Sökning: "OMXS30"

Visar resultat 21 - 25 av 306 uppsatser innehållade ordet OMXS30.

1. 21. Following the trend? : Using a time series momentum strategy on the Swedish stock market

   Kandidat-uppsats, Umeå universitet/Nationalekonomi

   Författare :Markus Haglund; [2023]
   Nyckelord :;

   Sammanfattning : The momentum strategy can be divided into two different sections where this study has focused on a time series momentum strategy where assets that in the previous period will continue in the same trend the following period. This theory stands in opposition to the efficient market hypothesis which in its weakest market form says that all previous market data is already incorporated in the price the asset is selling for today, and by that, it cannot be used to make abnormal profits. LÄS MER

3. 22. Option Expiration Day Impact on Underlying Stock Return- A Study on the Swedish Option Market

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Alisa Penkina; Alan Karaduman Sorsenger; Sirwan Kakai; [2023]
   Nyckelord :Option Market; Open Interest; Stock Return; Delta Hedging; Option Expiration Day; Business and Economics;

   Sammanfattning : Research questions: Is there significant change in the stock return on option expiration dates in the underlying stock? Does the net open interest have an effect on the return of the underlying stock on option expiration day? Purpose: The purpose of the bachelor's thesis is to study whether there is a significant difference in the stock returns on option expiration dates in relation to the net open interest of the underlying stocks within the OMXS30 index. Methodology: A quantitative study using a deductive approach to statistically describe the relationship between the daily stock return with open interest and traded volume. LÄS MER

4. 23. A Study on Algorithmic Trading

   Kandidat-uppsats, KTH/Hälsoinformatik och logistik

   Författare :Philip Hägg; [2023]
   Nyckelord :Algorithms; financial engineering; software engineering; algorithmic trading; tech- nical analysis; Algoritmer; Finansiell matematik; Mjukvaruutveckling; Algoritmisk aktiehandel; Teknisk analys;

   Sammanfattning : Algorithms have been used in finance since the early 2000s and accounted for 25% of the market around 2005. In this research, algorithms account for approximately 85% of the market. The challenge faced by many investors and fund managers is beating the Swedish market index OMXS30. LÄS MER

5. 24. Assessing the alignment : An exploratory qualitative study of OMXS30 firms' sustainability narratives' calibration with their ESG performance

   Magister-uppsats, Umeå universitet/Företagsekonomi

   Författare :Petter Alraek Kågström; Jacob Ådén; [2023]
   Nyckelord :Sustainability; Legitimacy; Firm disclosure; ESG; Greenwashing; ESG score;

   Sammanfattning : Purpose: The purpose of this paper is to gain a holistic understanding of Environmental, Social, and Governance (ESG) related narratives applied in OMXS30 firms’ annual reports. The understanding contributes to the existing literature by highlighting which main narrative strategies firms’ use to gain and maintain legitimacy, and whether or not the legitimacy gained and maintained from the narratives are in line with the firms’ ESG performance. LÄS MER

7. 25. The Control Mechanism of Trust

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Matilda Nilsson; Tindra Hedlund; [2023]
   Nyckelord :management control systems; control mechanisms; serial acquirers; m a; qualitative case study;

   Sammanfattning : Over the last decade, there has been an observed increase in the number of completed mergers and acquisitions (M&A). However, there is an ongoing debate about whether these are value-creating or not. While some research points to low value creation in the overall M&A market, the niche of serial acquisitions seems to constitute an exception. LÄS MER