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Showing result 1 - 5 of 6 essays matching the above criteria.

1. 1. Trading Opportunities You Missed on the Swedish Equity Market : An Analysis of the Persistence of Calendar Anomalies

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Markus Halldestam; Katarina Karlsson; [2018]
   Keywords : Calendar anomalies; Seasonal anomalies; Abnormal return; Sweden; Equity market; Day of the week; Monday effect; Weekend effect; Turn of the year; January effect; Turn of the month; Holiday effect; Holiday effect abroad;

   Abstract : This Study uses a period between 1939-2017 to analyse calendar anomalies on the Swedish equity market. We test whether calendar anomalies’ return deviates from the return of ordinary trading days. READ MORE

3. 2. Analysis of Cryptocurrency Market and Drivers of the Bitcoin Price : Understanding the price drivers of Bitcoinunder speculative environment

   University essay from KTH/Industriell ekonomi och organisation (Inst.)

   Author : Yasar Kaya; [2018]
   Keywords : bitcoin; speculation; weekend-effect; bitcoin price drivers; LPPL; GoTrend; VIX; speculative bubbles; bitcoin price movements; volatility in cryptocurrency market;

   Abstract : In this paper, the price fluctuations of Bitcoin under speculative environment is studied. It has been seen that the market trend points out an existence of a speculative bubble. Over the course of the period from 2014 to 2018, the trend in price movements of bitcoin has proved to be strongly speculative. READ MORE

4. 3. The day-of-the-week effect on stock returns and volatility: The case of Latin America

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Irais Perez Duran; [2010]
   Keywords : Day-of-the-week effect; Emerging markets; GARCH; EGARCH; APARCH; Business and Economics;

   Abstract : It has been found that the behavior of stock markets follow patterns that are not necessarily consistent with the Efficient Market Hypothesis. Anomalies have been classified into different groups of which calendar anomalies such as the day-of-the-week effect has been under study for many years. READ MORE

5. 4. Development and implementation of air quality data mart for Ontario, Canada : a case study of air quality in Ontario using OLAP tool

   University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

   Author : Samira Muhammad; [2010]
   Keywords : OLAP; data mart; multidimensional modeling; air quality; ambient air quality criteria; Canadian environment sustainability indicator; Earth and Environmental Sciences;

   Abstract : This thesis describes the development and implementation of Air Quality Data Mart for Ontario Canada using Online Analytical Processing (OLAP) tool. It is followed by a case study which presents comparisons of air quality between the urban and rural areas, peak and non-peak hours, working days and weekends for various cities in Ontario. READ MORE

6. 5. Can money be made on Mondays? : An empirical investigation of the efficiency on the OMXS30

   University essay from IHH, Företagsekonomi

   Author : Catrin Jakobsson; Ola Henriksson; [2010]
   Keywords : Efficiency; Efficient market theory; Anomaly; Monday effect; Weekend effect; January effect; Day-of-the-week effect; Turn-of-the-year effect; Abnormal returns;

   Abstract : Purpose: The purpose of this thesis is to investigate if abnormal patterns concerning the rates of return during specific weekdays and months are observable for the companies in the OMXS30 during the period 2003-2010. A special focus will be put on the Monday effect anomaly. READ MORE