Sökning: "korrelation och volatilitet"

Visar resultat 11 - 15 av 39 uppsatser innehållade orden korrelation och volatilitet.

  1. 11. Swedish finance Twitter accounts short term impact on Swedish small cap companies

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :John Janér; Noah Rahimzadagan; [2021]
    Nyckelord :Human behavior; Financial markets; Sentiment analysis; Twitter; Mänskligt beteende; Finansiella marknader; Sentimentanalys; Twitter;

    Sammanfattning : Over the last five years, the amount of retail investors has increased immensely. Trying to make informed decisions, many of the more active investors look to social media as a source of information. LÄS MER

  3. 12. @TheRealDonaldTrump’s tweets correlation with stock market volatility

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Isak Olofsson; [2020]
    Nyckelord :Donald Trump; Volatility; Cboe VIX; Twitter; Stock Market; TF-IDF; Regression analys; Statistic; Applied mathematics; Financial mathematicsis; Donald Trump; Volatilitet; Cboe VIX; Twitter; Aktiemarknaden; TF-IDF; Regressionsanalys; Statistik; Tillämpad matematik; Finansiell matematik;

    Sammanfattning : The purpose of this study is to analyze if there is any tweet specific data posted by Donald Trump that has a correlation with the volatility of the stock market. If any details about the president Trump's tweets show correlation with the volatility, the goal is to find a subset of regressors with as high as possible predictability. LÄS MER

  4. 13. Borta bra men hemma bäst : Home bias i svenskregistrerade fonder vid olika marknadsförhållanden

    Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Författare :emma johansson; Ellinor Jonsson; [2020]
    Nyckelord :Home bias; bearmarket; bullmarket; market conditions; volatility; transaction costs; Home bias; bear-marknad; bull-marknad; marknadsförhållande; volatilitet; transaktionskostnader;

    Sammanfattning : Bakgrund: Människor tenderar att i större grad investera i bekanta företag i närområden, detta psykologiska fenomen kallas för home bias. Det kan bli problematiskt då det kan medföra att investerare inte optimerar sina portföljer utifrån risk, avkastning och korrelation mellan tillgångarna i portföljen. LÄS MER

  5. 14. It’s Not EU, It’s Me! : An Event Study of Brexit on Financial Markets

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Greta Olsson Lööf; Aleksandra Vojcic; [2019]
    Nyckelord :Brexit; Correlation; DCC GARCH; EU; Time Series; Volatility.; DCC GARCH; EU; Korrelation; Tidsserier; Volatilitet.;

    Sammanfattning : This paper investigates the impact of the European Union membership referendum in the UK on the correlations and volatility between three different broad stock market indices, utilizing an econometric time series model called DCC GARCH. Findings support the claim of higher volatility peaks on the stock market as an immediate response to the event. LÄS MER

  7. 15. Classification of Financial Instruments

    Master-uppsats, KTH/Matematisk statistik

    Författare :Andreas Lindberg; [2019]
    Nyckelord :IFRS; Financial instruments; Classification; Fair value; Fair value hierarchy; Autocall; Swap; European option; Asian option; Implied volatility; Correlation; Market activity; Interest rates;

    Sammanfattning : In this thesis a general framework and accompanying guidelines for how to classify financial instruments within the fair value hierarchy (included within IFRS 13) is presented. IFRS 13 introduces a broad and loosely defined regulation of how to classify a financial instrument which leaves room for misinterpretation and uncertainties. LÄS MER