Essays about: "Market efficiency theory"

Showing result 1 - 5 of 192 essays containing the words Market efficiency theory.

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. A process to assess fossil-free transport transition pathways and develop a sustainability roadmap for transport purchasers

   University essay from Lunds universitet/Internationella miljöinstitutet

   Author : Lauren Brach; [2023]
   Keywords : Roadmap; corporate carbon strategy; decarbonisation; transportation; fossil-free; Earth and Environmental Sciences;

   Abstract : Most (93%) of the greenhouse gas emissions in the transport sector come from road traffic in Sweden which includes passenger and freight transport activity (Trafikverket, 2022). The aim of this thesis was to understand pathways that transport purchasers can pursue to reach the fossil-free transportation goals from manufacturing plant to customer and to develop a process for assessing a market and developing a roadmap for achieving fossil-free transportation. READ MORE

4. 3. Corporate Sustainability and Working Capital : A panel data analysis of the relationship in Swedish-listed firms

   University essay from Umeå universitet/Företagsekonomi

   Author : Muhammad Shehzad Moin; [2023]
   Keywords : Sustainability; Corporate Sustainability; Corporate Social Responsibility; CSR; ESG; ESG Rating; ESG Investing; Sustainable Finance; Sustainable Investment; Sweden; Working Capital; Working Capital Management; WCM; Cash Conversion Cycle; CCC; Working Capital Requirements; WCR;

   Abstract : The theoretical and practical importance of working capital management (Sharma & Kumar, 2011) and its strong link with the firm’s financial stability (Wang et al., 2020, p. 2; Kamel 2015, p. 35) make it one of the most important functional areas of corporate finance. READ MORE

5. 4. 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

6. 5. Momentum Strategies in Commodity Futures Market: A Quantitative study

   University essay from Umeå universitet/Företagsekonomi

   Author : Jino Badinson; Alfred Gunnarsson; [2023]
   Keywords : Momentum Effect; Contrarian Effect; Investment Strategy; Commodity Futures; Efficient Market Hypothesis; Behavioral Finance Theory;

   Abstract : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. READ MORE