Stock Market Efficiency : A Test of the Swedish Stock Market in the Weak Form

Background: A well-known study, similar to ours, was made in 1985 in America, showing that "loser" portfolios outperformed the market while "winner" portfolios earned less return than the market. This finding is not in accordance with the theory of efficient markets. If a market...

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Bibliographic Details
Main Authors: Ekdahl, Malin, Aram Roya, Emilia
Format: Others
Language:English
Published: Linköpings universitet, Ekonomiska institutionen 2003
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-1536