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School of Business | Department of Finance | Finance | 2014
Thesis number: 13739
Fundamental trading strategies in frontier markets
| Author: | Jantunen, Anton |
| Title: | Fundamental trading strategies in frontier markets |
| Year: | 2014 Language: eng |
| Department: | Department of Finance |
| Academic subject: | Finance |
| Index terms: | rahoitus; financing; sijoitukset; investments; strategia; strategy; portfolio; portfolio; tuotto; rate of return |
| Pages: | 80 |
| Full text: | |
| Key terms: | Frontier; markets; portfolio; strategy; industry; normalization; fundamental; valuation; alpha; value |
| Abstract: |
This thesis aims to be the first paper to study non normalized and industry normalized fundamental trading strategies in the frontier markets. Specifically, I test whether book-to-market (B/M), earnings-to-price (E/P), dividend-to-price (D/P), and EBITDA-to-enterprise value (E/E) strategies can create constant abnormal returns in the frontier markets.
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