Sökning: "low priced stocks"

Hittade 5 uppsatser innehållade orden low priced stocks.

  1. 1. The Uncertainty of Risk - Volatility of Volatility in the Swedish Equity Market

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ali Khanzadi; Fredrik Elliot; [2016]
    Nyckelord :Uncertainty; Volatility of Volatility; Aggregate risk factors; ICAPM; Business and Economics;

    Sammanfattning : In addition to market volatility, a stylized theoretical model and recent empirical findings suggests the existence of a premium for market volatility of volatility. By developing seven different measures of volatility of volatility and through the method of principal component analysis, we investigate if this aggregate uncertainty is priced in the Swedish equity market. LÄS MER

  3. 2. The principal agent

    Kandidat-uppsats, Högskolan Kristianstad/Sektionen för hälsa och samhälle

    Författare :Emanuel Brusewitz Collin; Andreas Svensson; [2014]
    Nyckelord :low priced stocks; effective markets; lemon market;

    Sammanfattning : Problem: How can segments on Aktietorget explain how a lemon market can not only survive but grow? Purpose: The purpose is to try to explain how Aktietorget can grow under lemon market conditions by gauging investor groupings investment tendencies. Method: Quantitative archival study regarding returns and price per share depending on investor identity. LÄS MER

  4. 3. Tick Size Reduction and Market Quality: The Stockholm Stock Exchange

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

    Författare :Fredrik Herslow; Dan Parksjö; [2011]
    Nyckelord :Market Quality; Liquidity; Bid-Ask Spread; Depth; Trading Volume;

    Sammanfattning : The implementation of the FESE tick size table 2 on June 7 2010 meant a reduction in the minimum tick size for all Large Cap stocks on the Stockholm Stock Exchange. By using order data from Nasdaq OMX, this study investigates the impact of the tick size reduction on market quality by examining quoted bid-ask spread, quoted depth, trading volume and volatility. LÄS MER

  5. 4. The Idiosyncratic Volatility Puzzle: Further Evidence from the European Equity Market

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Johan Wessman; Erik Rostedt; [2011]
    Nyckelord :Market anomaly; idiosyncratic volatility; asymmetric volatility; asset pricing; panel data; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : We do not find clear evidence of an idiosyncratic volatility puzzle on the three markets. Our models are inconclusive with a negative risk premium for the time series portfolio based regression model while the premium is positive in the panel data model. LÄS MER

  7. 5. From Value to Growth Stocks: A Financial Ratio Analysis

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Johan Magnusson; Malte Dirks; [2007]
    Nyckelord :Financial ratios; Growth stocks; Multivariate discriminant analysis; Value creation; Value investing; Value stocks; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : The value investing philosophy, which can be traced at least to the teaching of Graham and Dodd in the 1930’s, entails identifying and investing in potentially under valued stocks with a potential for extraordinary returns. The focus of this thesis is to identify patterns and characteristics in financial accounting data preceding creation of shareholder value. LÄS MER