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Tulosjulkistusanomalia ja momentum Suomen osakemarkkinoilla
(2011)
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
Tämän tutkimuksen tarkoituksena on selvittää tulosjulkistusanomalian ja momentumin olemassaolo Suomalaisilla osakemarkkinoilla. Toiseksi selvitetään kuinka suuri osa anomalioita hyödyntävien strategian tuotoista tulosjulkistuksen ...
RISK-MANAGED INDUSTRY MOMENTUM FOR THE STOXX EUROPE 600 INDEX (SXXP)
(2018)
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
Momentum strategies are relative strength strategies, which use past performance to predict future excess returns. Momentum has been found to persist in U.S. markets, but limited results have been found for European markets. ...
Does The Increased Trading Volume Catch Investors Attention Supporting 52-Week High Momentum Profits?
(2011)
Pro gradu - tutkielma
Pro gradu - tutkielma
The purpose of this study is to find out whether the 52-week high momentum strategy (buying recent winners and selling recent losers) is profitable in the European stock markets. In this particular momentum strategy stocks ...
Heterogeneous Beliefs And Momentum Profits
(2017)
Pro gradu - tutkielma
Pro gradu - tutkielma
The momentum phenomenon is one of the most well documented anomalies in financial research. However, the driving forces behind the anomaly have yet to be indisputably recognized. The purpose of this Master’s thesis is to ...
The Profitability of Momentum Investment Strategy in an International Stock Market Setting
(2016)
Pro gradu - tutkielma
Pro gradu - tutkielma
This Master’s thesis examines the profitability of four different momentum investment strategies with formation periods of 3–12 months and each predicting the returns 2 months ahead during the years from 2006 to 2015 in ...
Evidence of a complementary relationship between fundamental and technical analysis in the Finnish stock market
(2019)
Pro gradu - tutkielma
Pro gradu - tutkielma
Through modern history, market participants have continuously aspired to find means to predict future prices for profit opportunities. Considering the classic theory of market efficiency, this should not be possible. ...
Profitability of Risk-Managed Industry Momentum in the U.S. Stock Market
(2016)
Pro gradu - tutkielma
Pro gradu - tutkielma
This Master’s thesis examines whether risk-managing industry Momentum via the methodology of Barroso and Santa Clara (2015) produces a more profitable strategy than industry Momentum by itself. Industry Momentum is also ...
Markkinasuhdannemittarien käyttö momentum-tuottojen ennustamisessa
(2013)
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
Tämän tutkielman tavoitteena on tutkia, onko momentum-strategiaa noudattamalla mahdollista saavuttaa jatkuvasti ylisuuria tuottoja markkinatuottoon nähden sekä onko viivästetyn VIX-indeksin sekä 36 kuukauden viivästetyn ...
Value enhancements of momentum strategies
(2013)
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
Pro gradu - tutkielma
Kokoteksti luettavissa vain Tritonian asiakaskoneilla.
The purpose of this thesis is to find out if the traditional momentum investing strategy can be enhanced by using the momentum life cycle and value multiples as performance boosters. In other words, the goal is to tie ...