Sökning: "Joakim Mårs"

Hittade 2 uppsatser innehållade orden Joakim Mårs.

1. 1. Exploring the Factors Contributing to Bond Yield Spreads : A Garch Approach

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

   Författare :Joakim Mårs; Tobias Stark; [2023]
   Nyckelord :;

   Sammanfattning : The goal of this study is to explore which factors contribute to bond yield spreads. To achieve this goal, this study utilizes a variety of GARCH models to find the best-fitting models to describe our data samples of callable, and non-callable bonds. LÄS MER

3. 2. Is it possible to forecast which firms will be shorted? : Evidence from S&P 500

   Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Författare :Joakim Mårs; Tobias Stark; [2022]
   Nyckelord :Short selling; S P 500; fundamental ratios; abnormal returns; OLS regression; significance levels; forecasts; institutional ownership;

   Sammanfattning : This thesis aims to examine whether it is possible to forecast which firmswill be shorted. To do this a regression was constructed using a sample of thecompanies currently included in S&P 500. LÄS MER