Essays about: "Market Inefficiency"

Showing result 1 - 5 of 58 essays containing the words Market Inefficiency.

1. 1. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019

   University essay from

   Author : Jacob Allestam; Filip Sjöberg; [2023-06-29]
   Keywords : Adaptive market hypothesis; market efficiency; market conditions; return predictability; trading strategy;

   Abstract : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. READ MORE

3. 2. Forecasting Football Corner Odds: Statistical Modelling, Betting Strategies and Assessing Market Efficiency

   University essay from Lunds universitet/Matematisk statistik

   Author : Gustav Pålsson; Marcus Laurens; [2023]
   Keywords : Mathematics and Statistics;

   Abstract : Statistical modelling could be included in a betting strategy where the value of a bet is assessed by comparing model predictions and market odds. This thesis presents several models based on statistical learning methods for predicting the total number of corners in a football match. READ MORE

4. 3. The Impact of Stock Market Manipulation: An empirical study of Nasdaq Stockholm Stock Exchange during 2018-2023

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Alina Mannonen; Caroline Zheng; [2023]
   Keywords : Stock Manipulation; Market Efficiency; Market Quality; Stockholm stock exchange; Market microstructure;

   Abstract : Despite widespread concern about market manipulation, there is a general lack of empirical evidence in the literature to support this claim. In particular, market manipulation has not been thoroughly investigated in advanced stock markets. READ MORE

5. 4. SUSTAINABLE DIGITAL TRANSFORMATION - A study on how Swedish manufacturing firms can achieve sustainable digital transformation

   University essay from Göteborgs universitet/Graduate School

   Author : Thi My Duyen Dinh; Erika Damayanti Simanjuntak; [2022-08-05]
   Keywords : Sustainable digital transformation; key opportunities; key challenges; key actions;

   Abstract : The revolution of digital technologies has transformed the fundamental nature of a various range of organizations and business models, which increase productivity and creativity to address market demand more effectively than ever and allow faster information sharing thus reaching higher levels of collaboration. However, digital transformation often comes with many challenges, which require lots of time, effort, and willpower to get major transformative effects from new technology. READ MORE

6. 5. Decentralized Finance : Implications on Commercial Real Estate Market

   University essay from KTH/Fastighetsföretagande och finansiella system

   Author : Kevin Jacob; Rakshith Rathnakar Shetty; [2022]
   Keywords : Decentralized Finance; Centralized Finance; Blockchain; Commercial Real Estate; Tokenization; Smart Contracts; Decentralized Exchange; Decentraliserad finans; centraliserad finans; blockkedja; kommersiell Fastigheter; tokenisering; smarta kontrakt; decentraliserat utbyte;

   Abstract : The Commercial Real Estate (CRE) market has a substantial impact on financial stability, making it one of the global sectors with a strong relationship to economic growth. Because of its stability, CRE remains a viable investment even when market cycles shift for various reasons. READ MORE