Sökning: "Stock Bubbles"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden Stock Bubbles.

  1. 1. Rational Exuberance: Hedge fund trading strategy in bubbles

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

    Författare :Jacob Gren; Elin Söderlund; [2022]
    Nyckelord :Hedge Funds; Stock Bubbles; Positive Feedback Strategy; Mispriced Securities;

    Sammanfattning : This paper examines hedge fund trading strategy in seven bubbles and concludes that hedge funds apply different strategies for different bubbles. We analyze hedge funds' long positions in bubble stocks. Further, we run a regression to account for any short positions. LÄS MER

  3. 2. Covid-19, quantitative easing, and the awakening of abnormal returns at the Swedish stock market

    Master-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Emily Lindzén; Sofia Åhrman; [2022]
    Nyckelord :Quantitative easing; Austrian business cycle Theory; Financial instability hypothesis; Speculative bubbles; Covid-19; Abnormal returns; Kvantitativa lättnader; Österrikiska konjunkturcykelteorin; Finansiella instabilitets hypotesen; Spekulativa bubblor; Covid-19; Abnorm avkastning;

    Sammanfattning : This thesis aims to investigate to what extent the quantitative easing monetary policy tool, applied by the Riksbank, contributed to abnormal returns at the Swedish stock market during Covid-19. The chosen time period is 2007-2022, including the period before and after the implementation of quantitative easing in Sweden in 2015. LÄS MER

  4. 3. När krisen kommer : En kvalitativ studie om hur småsparare påverkas av börspsykologiska faktorer i kristider

    Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

    Författare :William Blücher Melin; Oscar Fajerson; [2021]
    Nyckelord :Behavioural finance; individual investors; financial bubbles; Covid-19; herd behaviour; disposition effect; loss aversion; extrapolation bias; Beteendeekonomi; småsparare; finansiella bubblor; Covid-19; flockbeteende; dispositionseffekten; förlustaversion; extrapolation bias;

    Sammanfattning : Background: The 12th of March 2020 the Stockholm stock market fell close to eleven percent, the biggest decline on the market in modern time, as a result of the Covid-19 virus. Earlier studies have found that many individual investors make ill-considered decisions during sharp price falls which don't benefit their economic interest and that every new financial crisis offers new possibilities to expand the understanding about what underlying factors that are behind the crisis. LÄS MER

  5. 4. Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach

    Master-uppsats, KTH/Matematisk statistik

    Författare :Marcus Häggbom; Shayan Nafar; [2019]
    Nyckelord :Financial bubbles; portfolio optimization; mean-variance trade-off; mean-field type optimal control; fundamental value; mean reversion; Finansiella bubblor; portföljoptimering; optimal kontroll av medelfältstyp; fundamentalt värde; medelreversion;

    Sammanfattning : The phenomenon of financial bubbles is known to have impacted various markets since the seventeenth century. Such bubbles are known to form when the market drastically overvalues the price of an asset, causing its market value to increase hyperbolically, only to suddenly collapse once the untenable perceived future prospects of the asset are realized. LÄS MER

  7. 5. Credit Fuelled Asset Prices and Financial Stability - Is there a causal relationship between credit growth and stock market prices?

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Evelina Johansson; Peter Stelleck; [2018-07-05]
    Nyckelord :;

    Sammanfattning : This thesis investigates the causal relationship between credit growth and stock market prices over the time period 1981-2017 in the US, the UK and Sweden. By performing a Granger causality test to examine if credit affects stock market prices, we find evidence that there is no statistically significant Granger causality. LÄS MER