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Är Stockholmsbörsen predicerbar?
Stockholm University, Faculty of Social Sciences, School of Business.
2006 (Swedish)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Abstract [sv]

I den här uppsatsen testas huruvida Stockholmsbörsen är predicerbar, i motsats till den icke-predicerbara teorin – Random Walk theory. Till skillnad från majoriteten av tidigare studier, undersöker jag predicerbarhet för enskilda aktier, och inte bara som ett aggregerat fenomen i form av ett index. Resultatet av studien visar att Stochholmsbörsen som en homogen grupp inte gå att predicera. Däremot, då varje aktie undersökts i isolerad form, uppvisar majoriteten av aktierna ett predicerbarat beteende – i form av Mean Reversion, alternativt Mean Aversion.

Place, publisher, year, edition, pages
2006.
National Category
Business Administration
Identifiers
URN: urn:nbn:se:su:diva-6401OAI: oai:DiVA.org:su-6401DiVA: diva2:196442
Uppsok
samhälle/juridik
Available from: 2007-01-05 Created: 2007-01-05Bibliographically approved

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CiteExportLink to record
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