Sökning: "Rolling regressions"

Visar resultat 1 - 5 av 8 uppsatser innehållade orden Rolling regressions.

  1. 1. Do two heads think better than one? Risk Differences in Gender and Team vs. Single Managed Mutual Equity Funds in Sweden

    Kandidat-uppsats,

    Författare :Zelda Harbecke; Hanna Kyséla; [2023-06-29]
    Nyckelord :;

    Sammanfattning : This empirical study examines whether team or single-managed mutual equity funds in the Swedish fund market are more risk-prone conditionally on the management structure during the last five years (2018-2022). Additionally, the gender of each fund manager is analyzed in order to find answers regarding gender's risk approach in investment decisions. LÄS MER

  3. 2. 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

  4. 3. Cryptocurrency Market Anomalies: The Day-of-the-week Effect : A study on the existence of the Day-of-the-week effect in cryptocurrencies and crypto portfolios.

    Kandidat-uppsats, Jönköping University/IHH, Nationalekonomi

    Författare :Robin Hinny; Dorottya Kata Szabó; [2022]
    Nyckelord :Cryptocurrency; Day-of-the-week Effect; Cryptocurrency portfolios; Efficient Market Hypothesis; Bitcoin; Market Anomaly; Rolling regressions; The Markowitz model;

    Sammanfattning : This research paper studies the Day-of-the-week effect in the cryptocurrency market. Using multiple regression, we analyze the effect using 12 counterfactual optimized portfolios of the cryptocurrencies, as well as the 10 cryptocurrencies alone. LÄS MER

  5. 4. Google Trends and Stocks: Retail Investing's Effect on Trading Performance of Swedish Large Cap Stocks

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

    Författare :Oscar Ehinger; Samier Thomas Musa; [2022]
    Nyckelord :Big Data; Google Trends; Retail Investing; Online Attention; Stock Trading;

    Sammanfattning : We elaborate on the measure of retail investor attention by assessing search frequency in Google Trends. Search Volume Index (SVI) is explored as a proxy for attention that stocks get from retail investors, and we discuss its explanatory power on stock metrics. LÄS MER

  7. 5. Survival Bias and the Impact of HIV on Wealth in Sub-Saharan Africa

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Maxim Brüls; Johanna Dees; [2019-07-02]
    Nyckelord :HIV; Instrumental Variables Regressions; Rolling Window; Circumcision; Wealth; sub-Saharan Africa;

    Sammanfattning : In this paper we estimate the effect of HIV-infection on household wealth. We use circumcision status as an instrumental variable, combined with DHS data, to obtain an exogenous variation in HIV on the individual level. LÄS MER