Hypothesis; Event study; Market Abuse Regulation; Market Abuse Directive; Day of publication; Day of transaction;

   Abstract : This paper studies insider trading and abnormal returns on the Large Cap list of the Swedish stock exchange using a sample of 119 firms and 10528 individual transactions between the period 2016-2022. The study is built on the theoretical framework of the efficient market hypothesis and information asymmetry. READ MORE

6. 35. Central Banks' Effect on Bitcoin Returns: An Event Study

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Filip Lundqvist; Christian Olivefors; [2022-07-08]
   Keywords : Event Study; Bitcoin; Efficient Market Hypothesis; Cryptocurrency; Monetary Policy Tool; Blockchain;

   Abstract : Bitcoin has become established in the financial system and has a volatile price development. Lacking trust in the financial system and monetary policy has led to increased adoption of Bitcoin. The regulation of Bitcoin can be hard to succeed with. The thesis will study the impact of central bank statements from ECB and FED on Bitcoin’s returns. READ MORE