Essays about: "weak form market efficiency"

Showing result 16 - 20 of 33 essays containing the words weak form market efficiency.

1. 16. How do the share prices of football clubs react to new managerial appointments? : An event study of publicly listed Danish football clubs

   University essay from Umeå universitet/Företagsekonomi

   Author : Fredrik Näslund; Niklas Howell; [2014]
   Keywords : football; manager; share price; Denmark; Danish; event study; efficient market hypothesis; share price reaction;

   Abstract : The study sets out to examine whether or not there is an effect on the share price when appointing new managers for football clubs. CEOs and football managers have been compared in terms of responsibilities and while there is a wealth of research on the effect on the share price of appointing a new CEO, there has been little research on the same effect for football managers. READ MORE

3. 17. 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

4. 18. The Efficient Market Hypothesis at Nord Pool: A study of the forwards market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Melissa Proietti; [2012]
   Keywords : Electricity derivatives; Nord Pool; random walk; variance ratio test; runs test; BDS test; hydro power.; Business and Economics;

   Abstract : In recent times the increasing economic importance of electricity raised new interest in the study of its market. In particular the existence of an efficient derivative market where players can mitigate their risk exposure has been considered fundamental. READ MORE

5. 19. Is the Swedish stock market efficient? : Testing the weak form of efficient market hypothesis

   University essay from IHH, Redovisning och finansiering

   Author : Joacim Lindvall; Fredrik Rangert; [2012]
   Keywords : Efficient market; Swedish stock market; OMXS30;

   Abstract : This paper examines the efficiency of the Swedish stock market, by testing if it is possible to create an excess return by the use of technical trading rules. According to the efficient market hypothesis and the random walk theory, in an efficient market it is not possible to predict the future stock prices by analyzing historical stock prices. READ MORE

6. 20. The Efficient Market Hypothesis at Nord Pool:A study of the forwards market

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Melissa Proietti; [2012]
   Keywords : Electricity derivatives; Nord Pool; random walk; variance ratio test; runs test; BDS test; hydro power; Business and Economics;

   Abstract : In recent times the increasing economic importance of electricity raised new interest in the study of its market. In particular the existence of an efficient derivative market where players can mitigate their risk exposure has been considered fundamental. READ MORE