Sökning: "Sophie Evholt"

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1. 1. Suspicious VIX

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Sophie Evholt; Andreas Leandersson; [2015]
   Nyckelord :Volatility index; VIX; behavioural finance; regressionanalysis; volatilitystrategies; efficent market hypothesis; Business and Economics;

   Sammanfattning : The aim of this essay is to study if the Chicago Board of Options Exchange’s volatility index VIX can be used as an indicator on the stock market, and if an investor can make a profit on portfolios by using a volatility strategy based on VIX. The study is based on nine volatility strategies that are tested on four different portfolios containing stocks from Mega Cap, Large Cap, Mid Cap and Small Cap. LÄS MER