Sökning: "OMXS index"

Visar resultat 1 - 5 av 27 uppsatser innehållade orden OMXS index.

  1. 1. The Construction of an Investor Sentiment Index for Sweden and its Impact on the Stock Market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Xuming Zhang; Wenlu Zhang; [2023]
    Nyckelord :Investor sentiment; principal component analysis; Swedish stock market; Business and Economics;

    Sammanfattning : Investor sentiment is an important research object in behavioral finance, and its analysis has been one of the hot topics in stock market research recently. As an abstract concept, investor sentiment needs to be visualized by the construction of the investor sentiment index. LÄS MER

  3. 2. Är OMXS 30 effektiv enligt den semi-starka formen av den effektiva marknadshypotesen?

    Kandidat-uppsats,

    Författare :Johan Kewenter; Niclas Danielson; [2022-07-01]
    Nyckelord :;

    Sammanfattning : Den effektiva marknadshypotesen gör gällande att informationen som offentliggörs på marknaden skall vara tillgänglig samt bedömas på ett rationellt sätt av investerare. Däremot så är antagandet om ett rationellt beteende bland investerare även ifrågasatt, främst då bland anhängare från behavioral finance. LÄS MER

  4. 3. A Study of the Relationship Between Mean Reversion and a Black Swan Event

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

    Författare :Erik Makra; Felix Snaula; [2022]
    Nyckelord :Mean Reversion; Black Swan; Efficient Market Hypothesis; Behavioural Finance; Dickey-Fuller Unit Root Test;

    Sammanfattning : This study examines the relationship between mean reversion and a black swan event on the Swedish stock market. The data is taken from the Mid Cap and the Large Cap and then compared with the OMXS index. LÄS MER

  5. 4. Long-term IPO performance on the Swedish stock market : An event study on Swedish Initial Public Offerings

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

    Författare :Filip Lööf; Jakob Åkerlund; [2022]
    Nyckelord :Initial Public Offerings; IPO; Information asymmetry; Behavioral finance; Long-term performance; Abnormal returns;

    Sammanfattning : Context The number of Initial Public Offerings on the Swedish market has increasedrapidly over the last decade, reporting over 100 IPOs only in 2021. Although theincrease has been extraordinary, the majority of the IPO performance researchhas been conducted on larger markets such as the US, Germany, and China. LÄS MER

  7. 5. Can Portfolio Performance Be Improved with Bitcoin during a Global Crisis? - A Study of Portfolio Performance with Diverse Assets during the COVID-19 Outbreak

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Kristian Stemme; Otto Lyth Berg; [2022]
    Nyckelord :Sharpe-ratio; diversification; Covid-19; Bitcoin; portfolio optimization; Business and Economics;

    Sammanfattning : As a relatively new form of financial asset with unique properties, Bitcoin is increasingly included in portfolios to improve performance. However, research remains limited on how Bitcoin actually affects portfolio performance. LÄS MER