Sökning: "Return predictability"
Visar resultat 6 - 10 av 63 uppsatser innehållade orden Return predictability.
6. THE PREDICTIVE ABILITY OF FINANCIAL RATIOS ON STOCK RETURNS. A study of the S&P Global 100 during 2000 – 2020
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : This study examines the predictive ability of ten financial ratios on annual stock returns at a one-year horizon. Ratios and stock returns are observed for the S&P Global 100 Index over the time period 2000 to 2020. The index is chosen for its representativeness stemming from the size and multinationality of its constituents. LÄS MER
7. A machine learning approach leveraging technical- and sentiment analysis to forecast price movements in major crypto currencies
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This paper uses a back-propagating neural network (BPN) to predict the price movements of major crypto currencies, leveraging technical factors as well as measurements of collective sentiment derived from the micro-blogging network Twitter. Our dataset consists of daily, hourly and minutely price levels for Bitcoin, Ether and Litecoin along with 8 popular technical indicators, as well as all tweets with the currencies' cash tags during respective time periods. LÄS MER
8. The MAX Effect and Investor Sentiment in Sweden
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Motivated by existing literature about the effect of maximum daily returns (MAX) on subsequent stock returns and the link between this effect and market sentiment, we investigate the possible effect of MAX on stock performance in Sweden and its relation with market sentiment. Portfolio-level analyses show evidence of MAX negatively affecting returns of stocks listed in Sweden, while firm-level cross-sectional regressions show that MAX has little or no effect on individual stocks' returns. LÄS MER
9. Market Efficiency for Bitcoin
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The essence of market efficiency has been an interesting area for inspection by investors and scholars. In this study, we investigate the efficiency of a relatively new asset: Bitcoin. This paper examines the efficiency of Bitcoin by studying the impact of Bitcoin’s so-called halving dates. LÄS MER
10. Ett alternativt sätt att beskatta carried interest - Med utgångspunkt i ekonomisk och finansiell teori samt skatterätt, hur kan carried interest beskattas med beaktande av finansmarknadens generella uppgång?
Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakultetenSammanfattning : I vilket inkomstslag carried interest beskattas har fått stor medial uppmärksamhet då det ofta handlar om betydande belopp. Vilket inkomstslag carried interest beskattas i har stor inverkan på skattskyldigs skattebörda och även hur mycket skatteintäkter som inbringas till staten. LÄS MER