Essays about: "Seasonal anomalies"

Showing result 11 - 13 of 13 essays containing the words Seasonal anomalies.

  1. 11. Anomalies in ex right day of rights offers : (Evidence from the Swedish Stock Market)

    University essay from Blekinge Tekniska Högskola/Sektionen för management

    Author : Pawel Merdi; [2012]
    Keywords : Right Issues; Rights Offer; Ex-right day; Record date; Efficient Market Hypothesis EMH ; Theoretical Ex-right Price TERP ; Event Study; Abnormal Returns; Swedish Stock Exchange; Seasonal Equity offerings SEO ; Subscription Rights;

    Abstract : The purpose of this thesis is to study the anomalies around the ex-right day of right issue. Evidence suggests that the equity price is not always adjusted according to the Theoretical ex-right price (TERP) around ex-right date and therefore creates large arbitrage opportunities. READ MORE

  3. 12. Seasonal Anomalies in the Swedish Stock Market from an

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Magnus Kroon; [2008]
    Keywords : Stock market; efficient market hypothesis; summer-effect; regression analysis.; Business and Economics;

    Abstract : To satisfy this growing need of financial expertise, media through TV, radio, morning and evening newspapers and trade press is literally flooded with information about the market and strategies on how to invest ones capital, and how to achieve excess returns. Moreover, the increased number of investors, both private and institutional, has led to an abundance of ideas how to outperform the markets. READ MORE

  4. 13. Market efficiency anomalies : A study of seasonality effect on the Chinese stock exchange

    University essay from Handelshögskolan vid Umeå universitet

    Author : Siqi Guo; Zhiqiang Wang; [2008]
    Keywords : Chinese stock market; market efficiency anomalies; seasonality effect;

    Abstract : The Chinese stock market is a remarkable emerging market, the two stock markets Shanghai and Shenzhen Stock Exchanges were both established in 1990, and since then they have been playing a very important role in Chinese economy. More and more attention is focused on the emerging Chinese market, and investors have been trying to find the opportunity to achieve abnormal returns through the Chinese stock market. READ MORE