Essays about: "Fredrik Schulz-Jänisch"

Found 1 essay containing the words Fredrik Schulz-Jänisch.

  1. 1. Market Efficiency in The Swedish Market: Study on technical trading rules 1987-2008

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Fredrik Schulz-Jänisch; [2009]
    Keywords : Market efficiency; Technical analysis; Guerilla trading;

    Abstract : I investigate market efficiency in the Swedish market by analyzing the informational value and profitability of a set of technical indicators and trading systems, many of which have received little attention in previous research. I determine that technical analysis has informational value, as the distributions of the conditional returns differ greatly from that of the unconditional returns and the normal distribution. READ MORE