Sökning: "Probit analysis"

Visar resultat 21 - 25 av 55 uppsatser innehållade orden Probit analysis.

  1. 21. The Implied Volatility Skew of Single Stock Options and the Predictability of Jumps - Robustness Analysis

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

    Författare :Davide Brugola; [2019]
    Nyckelord :single stocks; options; implied volatility skew; jumps; earnings announcements;

    Sammanfattning : In this thesis, we try to understand whether the observed implied volatility skew of single stock options is significantly related to the probability of observing future return jumps in the underlying single stock. In particular, our main aim is to verify whether the skew-jump relationship persists during normal periods without any pre-scheduled information disclosure event or it is confined to earnings announcement periods. LÄS MER

  3. 22. The Role of Independent Financial Advisors in the IPO Process

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

    Författare :Julian Kasturiarachchige; Janis von Zimmermann; [2019]
    Nyckelord :Financial Advisor; Initial Public Offering; Underpricing; Asymmetric Information;

    Sammanfattning : The European Initial Public Offering (IPO) market has seen an important innovation within the last decade: the increasing participation of Independent Financial Advisors (IFA) in the IPO process. Using data from 373 Western European IPOs between January 2012 and February 2019, this paper applies a multivariate regression model to examine the potential impact of IFAs on IPO underpricing, a phenomenon that refers to the persistence of significant, positive initial returns for shares issued in an IPO. LÄS MER

  4. 23. Biträdesfördel inom Göteborgs Förvaltningsrätt : En kvantitativ prövning av biträdesfördelen för domslut inom LSS mål

    Kandidat-uppsats, Karlstads universitet/Institutionen för samhälls- och kulturvetenskap (from 2013)

    Författare :Rasmus Linde-Rahr; [2019]
    Nyckelord :;

    Sammanfattning : The Social contract is founded upon the citizens that willingly give up parts of their freedom and resources in exchange for the right to exercise control of government as well as expecting something in return from the government. This something, could for example be justice and equality. LÄS MER

  5. 24. Determinants of immigration intentions: a special focus on international students

    Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Ani Toroyan; [2019]
    Nyckelord :International students; high-skilled immigration; immigration determinants; Business and Economics;

    Sammanfattning : The intensifying global race for talent increases the need of efficient policies and tools aimed at attracting and retaining highly-skilled individuals from around the world. For this purpose, a large strand of literature started examining the determinants of skilled immigration. LÄS MER

  7. 25. Sustainability Reporting by Swedish Family Firms : A Panel Data Analysis

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Husanboy Ahunov; Andreas Eriksson; [2019]
    Nyckelord :Family firms; family status; sustainability reporting; sustainability disclosure; CSR; SEW; Sweden; voluntary disclosure; GRI; G3; Swedish listed firms;

    Sammanfattning : Introduction - Sustainability reporting is becoming more and more important for businesses all around the world. Extant empirical literature investigating the relationship between family status and sustainability reporting provides inconclusive results. No previous studies investigated this association in the Swedish setting. LÄS MER