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Found 2 essays matching the above criteria.

1. 1. Unveiling the Relevancy of Momentum Strategies- A study on the Swedish Equity Market

   University essay from Göteborgs universitet/Graduate School

   Author : Oscar Bodin; Pär Börjeson; [2023-06-29]
   Keywords : ;

   Abstract : This study investigates the performance of the traditional return momentum strategy and the residual momentum strategy on the Swedish market over the period 1990 to 2022. The residual momentum strategy show higher risk-adjusted return compared to the traditional return momentum strategy in equally weighted portfolios, and the opposite in value-weighted portfolios. READ MORE

3. 2. Can an investor gain positive abnormal return by mimicking insider transactions?

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Oscar Bodin; Jonatan Tell; [2021-02-24]
   Keywords : Nasdaq; OMX Stockholm; Insider Trading; Abnormal Return; OMXS30; Stock Market.;

   Abstract : Background: The efficient market hypothesis is a theory that has been widely debated and studied during the years. Some agree with the theory, but some disagree. One way to study the efficient market hypothesis is by looking at the possibility to gain positive abnormal return on the stock market. READ MORE