Efficient market hypothesis and behavioral finance in a Covid-19 environment: evidence from Italy
Rinaldi, Giacomo (A.A. 2021/2022) Efficient market hypothesis and behavioral finance in a Covid-19 environment: evidence from Italy. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 71. [Master's Degree Thesis]
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Abstract/Index
Theoretical framework. The concept of efficiency. Review of existing literature. An alternative approach: behavioral finance. Data. Descriptive statistics. Methodology. Tests of the weak-form efficient market hypothesis. Overconfidence bias test: VAR models and IRFs. Conservatism bias test: momentum trading strategies. Results. Weak-form efficient market hypothesis results. Overconfidence bias results. Conservatism bias: momentum strategies results.
References
Bibliografia: pp. 54-60.
| 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: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Traficante, Guido |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 24 Jan 2023 15:12 |
| Last Modified: | 24 Jan 2023 15:12 |
| URI: | https://tesi.luiss.it/id/eprint/34719 |
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