Master thesis in Business Administration, Swedish Business School at Örebro University, spring semester 2012 Authors: Anders Oskarsson & Christian Uhlander Title: I’m going to make you rich! -With a little help from Piotroski Research objective: This paper examines whether a simple account-based analysis strategy, F_SCORE, can improve returns earned by an investor. The results show that F_SCORE generated a 69,7 % annual return between 2001-2010 at the Swedish market, which was better than the further developed model A_SCORE. Overall, the evidence suggests that the market does not incorporate historical information into prices in a timely manner. Methodology: The foundation for this thesis is based on a quantitative approach and empirical material is gathered from Thomson Reuters Datastream for the Swedish market.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:oru-23432 |
| Date | January 2012 |
| Creators | Oskarsson, Anders, Uhlander, Christian |
| Publisher | Örebro universitet, Handelshögskolan vid Örebro Universitet, Örebro universitet, Handelshögskolan vid Örebro Universitet |
| Source Sets | DiVA Archive at Upsalla University |
| Language | Swedish |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
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