Essays about: "Market Anomalies"

Showing result 16 - 20 of 75 essays containing the words Market Anomalies.

1. 16. On the Silk Road with Giovanni Arrighi

   University essay from Lunds universitet/Graduate School; Lunds universitet/Master of Science in Global Studies

   Author : Simon Frohlund; [2021]
   Keywords : World-systems analysis; Systemic cycles of accumulation; Hegemonic transitions; China; Scientific paradigms; Social Sciences;

   Abstract : This thesis explores contradictions, inadequacies, and competing formulations within Giovanni Arrighi’s theory of systemic cycles of accumulation (SCAs) as a Kuhnian scientific paradigm. This has been carried out through a comparative study on how the theory has been applied by scholars on the issue of the prospective hegemonic rise of China in the contemporary setting. READ MORE

3. 17. Momentum and Trend in Sweden: Enhancing profits and limiting downside risk by using indicators from different time horizons

   University essay from Göteborgs universitet/Graduate School

   Author : Alan Dari Lindahl; Jan Wiki; [2020-07-07]
   Keywords : momentum; momentum crash; echo; trend; moving averages; cross-section; downside risks; predictability; factor models; turnover; transaction costs;

   Abstract : Although being one of the most robust anomalies ever discovered, the momentum factor occasionally suffer big losses during market recessions periods. We apply and compare different factor models, and find that when sorting the momentum factor on prior 2-6 months it earns a higher average monthly return compared to the common sorting on prior 2-12 months. READ MORE

4. 18. The Halloween Effect : A trick or treat in the Swedish stock market?

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Oliver Benjaminsson; Pontus Reinhold; [2020]
   Keywords : The Halloween Effect; Efficient Market Hypothesis; Calendar anomalies; Regression analysis; Trading strategies;

   Abstract : The Halloween effect refers to higher stock returns during the period November to April compared to May to October. This is a well-known calendar anomaly that has gained a lot of attention due to the fact that the effect is persistent in the market in spite of the fact that investors are aware of the anomaly today. READ MORE

5. 19. Financial Anomalies in Social Media – Analyzing Potential Effects of Donald Trump’s Tweets on the Stock Market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ludwig Wolff; [2020]
   Keywords : President Donald Trump; Twitter; Stock Market; Event Study; Sentiment Analysis.; Business and Economics;

   Abstract : This paper examines the potential effects of Donald Trump’s Twitter activity on the stock market. This is investigated with different methods starting out with limiting Trump’s tweets into tweets including four potentially impactful keywords as well as classifying the tweets into different senti-ments. READ MORE

6. 20. Size and Seasonality : Using Enterprise Value and the January effect to Investigate the Size effect on the Swedish stock market 2000-2019 .

   University essay from Jönköping University

   Author : Martin Djerf; August Lundgren; [2020]
   Keywords : Size effect; January effect; Enterprise Value; Market anomalies; Efficient Market Hypothesis; Fama and French three-factor model;

   Abstract : In 1981, Banz discovered evidence suggesting that small-cap firms outperform large-cap firms when considering risk-adjusted returns. Banz (1981), called this the “size effect” and raised concerns regarding the ability of current asset pricing models to set accurate prices for assets. READ MORE