dc.contributor.author | Saitov, Husein | |
dc.date.accessioned | 2016-02-25T11:11:08Z | |
dc.date.available | 2016-02-25T11:11:08Z | |
dc.date.issued | 2015 | |
dc.identifier.uri | http://hdl.handle.net/11250/2380476 | |
dc.description | Master thesis Business Administration- University of Agder, 2015 | nb_NO |
dc.description.abstract | In 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.iso | eng | nb_NO |
dc.publisher | Universitetet i Agder ; University of Agder | nb_NO |
dc.subject.classification | BE 501 | |
dc.title | Performance of Technical Trading Rules in the US and Swedish Stock Markets | nb_NO |
dc.type | Master thesis | nb_NO |
dc.subject.nsi | VDP::Social science: 200::Economics: 210::Economics: 212 | nb_NO |
dc.source.pagenumber | 56 s. | nb_NO |