Sökning: "DAX30"

Hittade 4 uppsatser innehållade ordet DAX30.

  1. 1. INTERGRATION OF EUROPEAN EQUITY MARKETS

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

    Författare :Manne Ringström; Victor Tennby; [2016-02-02]
    Nyckelord :Intergration; equity markets; euro; indices; AEX; BEL20; CAC40; DAX30; LuxX; STOXX EUROPE; MSCI; risk premium seasonality; financial crisis;

    Sammanfattning : This thesis analyses the integration levels of European equity markets towards a regional market and the world market. In addition, we test for seasonality and unit root presence in the equity market indices. We use the returns of national equity indices of five euro-countries. LÄS MER

  3. 2. Determinants of Chairman Compensation An Empirical Analysis on German Large Caps

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Marc-André Greiner; Dorothea Agricola; [2015]
    Nyckelord :Two-Tier Supervisory Boards; DAX30; Cronyism; Chairman Compensation; German Corporate Governance System; Social Sciences;

    Sammanfattning : This study examines the determinants of chairman compensation in supervisory boards. The research is based on a sample of the 30 German DAX firms and focuses on the positive relationship of chairman compensation depending on CEO compensation. We investigate upon possible cronyism influencing the compensation setting process of chairmen. LÄS MER

  4. 3. Pairs Trading: Evaluation of profitability and risks on the Swedish stock market

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Pavel Lisev; Marc Schurer; [2015]
    Nyckelord :cointegration; pairs trading; market-neutrality; rolling window backtest; OMX; Business and Economics;

    Sammanfattning : The turbulent market environment experienced over the last decades has attracted the broad interest of institutional and retail investors towards non-directional and absolute return investment strategies. The scope of this paper mainly concerns the investigation of whether a pairs trading strategy based on the cointegration approach generates excess returns on the Swedish equity market or fails to meet initial expectations. LÄS MER

  5. 4. Utländska börsers inverkan på Stockholmsbörsen

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Simon Pfeffer; Johan Fyhn; [2014]
    Nyckelord :ADF; regression; correlation; coefficient of determination; The Efficient Market Hypothesis; extreme returns; Random Walk; Non-Random Walk; Behavioral Finance; Conservatism; Familiarities; OMXS30; S P500; DAX30.; Business and Economics;

    Sammanfattning : Issue: Does a statistical relationship between OMXS30 and S&P500 plus OMXS30 and DAX30 exist after extreme returns? Is it possible to explain the relationship between OMXS30 and S&P500 plus S&P500 and DAX30 with the chosen economic theories? Purpose: The purpose is to examine the effects on OMXS30 during 6 days after extreme returns on S&P500 or DAX30 are present. These effects will be examined by looking at how the returns differ between the domestic stock index and the foreign stock indices. LÄS MER