Sökning: "David Hasselström"

Hittade 4 uppsatser innehållade orden David Hasselström.

  1. 1. Does High-Frequency Trading Affect Stock Market Predictability?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustav Egesten; David Hasselström; [2018]
    Nyckelord :High-Frequency Trading; Predictability; Forecasting; ARMA; GARCH; Business and Economics;

    Sammanfattning : In this paper, it is investigated whether High-Frequency Trading has an impact on the stock market predictability or not, using nine different Autoregressive moving average models forecasts are generated. Thenceforth, ordinary least squares are used to regress the variance of the forecasting errors with High-Frequency Trading as an explanatory variable in order to see if it has any form of impact. LÄS MER

  3. 2. Aktiv eller Passiv förvaltning?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :William Personne; David Hasselström; [2017]
    Nyckelord :Effektiva marknadshypotesen; Sharpekvot; Treynors index; Jensens alfa; Marknadsneutral; Dogs of the Dow; Beta; Business and Economics;

    Sammanfattning : Den effektiva marknadshypotesen bygger på att en effektiv marknad försvårar eller helt eliminerar möjligheten att få riskjusterad överavkastning på ett strukturerat och återkommande vis. Syftet med denna uppsats är att undersöka huruvida det, trots en effektiv marknad, är möjligt att få riskjusterad överavkastning genom att använda välkända investeringsstrategier. LÄS MER

  4. 3. Subjective and objective performance assessment : Performance pay at Trelleborg Forsheda AB

    Magister-uppsats, IHH, Företagsekonomi

    Författare :David Luotonen; Markus Hasselström; [2009]
    Nyckelord :performance assessment; performance pay; individual salaries; incentive systems;

    Sammanfattning :   The purpose of this thesis is to understand the opinions and potential effects of objective and subjective assessments of performance as a basis for performance pay for blue-collar workers. The study takes a qualitative approach to find out how and why four companies - Trelleborg Forsheda, Finnveden Powertrain, Isaberg Rapid and Parker Hannifin- work with salaries, incentive system and performance assessment the way they do. LÄS MER

  5. 4. Performance Measurement : A study of financial and non-financial measures in two logistics oriented companies.

    Kandidat-uppsats, IHH, Företagsekonomi

    Författare :Markus Hasselström; David Luotonen; Joakim Johansson; [2008]
    Nyckelord :Performance Measurement; logistics oriented companies;

    Sammanfattning : The purpose of this Bachelor Thesis is to study performance measurement within two lo-gistics companies and how they balance financial and non-financial performance measures. The study takes a qualitative approach to find out how, and also why the two selected logis-tics companies handle performance measurement the way they do. LÄS MER