Sökning: "Bombay Stock Exchange"

Hittade 5 uppsatser innehållade orden Bombay Stock Exchange.

  1. 1. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory

    Magister-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Peter Johansson; [2019-01-22]
    Nyckelord :Extreme Value Theory; Generalized Pareto Distribution; Point-Over-Threshold method; risk measures; Value at Risk; Expected Shortfall;

    Sammanfattning : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. LÄS MER

  3. 2. Det Våras För Indien

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Alexander Tale; Harald Johansson; Johan Berglund; Sebastian Berlin; [2016]
    Nyckelord :Indien; IPO; BSE; Prestation; Förstadagsavkastning; Business and Economics;

    Sammanfattning : Investeringar till stängningskursen under första handelsdagen i börsintroduktioner på Bombay Stock Exchange genererar en negativ anormal avkastning på kort såväl som lång sikt. Endast en av de undersökta variablerna, branschen Healthcare, har ett statistiskt säkerställt samband med den långsiktiga prestationen... LÄS MER

  4. 3. Finding Value Through Sustainable Performance : A cross-sectional study of the relationship between risk-adjusted return and Environmental, Social and Governance performance on the Indian stock market

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Christoffer Johansson; Petter Lundström; [2015]
    Nyckelord :ESG; India; Risk-adjusted return; Screening; Efficient markets;

    Sammanfattning : Problem background and discussion: Emerging countries economies are growing substantially; one of these is India which stock market has been one of the best performing in the world in recent years. Analysts are forecasting further development and some claims that India has the most business- and investment-stimulating political leaders in the world. LÄS MER

  5. 4. Investor Relations and Firm Value

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Prithu Banerjee; Akshay Dev Ravi Coppa; [2011-07-21]
    Nyckelord :Investor relations; Disclosure; Internet financial reporting; India; Tobin’s Q;

    Sammanfattning : It has been widely discussed that effective investor relations activity by the companies leads to reduction in information asymmetry which has a positive effect on firm value. In our study we observe the effective online representation of investor relation practices by means of evaluating current and historical share prices, shareholding patterns, corporate news, financials and information on company's websites. LÄS MER

  7. 5. Testing the capm in the Indian market, a A study that investigates the validity of the CAPM in Bombay Stock Exchange SENSEX30

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Diwani Mazen Mohamad; [2010]
    Nyckelord :beta; CAPM; Bombay Stock Exchange; stocks’ returns; risk free rate; stocks .; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : This paper is designed to examine the validity of the CAPM model in the emerging markets. I took the Indian market to be the case in which we examine the applicability of this model and therefore I decided to perform the study on one of the biggest Indian markets; Bombay Stock Exchange. LÄS MER