Essays about: "marknadseffektivitet"

Showing result 1 - 5 of 9 essays containing the word marknadseffektivitet.

1. 1. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET

   University essay from KTH/Matematisk statistik

   Author : Mahsa Badakhsh; [2023]
   Keywords : cross-sectional momentum; time-series momentum; market efficiency; random walk; ex-ante volatility; cross-sectional momentum; time-series momentum; marknadseffektivitet; random walk; ex-ante volatilitet;

   Abstract : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. READ MORE

3. 2. Favourable Opportunities in Sports Betting - A Statistical Approach to Football Goals in the Premier League

   University essay from KTH/Matematisk statistik

   Author : Fredrik Lindau; Gustaf Carle; [2022]
   Keywords : statistics; Poisson distribution; Negative Binomial distribution; Bayesian regression; football; Premier League; sports betting; market efficiency; probability theory; estimations; statistik; Poisson fördelning; Negativ Binomial fördelning; Bayesiansk regression; fotboll; Premier League; betting; marknadseffektivitet; sannolikhetsteori; skattningar;

   Abstract : The premise of this report is to delve into sports betting and whether favourable opportunities can be found, more specifically focusing on over and under odds for number of goals scored in football games of the Premier League. Using historical data from football matches several models are developed, the characteristics of goals warranting the use of probability based Poisson and Negative Binomial models, as well as Bayesian Poisson regression for goal predictions. READ MORE

4. 3. Profitability of Technical Trading Strategies in the Swedish Equity Market

   University essay from KTH/Matematisk statistik

   Author : Azmain Alam; Gustav Norrström; [2021]
   Keywords : Trading; Technical analysis; stocks; stonks; Equity markets; abnormal returns; moving average; RSI; relative strength index; MACD; moving average convergence divergence; Trading; teknisk analys; aktier; aktiemarknaden; överavkastning; glidande medelvärde; RSI; relative strength index; MACD; moving average convergence divergence;

   Abstract : This study aims to see if it is possible to generate abnormal returns in the Swedishstock market through the use of three different trading strategies based on technicalindicators. As the indicators are based on historical price data only, the study assumesweak market efficiency according to the efficient market hypothesis. READ MORE

5. 4. Coronavirus-Related Sentiment and Stock Prices : Measuring Sentiment Effects on Swedish Stock Indices

   University essay from KTH/Fastigheter och byggande

   Author : Olga Piksina; Patricia Vernholmen; [2020]
   Keywords : market sentiment; behavioural finance; market efficiency; coronavirus; Swedish stock market; text analytics; sentiment analysis; news mining; marknadssentiment; beteendefinans; marknadseffektivitet; coronaviruset; svensk aktiemarknad; textanalys; sentimentanalys; news mining;

   Abstract : This thesis examines the effect of coronavirus-related sentiment on Swedish stock market returns during the coronavirus pandemic. We study returns on the large cap and small cap price indices OMXSLCPI and OMXSSCPI during the period January 2, 2020 – April 30, 2020. READ MORE

6. 5. Exploring the Prerequisites to Increase Real Estate Market Transparency in Sweden

   University essay from KTH/Fastigheter och byggande

   Author : Emil Danmo; Fredrik Kihlström; [2019]
   Keywords : GRETI; Real Estate Market Transparency; Sweden; Data Platforms; Market Efficiency; International Real Estate Markets; Real Estate Investments; Real Estate Performance Measurement; GRETI; fastighetsmarknadstransparens; dataplattformar; marknadseffektivitet; internationella fastighetsmarknader; fastighetsinvesteringar; fastighetsavkastningsmätning;

   Abstract : In the 2018 edition of the JLL Global Real Estate Transparency Index (GRETI), Sweden was ranked the 10th most transparent real estate market in the world, categorized as ‘Highly Transparent’. For the most part, Sweden has held a similar position since the measurements started in 1999. READ MORE