Essays about: "e cient market hypothesis"
Found 4 essays containing the words e cient market hypothesis.
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1. High-Frequency Market Reactions to Unscheduled Stock-Speci c News- An Empirical Analysis of the Intraday Market Dynamics of the Stockholm Stock Exchange
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study examines the e ect of unscheduled stock-speci c news on stock char- acteristics of the Swedish stock market and evaluates the opportunity of con- structing a news trading strategy. It especially focuses on volume and volatility reactions between sixty minutes prior to and after the news releases. READ MORE
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2. Environmental Policy Stringency and Economic Output
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This analysis examines the correlation between the stringency of environmental policies and the economic output in terms of real GDP. The data is covering real GDP, the stringency of market based as well as non-market based environmental policies, interest rates, total factor productivity and human capital. READ MORE
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3. Backtesting the Magic Formula in the Brazilian Stock Market
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis performs a backtest of the Magic Formula for the Brazilian stock market in the period between 2006 and 2015. The Magic Formula methodology is a stock picking strategy that combines Return on Capital and Earnings Yield factors in a ranking system aiming to outperform the market average. READ MORE
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4. Study of the Weak-form Efficent Market Hypothesis - Evidence from the Chinese stock market
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This paper examines the Chinese stock market efficiency through validation of the weak-form efficient market hypothesis of the Shanghai and Shenzhen stock exchanges. Also, the paper attempts to determine the presence of daily calendar effects on the Chinese stock market. READ MORE