Sökning: "Carl Tjernberg"

Hittade 2 uppsatser innehållade orden Carl Tjernberg.

  1. 1. There Is Nothing Certain But The Uncertain

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Hannes Thorstensson; Carl Tjernberg; [2023]
    Nyckelord :Uncertainty; Vol-of-vol; Ambiguity; Asset Pricing; Business and Economics;

    Sammanfattning : Risk and risk aversion are crucial concepts in finance. Models in finance typically assume a known probability distribution of returns, which does often not hold in reality. This papers aims to measure the uncertainty surrounding the probability distribution in equity markets and to evaluate if such uncertainty is priced. LÄS MER

  3. 2. r/wallstreetbets Influence on the Stock Market

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustaf Kinch; Carl Tjernberg; [2022]
    Nyckelord :Reddit; wallstreetbets WSB ; Stock Return; Sentiment Analysis; Dictionary Analysis; Business and Economics;

    Sammanfattning : This research aims to examine how much impact social media channels have on stock returns during unusual market events. We do this by measuring the sentiment and activity on the Reddit forum wallstreetbets (WSB) regarding some of the six most mentioned companies during the first four months of 2021 and connect this to their relative stock returns. LÄS MER