Essays about: "Markus Halldestam"

Found 2 essays containing the words Markus Halldestam.

  1. 1. Trading Opportunities You Missed on the Swedish Equity Market : An Analysis of the Persistence of Calendar Anomalies

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Markus Halldestam; Katarina Karlsson; [2018]
    Keywords : Calendar anomalies; Seasonal anomalies; Abnormal return; Sweden; Equity market; Day of the week; Monday effect; Weekend effect; Turn of the year; January effect; Turn of the month; Holiday effect; Holiday effect abroad;

    Abstract : This Study uses a period between 1939-2017 to analyse calendar anomalies on the Swedish equity market. We test whether calendar anomalies’ return deviates from the return of ordinary trading days. READ MORE

  3. 2. ANOVA - The Effect of Outliers

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Markus Halldestam; [2016]
    Keywords : Analysis of variance; ANOVA; outlier; outlying observation; typ-1 error; robust;

    Abstract : This bachelor’s thesis focuses on the effect of outliers on the one-way analysis of variance and examines whether the estimate in ANOVA is robust and whether the actual test itself is robust from influence of extreme outliers. The robustness of the estimates is examined using the breakdown point while the robustness of the test is examined by simulating the hypothesis test under some extreme situations. READ MORE