Sökning: "Stock Volatility"
Visar resultat 1 - 5 av 470 uppsatser innehållade orden Stock Volatility.
1. Network Connectedness in Financial Markets
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper is a collection of two different theses discussing the prediction of the returns and volatilities of the S&P 500 constituents and of US Real Estate Investment Trusts (REITs) by analyzing their centrality within the financial market network. Both empirical works summarize the relevant financial and network literature, demonstrating how modeling stock connectedness within financial markets makes it possible to create returns and volatility predictors, improving investors' portfolio allocations and achieved investment Sharpe ratios. LÄS MER
2. Board Diversity's effect on Stock Volatility An empirical study on the Swedish market
Kandidat-uppsats,Sammanfattning : In recent years, group diversity has become a prevalent topic of discussion with regard to benefits and drawbacks. This thesis examines the impact of board diversity on stock volatility using data on board directors in Swedish companies over a ten-year period. LÄS MER
3. Power Play: The influence of energy prices on ESG Stocks’ performance during the Energy Crisis A quantitative study performed on the Swedish stock market
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : This research paper is focused on the impact of the European energy crisis on ESG (Environmental, Social, and Governance) stocks. The paper aims to examine the extent to which the performance of stocks with high ESG scores has been affected by energy prices and volatility during the energy crisis. LÄS MER
4. Exploring the Idiosyncratic Volatility Anomaly in the Swedish Stock Market: An Empirical Analysis of its Impact on Returns
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : We examine the cross-sectional relationship between idiosyncratic volatility relative to the Fama-French three factor model and expected stock returns. We find that portfolios containing the firms with the lowest idiosyncratic risk offers excess returns in relation to the prediction of the Fama-French three factor model, while those with the highest idiosyncratic risk do not. LÄS MER
5. Svenska privatpersoners investeringsbeteende: Kryptomarknaden : En kvantitativ studie om hur svenska privatpersoner investerar i kryptovalutor
Magister-uppsats, Högskolan i Halmstad/Akademin för företagande, innovation och hållbarhetSammanfattning : Titel: Svenska privatpersoners investeringsbeteende: Kryptomarknaden - En kvantitativ studie om hur svenska privatpersoner investerar i kryptovalutor Bakgrund: Kryptomarknaden har på senare år blivit alltmer populär och visat på en stark tillväxt. Trots detta förblir den en oförutsägbar och riskfylld marknad för investeringar. LÄS MER