Sökning: "OMX Helsinki"

Visar resultat 1 - 5 av 10 uppsatser innehållade orden OMX Helsinki.

  1. 1. Kvinnor. Nyckeln till framgång! : En kvantitativ studie om kvinnliga styrelseledamöter och bolagets finansiella prestation

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Louise Bajoul; Linda Mirrafati; [2022]
    Nyckelord :Gender equality; board members; financial performance; ROA; Tobin s Q; women; regression analysis.; Jämställdhet; styrelsegrupper; finansiell prestation; ROA; Tobins Q; kvinnor; regressionsanalys.;

    Sammanfattning : Syfte: Syftet med studien är att undersöka huruvida det råder ett samband  mellan andelen kvinnor i styrelsen och bolagets finansiella prestation bland svenska och finska börsnoterade bolag.  Metod: För att besvara studiens syfte utförs en kvantitativ studie med paneldata under åren 2017-2021. LÄS MER

  3. 2. Marknadskapitalisering i förhållande till BNP & dess effekt på faktormodeller: En jämförande analys av OMX Helsinki & Bolsa de Valores de Colombia 2014–2019

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Edvin Wallin; Rikard Klosterborg; [2021]
    Nyckelord :CAPM; Fama French three-factor model; Stock Market capitalization to GDP; OMX Helsinki; Colombia stock exchange; Business and Economics;

    Sammanfattning : This thesis has investigated the relationship between market capitalization to GDP ratio relative to the Capital asset pricing model (CAPM) and Fama French three-factor model (FF3M). More specifically, the applicability and significance of market capitalization to GDP ratio to describe the relationship between excess return and risk. LÄS MER

  4. 3. Performance of Asset Pricing Models in the Nordic Stock Markets

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Jonas Olsson; [2019-07-02]
    Nyckelord :;

    Sammanfattning : This study aims to investigate the performance of four different asset pricing models, the Fama and French (1993) three factor model, the Carhart (1997) four factor model, the Fama and French (2015) five factor model, and the Hou et al. (2015) model, in the Nordic stock markets. LÄS MER

  5. 4. Investigating the Price and Volume Effect following Changes on OMX Nordic Indices

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oskar Bladh; Christopher Carlsson; [2019]
    Nyckelord :Index Effect; Abnormal Returns; Abnormal Trading Volume; Event Study; Business and Economics;

    Sammanfattning : In the last decade, there has been a substantial shift from actively managed funds to funds with passive investment strategies. This shift was also observed by Shleifer (1986), who identified that passive investment funds began to significantly increase their ownership of the S&P 500 in the period between 1975 and 1983. LÄS MER

  7. 5. Volatility Forecasting In the Nordic Stock Market

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Niklas Hummel; [2015]
    Nyckelord :GARCH; volatility; forecasting; Business and Economics;

    Sammanfattning : This paper studies volatility prediction on OMX Stockholm 30, OMX Helsinki 25 and OMX Nordic 40. The models used are a historical variance model, an exponentially weighted moving average model and three models from the GARCH family. These are GARCH(1,1), EGARCH(1,1) and GJR(1,1), with normal and t-distribution respectively. LÄS MER