Essays about: "topics in efficient market hypothesis"

Found 3 essays containing the words topics in efficient market hypothesis.

1. 1. Can intangibles lead to superior returns? : Global evidence on the relationship between employee satisfaction and abnormal equity returns.

   University essay from Företagsekonomi

   Author : Rami Ballout; Fredrik Nygård; [2013]
   Keywords : Great place to work; Socially responsible investment; SRI; Intangible asset; Market efficiency; Employee satisfaction; Abnormal return; Excess return; Risk-adjusted return; Three-factor model; Four-factor model; Fama French; Carhart; Equally-weighted; Value-weighted; Immateriella tillgångar; Marknadseffektivitet; Medarbetarnöjdhet; Abnormal avkastning; Överavkastning; Riskjusterad avkastning; Likaviktad; Värdeviktad;

   Abstract : Subject background and discussion: In recent decades, issues of human rights, labor and environmental change has been hot topics world wide, which also has influenced the financial market. More and more investors use socially responsible investing (SRI) screens when constructing their portfolios. READ MORE

3. 2. The Efficiency of the Chinese Stock Market with Respect to Monetary Policy

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Yinxia Guo; [2008]
   Keywords : VaR; the efficient market hypothesis; monetary policy; impulse responses functions IRFs ; variance decompositions VDCs ; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : Due to the bull stock market in China, the efficiency of the Chinese stock market has been one of the hot topics. Because monetary policy plays an important role in Chinese economy and there is a close relationship between stock returns and monetary policy, I test the efficient market hypothesis (EMH) for the Chinese stock market with respect to monetary policy. READ MORE

4. 3. A short-term contrarian strategy in the Swedish Stock Exchange

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Gustav Aspegren; Henrik Kahm; [2006]
   Keywords : overreaction; reversal; contrarian strategy; De Bondt and Thaler; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : One of the most important topics in financial literature is the Efficient Market Hypothesis (EMH). Recent financial research has questioned this hypothesis, and many authors have reached the conclusion that a contrarian strategy creates abnormal positive returns. In other words a strategy profiting buying losers and selling winners. READ MORE