Sökning: "Stock pricing"

Visar resultat 1 - 5 av 304 uppsatser innehållade orden Stock pricing.

1. 1. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

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

   Författare :Oleksii Chepil; [2024]
   Nyckelord :value investing; quality investing;

   Sammanfattning : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. LÄS MER

3. 2. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

   Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

   Författare :Carl Westerberg; Elvin Rolder; [2023]
   Nyckelord :Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

   Sammanfattning : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. LÄS MER

4. 3. Can Machine Be a Good Stock Picker?: Bridging the Gap between Fundamental Data and Machine Learning

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

   Författare :Tomoya Narita; Povilas Stankevicius; [2023]
   Nyckelord :Machine Learning; XGBoost; Relative Valuation; Convergence Trade;

   Sammanfattning : We investigate the efficacy of historical accounting data and consensus forecasts for relative valuation of stocks, employing tree-based machine learning methods. We run an XGBoost model for monthly cross-sections of financial and pricing data of US equities from 1984 to 2021. LÄS MER

5. 4. Relationen mellan kriser och aktiemarknaden : En empirisk komparativ studie av hur Sveriges aktiemarknad reagerar på globala kriser

   Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

   Författare :Johanna Bergh; Tilde Johansson; [2023]
   Nyckelord :Stock market; crises; volatility; 9 11 terrorist attack; The financial crisis; the Covid-19 pandemic; the Russian invasion of Ukraine; Aktiemarknad; kriser; volatilitet; terrorattacken 11:e september; Finanskrisen 2008; Covid-19-pandemin; Rysslands invasion av Ukraina;

   Sammanfattning : Bakgrund: Aktiemarknaden reagerar på information och omvärldsförändringar. Prissättningen på aktiemarknaden sker utifrån investerares tro på aktierna och vid oro hos investerare reagerar aktiemarknaden ofta negativt. LÄS MER

7. 5. Empirical Asset Pricing via Machine Learning - Evidence from the Chinese stock market

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

   Författare :Bao Liu; Chuyue Huan; [2023]
   Nyckelord :Machine learning; Asset pricing model; Chinese stock market;

   Sammanfattning : This thesis builds upon existing research on the application of machine learning in asset pricing in the US and European stock markets, by incorporating unique predictive indicators specific to the Chinese stock market, to explore whether machine learning can also be successfully applied in the Chinese stock market. Empirical results show that machine learning models outperform OLS significantly in predicting A-share returns, and this conclusion also applies to different portfolios we have constructed. LÄS MER