Essays about: "weak-form efficiency"

Showing result 1 - 5 of 32 essays containing the words weak-form efficiency.

  1. 1. Market Efficiency for Bitcoin

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Pirachtha Taechawattananant; Hasan Kashmar; [2021]
    Keywords : Bitcoin; Efficiency Market Hypothesis; Adaptive Market Hypothesis; Halving Events; Business and Economics;

    Abstract : The essence of market efficiency has been an interesting area for inspection by investors and scholars. In this study, we investigate the efficiency of a relatively new asset: Bitcoin. This paper examines the efficiency of Bitcoin by studying the impact of Bitcoin’s so-called halving dates. READ MORE

  3. 2. Market efficiency and the financial crisis : A study based on the market efficiency in the Nordic countries

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Albin Henriksson; [2021]
    Keywords : Efficient market hypothesis; random walk; autocorrelation; Durbin-Watson; Ljung-Box; OMX; OSEBX; Nordic stock market; financial crisis;

    Abstract : The efficient market hypothesis states that stock prices fully reflect availablei nformation and that stocks thereby always are priced correctly. Hence, it should be impossible to predict future prices in the stock market, and investors will gain no benefits from engaging themselves into historical analyzes. READ MORE

  4. 3. The market efficiency during and after the financial crisis : A study based on the efficiency of the Nordic countries

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Sosan Trakhili; [2021]
    Keywords : ;

    Abstract : The efficient market hypothesis is about if available information are reflected in the stock price and that it should be impossible to predict the market and make abnormal returns. This is a quantitative study which aim to investigate if there is any difference in market efficiency on Nordic stock markets during and after the financial crisis of 2008. READ MORE

  5. 4. Applying Technical Trading Rules to Evaluate Weak-form Efficiency on the Swedish Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Nordin; [2020]
    Keywords : Efficient market hypothesis; weak-form efficiency; Swedish stock market; technical analysis; Monte Carlo simulation; Business and Economics;

    Abstract : Under the theory of weak-form market efficiency, present day stock prices reflect all historical data. As a result, the use of technical analysis should not be able to outperform a buy-and-hold strategy of a general market index. READ MORE

  6. 5. 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