Sökning: "Premium Puzzle"

Visar resultat 1 - 5 av 18 uppsatser innehållade orden Premium Puzzle.

1. 1. Fund Managers' Awareness of Announcement Premiums: A Study on Fund Managers' Investment Decisions

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Thomas Paal; Anton Svensson; [2023]
   Nyckelord :Mutual Funds; Earnings Announcement Premium; Macroeconomic Announcement Premium; Decreasing Exposure; Fund Outflows;

   Sammanfattning : In this paper, we interview fund managers of actively managed Swedish mutual funds to understand how they trade around earnings announcements. Based on an academic paper that we use as the basis for our paper, the authors of the paper find that fund managers on average tend to decrease their exposure to stocks ahead of earnings announcements, even though there is a significantly increased risk-reward and earnings announcement premium to earn ahead of the announcements. LÄS MER

3. 2. Powering up profits - Integrating Power Purchase Agreements and Battery Systems for Nordic Power Futures

   Master-uppsats, Lunds universitet/Institutionen för energivetenskaper

   Författare :William Thorwaldson; Ellen Jinglöv; [2023]
   Nyckelord :Power Purchase Agreements; Financial Power Trading; Battery Energy Storage Systems; Power Futures; Technology and Engineering;

   Sammanfattning : This master’s thesis aims to assess the profitability and the factors impacting the profitability of entering a short position in financial derivative contracts on the Nordic power market while procuring electricity through a pay-as-produced power purchase contract and on the day-ahead (DA) market, simultaneously the strategy utilizes a battery storage system to mitigate the effects of price spikes. The research adopted a mixed-method approach by combining quantitative analysis with qualitative findings. LÄS MER

4. 3. Listed Property Company Valuation

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Marcus Runström; Ludvig Eksandh; [2022]
   Nyckelord :Listed Swedish property companies; Closed-end fund puzzle; Noise trader model; NAV premium and discount; Property company valuation;

   Sammanfattning : Among stock market participants, the existence and persistence of deviations between a property company's market capitalization and Net Asset Value are well-recognized. This deviation has a clear link to the premiums and discounts to NAV of closed-end funds, which is referred to as the closed-end fund puzzle in financial economics. LÄS MER

5. 4. What drives consumers to keep the top-tier elite membership of premium hotels : Economic Needs or Spiritual Needs?

   Magister-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Liujia Cheng; Zheren Jiang; [2021]
   Nyckelord :Top-tier elite membership of premium hotels; Maslow’s Hierarchy of Needs; Economic needs; Spiritual needs;

   Sammanfattning : It is well recognized that due to customers’ ever-growing material and cultural needs for a better life, an increasing number of people choose to experience premium hotels on their work trips or personal travels to keep top-tier elite membership of premium hotels. Previously, most luxury consumption research showed that higher needs drive consumer behaviour, such as identifying recognition and self-esteem. LÄS MER

7. 5. The Carry Trade: From 1990 to 2020

   Kandidat-uppsats,

   Författare :Adam Bergin; Philip Thorsell; [2020-06-30]
   Nyckelord :Carry Trade; UIP; CIP; FX-Markets; Premium Puzzle; American Carry trade; Chief dealer back trade;

   Sammanfattning : This thesis examines the carry trade movements from 1990 to 2020. The purpose is to evaluate how an actively managed carry trade has behaved during different market conditions. LÄS MER