Sökning: "Stock market equilibrium"

Visar resultat 1 - 5 av 25 uppsatser innehållade orden Stock market equilibrium.

  1. 1. Mispricing of Climate Risk

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Lovisa Dahlquist; Lena Maria Tschanhenz; [2022]
    Nyckelord :Bloomberg GHG estimates; Risk premium for climate risk; ESG reporting; Sustainable investing; Stock market equilibrium; Business and Economics;

    Sammanfattning : Purpose: Study the relationship between stock returns and GHG emissions regarding a risk premium related to greenness. This by using GHG emissions estimated by Bloomberg rather than companies self-reported estimates. Methodology: The study conducts a time-invariant model by cross-sectional OLS regression to estimate the risk premium for greenness. LÄS MER

  2. 2. The Relationship Between Macroeconomic Variables and Sector Indices : An empirical investigation of the Swedish stock market

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Gottfrid Bylund Månsson; Anton Erlandsson; [2021]
    Nyckelord :;

    Sammanfattning : This study hypothesizes a relationship between different stock market sector indicesand their relationship to macroeconomic variables. Previous studies investigates therelationship between broad stock market indices and macroeconomic variables, with fewresearching stock market sector indices. LÄS MER

  3. 3. Quantifying the Costs of Restricting Local Housing Development - Housing Supply Elasticities and Aggregate Labor Misallocation in Sweden

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :David Lindquist; Niclas Hvalgren; [2020]
    Nyckelord :Housing Supply Elasticity; Spatial Labor Misallocation; Spatial Equilibrium; Sweden;

    Sammanfattning : Housing prices have risen dramatically in Stockholm over the past two decades, while the housing stock has increased by a comparably minor amount. Seen through a spatial equilibrium framework, this indicates that Stockholm is contributing to increased labor misallocation, lowering aggregate Swedish output. LÄS MER

  4. 4. Closed-End Funds and their Net Asset Value over time : A study of the relationship between Swedish closed-end funds' market prices and their underlying assets over a period of time.

    Kandidat-uppsats, Jönköping University/IHH, Nationalekonomi; Jönköping University/IHH, Nationalekonomi

    Författare :Erik Cederberg; Linus Schnitzer; [2020]
    Nyckelord :Closed-end fund; Net Asset Value; Mean Reversion; Closed-end fund discount; Stock market; Investment strategy; Cointegration; Error Correction;

    Sammanfattning : Closed-end funds (CEFs) are popular investments amongst the Swedish population as they provide diversification to investors and have in many cases historically outperformed the market. In deciding whether to invest in a CEF, the method of valuation differs from classical financial ratios used to value most companies, as the revenue-bringing operations differ significantly. LÄS MER

  5. 5. Price Development of Residential Assets in the Stockholm Inner City Areas : Regression Analysis of Macro Prudential Policies, Construction Levels and Determination of Price in the Tenant Owned Market

    Master-uppsats, KTH/Fastigheter och byggande

    Författare :Tim Westerberg; Riad Karadja; [2019]
    Nyckelord :Macro prudential policies; Stockholm; Tenant-owned asset market; Regression Analysis; Price development; New supply; Amortization requirements; Makroekonomi; Stockholm; Bostadsmarknad; Regressionsanalys; Prisutveckling; Nytt utbud; Amorteringskrav;

    Sammanfattning : After the financial crisis in 2008 Sweden implemented a stricter monetary expansionary enforcement trying to stabilize the overall economy of the country. These measures have led to discussions about secular stagnation and an increased savings glut when the interest rate is lowered. LÄS MER