Essays about: "weak-form EMH"

Showing result 1 - 5 of 7 essays containing the words weak-form EMH.

  1. 1. Testing the weak form EMH - An empirical study of the Swedish stock market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Joel Frank; Viktor Öhrström; [2019-07-11]
    Keywords : ;

    Abstract : This thesis investigates whether the Swedish stock market shows signs of weak form efficiency between January 2012 and January 2019. Weekly data is gathered from the OMXSPI and from three indices of different capitalization segments, namely Large cap, Mid cap and Small cap. READ MORE

  3. 2. A new dimension to efficient market theory : Studying the relationship between discretionary accrual and stock returns for a better understanding of the EMH.

    University essay from Umeå universitet/Företagsekonomi

    Author : Peng Jinxiang; [2015]
    Keywords : EQ; efficient market theory; discretionary accrual; unit root; earnings management; random walk; weak form market efficiency;

    Abstract : .... READ MORE

  4. 3. Market Timing Ability of Bond-Equity Yield Ratio : A study of trading strategies in Japan, Malaysia and Singapore

    University essay from Umeå universitet/Företagsekonomi

    Author : Ngwe Lin Myat Chit; Feiran Wang; [2014]
    Keywords : Bond to Equity Yield Ratio BEYR ; Dividend Yield; Earning Yield; Market Timing Strategy; Active Trading Strategy; Passive Trading Strategy; Extreme Value Strategy; Efficient Market Hypothesis;

    Abstract : Market Timing Strategy is an active investment strategy, which is based on the signals of indicators, for the investors to make their investment decisions. However, there has always been the question on which variable is a good indicator, that would provide superior returns for the investment. READ MORE

  5. 4. 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

  6. 5. Efficiency in the Nord Pool Electricity Exchange

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ola Skånberg; [2012]
    Keywords : Stationarity; Efficient market hypothesis; Arbitrage; Business and Economics;

    Abstract : In recent years criticism of the electricity market has been emerging. Some claim that for Sweden, the deregulation of the power market in 1996 (and consequently Sweden’s involvement in Nord Pool) has been a driving factor of rising electricity prices and a non-efficient market for electricity. READ MORE