Sökning: "Industry-level returns"

Visar resultat 1 - 5 av 8 uppsatser innehållade orden Industry-level returns.

  1. 1. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics

    Kandidat-uppsats,

    Författare :Olle Fröling; Olle Wingstrand; [2022-06-29]
    Nyckelord :Equity Mutual Funds; Decreasing Returns to Scale; Alpha; Fund Skill; Fama-French Five-Factor Model; Nordic Equity Funds; Asian Equity Funds; Fixed Effects;

    Sammanfattning : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). LÄS MER

  3. 2. Presence of herd behavior in stock trading : Comparing different business sectors listed on the Swedish Stock Market

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Felix Tejland; [2020]
    Nyckelord :;

    Sammanfattning : This paper investigates the investment behavior among financial market participants. Using the methodology of Cross-Sectional Absolute Deviation (CSAD), focus is on the presence of herd behavior. LÄS MER

  4. 3. Big Data Strategies - Worth the Hype?

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Ksenia Parviainen; [2018]
    Nyckelord :google; big data; stock market prediction; SVI;

    Sammanfattning : This paper combines studies around investor attention, equity home bias puzzle and gradual diffusion of local information hypothesis. I study whether Google's Search Volume Index (SVI) has the ability to predict abnormal returns, volatility and liquidity on an industry level. LÄS MER

  5. 4. Oil price effect on Nordic equity market indices

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Linus Hedberg; Carl Wedefelt; [2016-01-27]
    Nyckelord :Return predictability; Oil prices changes; Market Efficiency; Industry-level returns;

    Sammanfattning : This paper empirically investigates the oil price predictability effect documented by Fan and Jahan-Parvar (2012) in the Nordic stock markets at industry-level returns. Using the percentage changes in oil spot prices as a predictor we find that oil price predictability is evident in a relatively small part of the studied industries. LÄS MER

  7. 5. Do markets react rationally? An event study on the effect of the 2010 volcano eruption on airline stock returns

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Eric Carlson Rydman; Oliver Graedtke; [2011]
    Nyckelord :event study; market rationality;

    Sammanfattning : In April 2010, a volcano eruption in Iceland caused a temporary flight ban on most of European airspace resulting in a negative financial impact on European airlines in particular. By conducting an event study, we investigate if market participants reacted rationally to the effects of this event. LÄS MER