Sökning: "negative price movements"

Visar resultat 1 - 5 av 31 uppsatser innehållade orden negative price movements.

  1. 1. Machine Learning Based Stock Price Prediction by Integrating ARIMA model and Sentiment Analysis with Insights from News and Information

    Kandidat-uppsats, Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Författare :Teja Sai Vaibhav Boppana; Joseph Sudheer Vinakonda; [2023]
    Nyckelord :Machine Learning; Market Trends; News; Headlines Stock Price Prediction; VADER.;

    Sammanfattning : Background: Predicting stock prices in today’s complex financial landscape is asignificant challenge. An innovative approach to address this challenge is integrating sentiment analysis techniques with the well-established Autoregressive IntegratedMoving Average (ARIMA) model. LÄS MER

  3. 2. New kid on the block

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

    Författare :Eddie Hagberg; Philip Kristoffersson; [2022]
    Nyckelord :Sweden; IPOs; Short-Run Performance; Industry Peers; Stock Price Reaction;

    Sammanfattning : We analyze the effect of completed initial public offerings (IPOs) on listed industry peers around the time of an IPO within the same industry, in the Swedish market. Providing evidence that industry peers experience negative stock price reaction, in relation to a comparable index, in the period before the IPO. LÄS MER

  4. 3. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Robin Nordström; Sepand Tabari; [2021]
    Nyckelord :Applied Mathematics; Financial Mathematics; Option Pricing; Binomial Option Pricing Model; Basket Option; Delta Neutrality; Data Analysis; Tillämpad Matematik; Finansiell Matematik; Optionsprissättning; Binomialmodellen; Korgoption; Deltaneutralitet; Dataanalys;

    Sammanfattning : Hedge funds use a variety of different financial instruments in order to try to achieve over-average returns without taking on excessive risk - options being one of the most common of these instruments. Basket options is a type of option that is written on several underlying assets that can be used to hedge risky positions. LÄS MER

  5. 4. Analyst recommendations and abnormal returns : An event study on OMX Stockholm 30

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Krenare Salihu; Ludwig Flank Zetterström; [2021]
    Nyckelord :Finance; event study; recommendations; abnormal returns; behavioral finance;

    Sammanfattning : The main purpose of this study is to contribute to the previous literature by evaluating positive changes in analysts' consensus recommendations of the stocks listed in OMXS30. We analyze if new positive changes in consensus recommendations correspond with lower abnormal returns. LÄS MER

  7. 5. The Impact of a Pandemic (COVID-19) on the Stock Markets : A Study on the Stock Markets of China, US and UK

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :Mundi Mike-Hana Fongang; Nusaiba Ahmadi; [2020]
    Nyckelord :;

    Sammanfattning : The main aim of this research is to observe the impact of the current pandemic (COVID-19) on the stock markets and the focus has been on three countries: China, United Kingdom (UK) and United States (US). These three countries have been chosen to show the difference between the degrees of impact based on the different timings in which the respective countries contracted the virus. LÄS MER