Sökning: "Swedish stock market."
Visar resultat 16 - 20 av 1325 uppsatser innehållade orden Swedish stock market..
16. Ekonomiska risker med ägarlägenheter : Ägarlägenheter, en möjlighet under ekonomisk nedgång?
Kandidat-uppsats, KTH/Lantmäteri – fastighetsvetenskap och geodesiSammanfattning : Ägarlägenheter är en upplåtelseform som bygger på tredimensionell fastighetsindelning. Denmöjliggjordes i svensk lagstiftning år 2009 med syftet att bidra till en mångfaldig bostadsmarknad,samt erbjuda fastighetsägaren större frihet att förfoga över den egna bostaden. LÄS MER
17. Unveiling the Predictive Power
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : To obtain excessive returns on the stock market, investors should be able to effectively forecast what drives the fluctuations of the stock market. The usage of macroeconomic factors as indicators for stock market performances has been utilized more profoundly in recent times. LÄS MER
18. Unraveling the Payout Puzzle
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : Purpose: The purpose of this study is to investigate if institutional ownership has an impact on a firm’s total payout ratio in Swedish firms. Methodology: The study uses fixed effects models with robust standard errors clustered by firm with year effects and provides several robustness checks by altering the dependent variable in our analysis. LÄS MER
19. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : This paper investigates how Markov chain modelling can be applied to the Swedish stock index OMXS30. The investigation is two-fold. Firstly, a Markov chain is based on index data from recent years, where properties such as transition matrix, stationary distribution and hitting time are studied. LÄS MER
20. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. LÄS MER