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Table of contents
1. INTRODUCTION
1.1. Background
1.2. Problem Discussion
1.3. Research Questions
1.4. Purpose
1.5. Perspective
1.6. Delimiting
2. THEORETICAL FRAMEWORK
2.1. Efficient Market Hypothesis (EMH)
2.2. Criticism Against EMH
2.3. Portfolio Theory
2.3.1. Portfolio Risk and Historical Rate of Return
2.3.2. OMX Stockholm 30 Index (OMXS 30)
2.3.3. Risk Adjustment
2.4. Valuation Models and Fundamental Analysis Models
2.5. Previous Researches
2.5.1. Oertmann- Study in three regions, 18 stock markets
2.5.2. Anderson and Brooks, Study of Long-Term Price-Earnings Ratio (UK)
2.5.3. Fama and French, the International Evidence.
2.5.4. The Value Premium by Lu Zhang
2.5.5. Summary of the Selected Previous Studies and the Research Frontiers
3. METHOD
3.1. Methodological Approach
3.2. Quantitative Research
3.3. Data Collection and Portfolio Creation
3.4. Procedures and Steps Used in the Calculation of the Various Returns
3.5. Reliability
3.6. Validity
3.7. Method Critic
4. RESULTS
4.1. Comparing Value and Growth Portfolio Holding Period Returns (HPR)
4.1.1. HPR vs. Market Index
4.2. Comparing Value and Growth Portfolio Mean Price Returns
4.2.1 Mean Price Return vs. Market Index
4.3. Comparing Value and Growth Portfolio Risk-Adjusted Returns
4.3.1. Risk-Adjusted Return vs. Market Index
4.4. Comparing Value and Growth Portfolio Returns and Change in GDP
4.4.1 Holding Period Return (HPR) and GDP
4.4.2 Mean Price Return and GDP
4.4.3 Risk-Adjusted Rate of Return and GDP
5. ANALYSIS
5.1. Analysis and Discussions
6. CONCLUSIONS and REMARKS
6.1. Conclusion
6.2. Shortcomings of the Study
6.3. Remarks
6.4. Recommendations for Further Studies
BIBLIOGRAPHY
APPENDICES
