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dc.contributor.authorSaitov, Husein
dc.date.accessioned2016-02-25T11:11:08Z
dc.date.available2016-02-25T11:11:08Z
dc.date.issued2015
dc.identifier.urihttp://hdl.handle.net/11250/2380476
dc.descriptionMaster thesis Business Administration- University of Agder, 2015nb_NO
dc.description.abstractIn this thesis I am testing the performance of two of the most popular market-timing strategies, the simple-moving average and time-series momentum, compared to the performance of the passive buy-and-hold strategy using in-sample testing. The strategies are implemented on two sets of data, one being the S&P500 for the period 1926 to 2013, and the second the Swedish stock market for the period 1919 to 2006. I replicate the results of previous studies on the S&P500, and also contribute to the ongoing research by extending the testing of the performance of the market-timing strategies to the Swedish stock market. The results of the in-sample test show that the market-timing strategies have better performance than the passive buy-and-hold strategy. However there are too many uncertain factors to conclude that the market-timing strategies are superior to the passive buy-and-hold strategy without conducting further extensive research.nb_NO
dc.language.isoengnb_NO
dc.publisherUniversitetet i Agder ; University of Agdernb_NO
dc.subject.classificationBE 501
dc.titlePerformance of Technical Trading Rules in the US and Swedish Stock Marketsnb_NO
dc.typeMaster thesisnb_NO
dc.subject.nsiVDP::Social science: 200::Economics: 210::Economics: 212nb_NO
dc.source.pagenumber56 s.nb_NO


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