Essays about: "Simon Creutz"

Found 1 essay containing the words Simon Creutz.

  1. 1. Stock Market Anomalies: The Day-Of-The-Week-Effect : An empirical study on the Swedish Stock Market: A GARCH Model Analysis

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Alexander Abrahamsson; Simon Creutz; [2018]
    Keywords : Day-of-the-week-effect; GARCH; Stock Market Anomalies;

    Abstract : Background: The day-of-the-week effect has been a widely studied field ever since the concept was introduced in the early 1970s. Historically, negative returns on Mondays have been the most common finding. In line with improved market efficiency, researchers have started to question the existence of this anomaly. READ MORE