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[{"key": "dc.contributor.advisor", "value": "Lehkonen, Heikki", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.advisor", "value": "Heimonen, Kari", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Hamberg, Herbert", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2023-04-14T10:13:07Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2023-04-14T10:13:07Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2023", "language": "", "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/86342", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "Momentumkirjallisuudessa on viime vuosien aikana her\u00e4tt\u00e4nyt kiinnostusta faktorimomentum, joka on erilaisten faktoreiden eli riskitekij\u00f6iden ajallista painottamista momentum-periaatteen mukaisesti. T\u00e4ss\u00e4 pro gradu -tutkielmassa k\u00e4yd\u00e4\u00e4n l\u00e4pi Yhdysvaltojen osakemarkkinoilla faktorimomentum-strategialla saatavia tuottoja, sek\u00e4 tutkitaan t\u00e4m\u00e4n k\u00e4ytt\u00e4ytymist\u00e4 markkinakriiseiss\u00e4. Strategian tuottoja vertaillaan my\u00f6s perinteiseen osakemomentumiin. Tulosten l\u00e4pik\u00e4ymisess\u00e4 painotetaan markkinaromahdusten n\u00e4k\u00f6kulmaa, joka on yksi momentum-strategioiden haavoittuvuuksista. Momentum-romahdusten aikana portfolioiden arvosta voi h\u00e4vit\u00e4 merkitt\u00e4v\u00e4 osa, mink\u00e4 katsotaan osaltaan my\u00f6s oikeuttavan korkeita momentumtuottoja nousumarkkinoissa.\nTutkimuksessa faktorimomentumin osalta saatiin tilastollisesti merkitsevi\u00e4 tuloksia koko tarkasteluaikav\u00e4lilt\u00e4. Tutkimuksessa suoritetun dummy-muuttujia hy\u00f6dynt\u00e4v\u00e4n regressioanalyysin perusteella havaittiin my\u00f6s mielenkiintoisia havaintoja faktorimomentum-strategian k\u00e4ytt\u00e4ytymisest\u00e4 laskumarkkinoissa, mink\u00e4 mukaan faktorimomentum on v\u00e4ltt\u00e4nyt osakemomentumia paremmin suurimmat markkinaromahdukset. Faktorimomentumin \u00e4\u00e4ridesiileiss\u00e4 havaittiin my\u00f6s eroavaisuuksia osakemomentumiin verrattuna", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Paivi Vuorio (paelvuor@jyu.fi) on 2023-04-14T10:13:07Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2023-04-14T10:13:07Z (GMT). No. of bitstreams: 0\n Previous issue date: 2023", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "61", "language": "", "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": null, "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "faktorimomentum", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "Yhdysvallat", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "laskumarkkina", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Faktorimomentum ja laskumarkkinat Yhdysvalloissa", "language": "", "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-202304142468", "language": "", "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4 University School of Business and Economics", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4n yliopiston kauppakorkeakoulu", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Taloustieteet", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Business and Economics", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Taloustiede", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Economics", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.copyright", "value": "\u00a9 The Author(s)", "language": null, "element": "rights", "qualifier": "copyright", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "restrictedAccess", "language": null, "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "2041", "language": "", "element": "subject", "qualifier": "oppiainekoodi", "schema": "dc"}, {"key": "dc.subject.yso", "value": "regressioanalyysi", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "portfoliot", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "osakkeet", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "strategiat", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}, {"key": "dc.rights.accessrights", "value": "The author has not given permission to make the work publicly available electronically. Therefore the material can be read only at the archival workstation at Jyv\u00e4skyl\u00e4 University Library (https://kirjasto.jyu.fi/collections/archival-workstation).", "language": "en", "element": "rights", "qualifier": "accessrights", "schema": "dc"}, {"key": "dc.rights.accessrights", "value": "Tekij\u00e4 ei ole antanut lupaa avoimeen julkaisuun, joten aineisto on luettavissa vain Jyv\u00e4skyl\u00e4n yliopiston kirjaston arkistoty\u00f6semalta. Ks. https://kirjasto.jyu.fi/kokoelmat/arkistotyoasema..", "language": "fi", "element": "rights", "qualifier": "accessrights", "schema": "dc"}]
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