Essays about: "Turn-of-the-year effect"

Found 3 essays containing the words Turn-of-the-year effect.

  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. The negative intereste rate’s effect on the real estate market and its participents

    University essay from KTH/Fastigheter och byggande

    Author : Safir Ismail; Axel Kristola Truc; [2016]
    Keywords : Negative interest rate; real estate valuation; interest rate’s swaps; behaviour economics; Negativ ränta; fastighetsvädering; ränteswappar; beteendeekonomi;

    Abstract : When the Riksbank took the historic decision to cut the repo rate below zero, forecast at the same time was that it would be back on positive ground by the end of 2016. Now that the repo rate is adjusted down further Riksbank predicts that interest rates will remain negative until at least the turn of the year 2017-2018. READ MORE

  4. 3. Can money be made on Mondays? : An empirical investigation of the efficiency on the OMXS30

    University essay from IHH, Företagsekonomi

    Author : Catrin Jakobsson; Ola Henriksson; [2010]
    Keywords : Efficiency; Efficient market theory; Anomaly; Monday effect; Weekend effect; January effect; Day-of-the-week effect; Turn-of-the-year effect; Abnormal returns;

    Abstract : Purpose: The purpose of this thesis is to investigate if abnormal patterns concerning the rates of return during specific weekdays and months are observable for the companies in the OMXS30 during the period 2003-2010. A special focus will be put on the Monday effect anomaly. READ MORE