Empirical tests om the Hungarian stock market efficiency: economic value of stock return forecasts

Csuthi, Virag (A.A. 2017/2018) Empirical tests om the Hungarian stock market efficiency: economic value of stock return forecasts. Tesi di Laurea in Empirical finance, LUISS Guido Carli, relatore Federico Calogero Nucera, pp. 54. [Master's Degree Thesis]

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Abstract/Index

Literature review. Methodology. Base set of variables. Empirical results. Sub-sample analysis of the switching portfolio trading-strategy.

References

Bibliografia: pp. 33-35.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Empirical finance
Thesis Supervisor: Nucera, Federico Calogero
Thesis Co-Supervisor: Santucci de Magistris, Paolo
Academic Year: 2017/2018
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 17 Jan 2019 11:48
Last Modified: 17 Jan 2019 11:48
URI: https://tesi.luiss.it/id/eprint/21952

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