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Seasonal Anomalies in the Swedish Stock Market from an

Kroon, Magnus LU (2008) NEKM01 20081
Department of Economics
Abstract
To satisfy this growing need of financial expertise, media through TV, radio, morning and evening newspapers and trade press is literally flooded with information about the market and strategies on how to invest ones capital, and how to achieve excess returns. Moreover, the increased number of investors, both private and institutional, has led to an abundance of ideas how to outperform the markets. This master thesis examines whether or nor there are signs of an anomaly during the summer months exploitable by investors. This summer-effect is found and the reasons for its existence are discussed. No conclusive answer is presented, but some evidence points towards the connections between lower turn-over and lower returns.
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author
Kroon, Magnus LU
supervisor
organization
course
NEKM01 20081
year
type
L2 - 2nd term paper (old degree order)
subject
keywords
Stock market, efficient market hypothesis, summer-effect, regression analysis.
language
English
id
2064011
date added to LUP
2011-08-18 09:41:19
date last changed
2011-08-18 09:41:19
@misc{2064011,
  abstract     = {To satisfy this growing need of financial expertise, media through TV, radio, morning and evening newspapers and trade press is literally flooded with information about the market and strategies on how to invest ones capital, and how to achieve excess returns. Moreover, the increased number of investors, both private and institutional, has led to an abundance of ideas how to outperform the markets. This master thesis examines whether or nor there are signs of an anomaly during the summer months exploitable by investors. This summer-effect is found and the reasons for its existence are discussed. No conclusive answer is presented, but some evidence points towards the connections between lower turn-over and lower returns.},
  author       = {Kroon, Magnus},
  keyword      = {Stock market,efficient market hypothesis,summer-effect,regression analysis.},
  language     = {eng},
  note         = {Student Paper},
  title        = {Seasonal Anomalies in the Swedish Stock Market from an},
  year         = {2008},
}