Essays about: "Market Anomalies"
Showing result 21 - 25 of 75 essays containing the words Market Anomalies.
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21. Industry Anomalies: An examination of asset pricing anomalies through an industry-specific framework
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The finance literature has discovered a large number of anomalies in the cross-section of stock returns over the past three decades. This thesis examines whether some of the most robust anomalies also appear within industries, and whether some are more prominent than others within specific industry sectors. READ MORE
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22. Investor Attention and Return Anomalies: Comparing Direct and Indirect Proxies of Investor Attention and Their Effect on the Swedish Stock Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We compare two proxies for investor attention, media coverage, measured as the number of articles written about a firm, and relative Google Search Volume Index (SVI), and investigate their role in explaining return anomalies on the Swedish stock market. Using a media-based zero-investment trading strategy we find significant abnormal returns, unexplained by known risk factors and robust to common return anomalies. READ MORE
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23. Deep Neural Networks to Ensure the Quality of Calculated Yield Curves in Banking
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Yield curves are of great importance within the financial sector and are, among other things, used as indicators of future economic growth. A curve that is upward sloping implies that investors expect positive economic growth, whereas a downward sloping curve is considered as a warning of a forthcoming recession. READ MORE
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24. Can Sentiment Predict Stock Returns? Evidence from the Swedish stock market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Motivated by existing evidence of the importance of psychology and its impact on investors' decision-making behavior, I investigate the Swedish stock market and the implications that investors' sentiment has on the cross-section of returns. Following the methodology applied by Baker and Wurgler (2006), I construct a composite index and employ this in a bivariate portfolio- level analysis. READ MORE
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25. Improving Software Testing in an Agile Environment
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Software development has evolved at an ever-increasing pace over the past years, one of the forces behind this acceleration is the move from on-premise application to cloud- based software: Software as a service (SaaS). Cloud computing has changed the way applications are deployed used and tested. READ MORE
