Sökning: "Stock return volatility"

Visar resultat 1 - 5 av 89 uppsatser innehållade orden Stock return volatility.

  1. 1. Financial Reporting for Contingent Convertibles in Banks: Liability or Equity?

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Osama Masri; Daniel Mörner; [2017-08-09]
    Nyckelord :Contingent Convertibles; CoCos; liability versus equity; IAS 32; Common Equity Risk; Stock return volatility; Basel III; Hybrid Financial Instruments;

    Sammanfattning : MSc in Accounting.... LÄS MER

  2. 2. The Effect of Customer-base Diversification on Idiosyncratic Volatility

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ronie Islam; Anton Törnblom; [2017]
    Nyckelord :Customer-base Concentration; Idiosyncratic Volatility; Diversification; Business and Economics;

    Sammanfattning : The study sets out the objective to investigate how a firm’s customer-base diversification affects its stock return idiosyncratic volatility. The research paper primarily focuses on the way that the distribution of sales impacts the firm specific risk that is unrelated to the risk of the market, and it does so through the use of both a geographical and an operating customer-base concentration measure. LÄS MER

  3. 3. Riskjusterad avkastning i nynoteringar på Aktietorget : En jämförelse av Sharpe- och Sortinokvoten

    Magister-uppsats, Linköpings universitet/FöretagsekonomiLinköpings universitet/Filosofiska fakulteten; Linköpings universitet/Filosofiska fakultetenLinköpings universitet/Företagsekonomi

    Författare :Petter Fredriksen; Madeleine Lundberg; [2017]
    Nyckelord :IPOs; Aktietorget; Risk-adjusted return; Sharpe ratio; Sortino ratio; Börsintroduktioner. Aktietorget; Riskjusterad avkastning; Sharpekvoten; Sortinokvoten;

    Sammanfattning : Bakgrund: De senaste åren har en stark underprissättningstrend observerats i det ökande antalet börsnoteringar, vilket har skapat ett starkt investerarintresse. En stor del av dessa nyintroducerade bolag är småbolag, varav de flesta noteras på mindre handelsplatsformer, så kallade MTF:er. LÄS MER

  4. 4. The Benefit of Risk Reduction : A quantitative study on the effect of Enterprise Risk Management in the Nordic Market

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Författare :Philip Petersson; Anthony McCabe; [2017]
    Nyckelord :Enterprise Risk Management; ERM; Volatility; Risk; Risk Management; Nordic Market; Implementation; Financial Crisis; GARCH;

    Sammanfattning : Coming off of the heels of the financial crisis, risk management has garnered a large spotlight in recent years, and created a need for research to be conducted into systems such as Enterprise Risk Management (ERM) and their effectiveness. For this reason, this study has the main and secondary purpose as follows: test the effect of enterprise risk management on risk (measured through stock return volatility) for a company within the Nordic Market, as well as specifically during the financial crisis, test the effect of enterprise risk management on risk (measured through stock return volatility), respectively. LÄS MER

  5. 5. Macroeconomic determinants of the time-varying correlation between stock and bond returns: A study of the Swedish market

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

    Författare :Oskar Wilhelmsson; Jakob Mårtensson; [2017]
    Nyckelord :Time-varying correlation; stock-bond correlation; macroeconomic determinants; flight-to-quality; currency value;

    Sammanfattning : This paper investigates how and to what extent realized fundamental macroeconomic factors affect the time-varying correlation between stock and bond returns on the Swedish financial market. We use daily return data of the OMXS30 and Swedish government bonds, and monthly or quarterly data of macroeconomic factors. LÄS MER

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