Essays about: "Magnus Rindeskär"

Found 1 essay containing the words Magnus Rindeskär.

  1. 1. A Volatility Based Contrarian Strategy In the German Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sofie Bastholm; Magnus Rindeskär; [2013]
    Keywords : DAX; VDAX; Implied volatility; Contrarian strategy; The efficient market hypothesis; Behavioral finance; Market timing; Business and Economics;

    Abstract : In this paper we investigate if the German implied volatility index, VDAX, could be used as a good sentiment indicator for a contrarian strategy. For such a strategy to be legitimate there must exist price inefficiencies in the market, which requires that the efficient market hypothesis does not hold. READ MORE