Essays about: "Michael Blomqvist"

Found 1 essay containing the words Michael Blomqvist.

  1. 1. Stock Return Reversal on the Stockholm Stock Exchange

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Michael Blomqvist; Sofie Trägårdh; [2009]
    Keywords : Stock return reversal; Contrarian strategy; Overreaction;

    Abstract : The purpose of this paper has been to investigate whether a long term reversal investment strategy can be used to identify mispriced stocks and thereby earn abnormal returns on the Stockholm Stock Exchange during the period of 1982 to 2009.We assign the stocks to decile portfolios according to their five year historical period returns. READ MORE