Essays about: "Joakim Hellman"

Found 1 essay containing the words Joakim Hellman.

  1. 1. Capitalizing on seasonalities in the Singapore Straits Times Index

    University essay from IHH, Företagsekonomi

    Author : Oscar Hetting; Joakim Hellman; Maryam Tarighi; [2012]
    Keywords : Finance; behavioural finance; efficient markets hypothesis; EMH; seasonal anomalies; calendar effects; day-of-the-week effects; month-of-the-year effects; Straits Times Index; STI; abnormal returns;

    Abstract : Purpose: The purpose of this thesis is to study the possible existence of day-of-the-week effects and month-of-the-year effects in the Singapore stock market over the period January 1st 1993 to December 31st 2011. The findings are analysed with the intention of developing investment strategies and to investigate if behavioural finance can help to explain the existence of seasonal anomalies. READ MORE