Sökning: "Overvalued markets"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden Overvalued markets.

  1. 1. The Other Side of Equity Valuation: Unlock The Power of Expectations-Based Investing with a Reverse-Engineered Valuation Model

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

    Författare :Lucas Nilsson; Isabelle Persson; [2023]
    Nyckelord :Corporate Valuation; Expectations-Based Investing; Residual Income Valuation Model; Return on Equity; Reverse-Engineered Valuation;

    Sammanfattning : Corporate valuations models have extensive use in practice and are cornerstones in the academic setting of finance. Traditional valuation models have the function to calculate the intrinsic value of a company on the basis of the forecasted performance of a company. LÄS MER

  3. 2. The Great Appreciation : Impact of Sentiment Shocks and Macroprudential Policy to Fundamental Price Spreads in Scandinavian Housing Markets

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Anton Kronholm; Henrik Lättman; [2022]
    Nyckelord :Residential real estate; Housing market; Fundamental housing price; Sentiment; Policy; Scandinavia;

    Sammanfattning : This paper aims to investigate whether changes in economic sentiment and major policy shifts have had any significant impact on Scandinavian real housing prices relative their fundamental value post year 2000. Fundamental housing price indices for each constituent of the region are estimated from macroeconomic fundamentals in a VAR framework. LÄS MER

  4. 3. House Price Dynamics in Sweden : Vector error-correction model

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Nationalekonomi

    Författare :Simon Molin; [2020]
    Nyckelord :;

    Sammanfattning : Movements in house prices can have effects on individuals, financial markets, and the whole economy. After the rapid increase in house prices worldwide since the mid-1990s and after the financial crisis in 2008, many studies have investigated house price dynamics. LÄS MER

  5. 4. Modeling the Relation Between Implied and Realized Volatility

    Master-uppsats, KTH/Matematisk statistik

    Författare :Tobias Brodd; [2020]
    Nyckelord :Volatility; implied volatility; realized volatility; machine learning; applied mathematics; financial mathematics; neural networks; ann; lstm; ar; har; ornstein uhlenbeck; Volatilitet; implicit volatilitet; realiserad volatilitet; maskininlärning; tillämpad matematik; finansiell matematik; neurala nätverk; ann; lstm; ar; har; ornstein uhlenbeck;

    Sammanfattning : Options are an important part in today's financial market. It's therefore of high importance to be able to understand when options are overvalued and undervalued to get a lead on the market. LÄS MER

  7. 5. The Favorite-Longshot Bias: Efficiency of Prices in Fixed-Odds Betting Markets

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Edvin Ahlander; [2019]
    Nyckelord :market efficiency; betting; decision under risk; logit model; behavioral economics;

    Sammanfattning : The statistical weak form efficiency in the fixed-odds betting market for English Premier League football matches is evaluated, applying both a multinomial logit regression model and four different sets of grouped z-tests, using a data set containing 119481 odds from 11 bookmakers over a period of 12 years. The empirical results show that the aggregate betting market is statistically weak form inefficient, implying that prices of odds do not contain all available information on historical prices and therefore are biased predictors of actual match outcomes. LÄS MER