Sökning: "international asset pricing"

Visar resultat 1 - 5 av 16 uppsatser innehållade orden international asset pricing.

  1. 1. Volatility-managed portfolios in the international markets

    Master-uppsats, Stockholms universitet/Finansiering

    Författare :Soroush Hasanpour; Emil Adamsson; [2022]
    Nyckelord :Financial Markets; Asset-pricing; asset pricing; Equity; Equity Markets; Volatility; Volatility-management; international markets; Volatility pricing; Pricing anomalies;

    Sammanfattning : Volatility-managed portfolios offer mixed returns in an international setting based on ex-ante information. The results of this paper further strengthen the theory that the variability of excess returns from volatility-management are more dependent on underlying investor strategy rather than differences of global markets. LÄS MER

  3. 2. Eu State Aid Rules And Corporate Direct Tax Arrangements : An Analysis of Article 107(1) TFEU and Recent case Developments with the principle of Legality

    Magister-uppsats, Uppsala universitet/Juridiska institutionen

    Författare :Sharon Mame Sika Värttö; [2022]
    Nyckelord :State aid; Tax ruling; Tax avoidance; Hybrid arrangement; Aid recovery; Legality; Legal certainty; Selective advantage; Harmful tax competition; Transfer pricing; Arm’s length principle; Economic advantage.;

    Sammanfattning : The European Union was devised to promote competition in the international market environment and ensure balanced allocation of fiscal and political requirements of the Member States. Globalization has led to enabling tax environments through granting of tax benefits by EU Member jurisdictions intended to promote competition in attracting foreign investment, trade, and development. LÄS MER

  4. 3. Political Risk in Asset Pricing - Evidence from Latin America: An Empirical Study of Brazil, Chile, Colombia, Mexico, and Peru

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

    Författare :Henry Chen; Maximilian Stärk; [2021]
    Nyckelord :Country risk; Emerging markets; Fama-French; International valuation; Political risk;

    Sammanfattning : Project valuation in emerging markets is an important issue in international business. Practitioners and academics usually suggest adjusting the discount rate with the sovereign yield spread to capture political risk in the valuation. LÄS MER

  5. 4. Pricing power and time-variation of global factor proxies

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Usama Malik; [2020]
    Nyckelord :international asset pricing; financial integration; Stochastic Discount Factor; pricing power; time-variation; Business and Economics;

    Sammanfattning : The marginal pricing power and individual impact of proxies used in international asset pricing and financial integration studies is not well researched. In this study I look at the most widely used proxies; i.e. World Index Return, change in Eurodollar rate, change in spread between 10-year U. LÄS MER

  7. 5. International Volatility-Managed Equity Factors

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

    Författare :Charles Ye; Gustav Österberg; [2018]
    Nyckelord :international asset pricing; volatility-managed portfolios; volatility timing; momentum crashes;

    Sammanfattning : Recent studies show that volatility timing works well across a number of different US asset pricing factors and for 20 developed market indices. Our study expands the literature by testing the same strategy across seven equity factors on an aggregate international level as well as for five equity factors on a country level in 24 developed markets. LÄS MER