Sökning: "Stock market equilibrium"

Visar resultat 6 - 10 av 28 uppsatser innehållade orden Stock market equilibrium.

1. 6. 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

3. 7. 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

   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

4. 8. 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

5. 9. An Econometric Analysis of the Office Market Rent in Istanbul : Long-run Equilibrium Rent Estimation

   Master-uppsats, KTH/Fastigheter och byggande

   Författare :Gözde Karahan; [2019]
   Nyckelord :Istanbul office market; equilibrium rent; error correction model; long-run rent estimation; Istanbul kontorsmarknaden; jämviktshyra; felkorrigeringsmodell; långsiktig hyra uppskattning;

   Sammanfattning : The Istanbul metropolitan area is the largest office investment made in Turkey. According to the CBRE ERIX data, the total office stock in Istanbul by the end of 2018 exceeded 7 million sqm. There is approximately 1 million sqm of pipeline figures. LÄS MER

7. 10. Explaining the NAV Discount in REIT pricing - Evidence from the U.S.

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

   Författare :Jerry Aaltonen; Bowen Li; [2019]
   Nyckelord :REITs; Dynamic relationship; NAV discount; Closed-end fund puzzle; United States;

   Sammanfattning : This paper investigates the relationship between stock price and net asset value (NAV) for 71 real estate investment trusts (REITs) in the U.S. between Q1/1998 and Q4/2018. More specifically, by testing for cointegration, we look for evidence of a long-term equilibrium between stock price and NAV. LÄS MER