Essays about: "efficient market hypothesis"

Showing result 1 - 5 of 214 essays containing the words efficient market hypothesis.

1. 1. 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 andstudied during the years. Some agree with the theory, but some disagree. One way to study theefficient market hypothesis is by looking at the possibility to gain positive abnormal return onthe stock market. READ MORE

3. 2. “Cheap" property holding stocks: Opportunity of a lifetime or too good to be true? - An empirical test of investment strategies based on stock price / EPRA NAV multiples for Swedish property holding stocks.

   University essay from Göteborgs universitet/Graduate School

   Author : David Goldner Yhlen; Erik Tobisson; [2020-07-01]
   Keywords : EPRA; EPRA NAV; NAV; property holding firms; real estate firms; efficient market hypothesis; behavioral finance; deferred tax; fair value accounting; law of one price; IFRS; IAS 40 investment property; portfolio; Value stocks; growth stocks; investment strategy;

   Abstract : MSc in Accounting and Financial Management.... READ MORE

4. 3. Mutual Fund Performance : An analysis of determinants of risk-adjusted performance for mutual equity funds available for Swedish investors

   University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

   Author : Sandra Carlsson; Erica Eikner; [2020]
   Keywords : Mutual equity funds; risk-adjusted performance; Total Expense Ratio; fund characteristics; Swedish investors; Efficient Market Hypothesis; Carhart four factor model; Sweden;

   Abstract : The mutual fund industry in Sweden has grown rapidly over the past years. Research has been made on the topic for over 50 years, however there are still uncertainties about the determinants of fund performance. READ MORE

5. 4. Positively deviating : A study on reversed profit warnings and market reactions

   University essay from Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

   Author : Johan Fransson; Philip Curry; [2020]
   Keywords : Reversed profit warnings; abnomal returns; event study; efficient market hypothesis; Nordic markets;

   Abstract : This thesis examines the initial and long-term market reactions following reversed profit warnings on the Nordic markets. Furthermore, it investigates if firm size and trading volume can explain the magnitude of the market reaction. READ MORE

6. 5. Growth and Momentum - Rich and Richer : -A study on momentum and growth on the automotive Frankfurt stock market

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Charlie Vindehall; David Eriksson; [2020]
   Keywords : Active investing; Growth; Momentum; Efficient Market hypothesis; German automotive sector; CAPM; Alpha; Sharpe ratio;

   Abstract : Active management funds are associated with higher transaction costs, which is something that has been acknowledged for a long time. The question is whether these costs can compensate with a higher return. This paper investigates how two active strategies, momentum and growth investing, have performed in relation to a passive index. READ MORE