Essays about: "market efficiency anomalies"

Showing result 1 - 5 of 14 essays containing the words market efficiency anomalies.

  1. 1. Hard to reach energy consumers in Sweden

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Sanna Lundin; [2023]
    Keywords : Energy consumers; hard to reach energy consumers; HTR; policies; behavior; FCM; Energikonsumenter; HTR; politiska åtgärder; FCM; beteende;

    Abstract : The transition towards a sustainable and low-carbon future requires significant changes in energy behaviour among energy consumers. However, the question remains about how, by whom, and what changes are necessary to achieve this transition. READ MORE

  3. 2. The Halloween Effect : A trick or treat in the Swedish stock market?

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Oliver Benjaminsson; Pontus Reinhold; [2020]
    Keywords : The Halloween Effect; Efficient Market Hypothesis; Calendar anomalies; Regression analysis; Trading strategies;

    Abstract : The Halloween effect refers to higher stock returns during the period November to April compared to May to October. This is a well-known calendar anomaly that has gained a lot of attention due to the fact that the effect is persistent in the market in spite of the fact that investors are aware of the anomaly today. READ MORE

  4. 3. Accelerate your returns? An examination of Earnings Acceleration and a range of other earnings-related stock market anomalies - The Swedish Case

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Hugo Karlsson; Majuran Jeganmohan; [2020]
    Keywords : Earnings Acceleration; Stock Market Anomalies; Market Efficiency; Fundamental Analysis; Earnings;

    Abstract : In this study, we aim to explore whether an investor can use earnings acceleration (EA), defined as quarterly change in earnings growth, to construct a viable trading strategy that is able to separate future winners and future losers on the Swedish stock market. Using a sample from 2004 to 2016, we document that a trading strategy that goes long in top decile EA stocks and short in bottom decile EA stocks is unable to generate abnormal returns in both the month- and quarter-long windows. READ MORE

  5. 4. Utilizing Machine Learning for Trading Algorithms Exploiting the Time Series Momentum Anomaly

    University essay from Lunds universitet/Matematisk statistik

    Author : Martin Odenbrand; Sebastian Svensson Bromert; [2019]
    Keywords : Machine learning; time series momentum; moving average crossover; MACD; Hodrick-Prescott filter; random forest; pricing anomaly; computational finance; Mathematics and Statistics;

    Abstract : Momentum or trend following investing refers to trading strategies constructed around the idea that in financial markets, the current trend will, more often then not, prevail. In the context of asset prices, this means that previous returns or the price development of an asset is indicative of similar future returns and price development. READ MORE

  6. 5. The day-of-the-week effect in Swedish stock returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Isabelle Sandahl; [2019]
    Keywords : the day-of-the-week effect; the efficient market hypothesis; stock market anomalies; size effect; Business and Economics;

    Abstract : One implication of the Efficient Market Hypothesis (EMH) is that it is not possible to consistently and over time create abnormal returns without taking on additional risk. However, the hypothesis has become one of the most debated theories in financial economics. READ MORE