Essays about: "semi strong form efficiency"

Showing result 1 - 5 of 17 essays containing the words semi strong form efficiency.

1. 1. Momentum Strategies in Commodity Futures Market: A Quantitative study

   University essay from Umeå universitet/Företagsekonomi

   Author : Jino Badinson; Alfred Gunnarsson; [2023]
   Keywords : Momentum Effect; Contrarian Effect; Investment Strategy; Commodity Futures; Efficient Market Hypothesis; Behavioral Finance Theory;

   Abstract : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. READ MORE

3. 2. Investigating Real Earnings Management in the Relationship between Stock Returns and Top Management Stock Ownership

   University essay from Umeå universitet/Företagsekonomi

   Author : Olle Saric; Pontus Lyngsten; [2021]
   Keywords : Stock returns; Stock ownership; Real Earnings Management; Sweden; Agency theory; Efficient Market Hypothesis.;

   Abstract : In this thesis the relationship between company performance and top management stock ownership in the Swedish market was examined. As well as conducting research on the influence real earnings management has on company performance, and how real earnings management relates to the top management stock ownership. READ MORE

4. 3. A COMPREHENSIVE ANALYSIS OF THE SHAREHOLDER VALUE CREATION FROM SWEDISH SPIN-OFFS

   University essay from Göteborgs universitet/Graduate School

   Author : Niklas Grahn; Johan Särén; [2018-07-04]
   Keywords : Corporate Restructurings; Divestitures; Spin-offs; Abnormal Returns;

   Abstract : This thesis investigates the universe of Swedish tax-exempt Lex ASEA spin-offs since the start of the new millennium from the perspective of short-term and long-term stock price performance. The intention to spin off a subsidiary is viewed positively by investors, represented by a significant increase of the market's valuation of the company's equity by 2. READ MORE

5. 4. The Effect of Open-end Index Revisions - A study of market efficiency on the Swedish Stock Exchange

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Ramil Koria; Johan Karlsson; [2018]
   Keywords : Event study; Abnormal return; Market efficiency; OMX Stockholm Benchmark Index;

   Abstract : This study acknowledges the Swedish stock exchange's alignment with the efficient market hypothesis by analysing the change of constituents of the open-end OMX Stockholm Benchmark Index through an event study. We find evidence of abnormal return at the date of announcement for inclusions and exclusions. READ MORE

6. 5. An Evaluation of Market Efficiency: A study of listing and index population changes on the Swedish stock exchange

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Carl-Thomas Ledmyr; Richard Karlsson; [2017]
   Keywords : Market efficiency; Abnormal returns; OMX Stockholm Stock Exchange; OMXS30 Index; Event study;

   Abstract : This paper evaluates market efficiency for the Swedish stock exchange by analysing listing changes on the OMX Stockholm Stock Exchange and index constituent changes in the OMXS30. We find presence of persistent large abnormal returns when a company changes its listing from, and to, a smaller Swedish stock exchange onto the OMX Stockholm Stock Exchange. READ MORE