Sökning: "Stock return volatility"

Visar resultat 1 - 5 av 118 uppsatser innehållade orden Stock return volatility.

  1. 1. Valutasäkring : Hur valutasäkring ser ut på den svenska marknaden beroende av företagsstorlek och volatilitet av växelkurs

    Magister-uppsats, Karlstads universitet; Karlstads universitet

    Författare :Hanna Björk; Gustav Olsén; [2019]
    Nyckelord :valutarisk; valutasäkring; riskhantering; volatilitet; transaktionsexponering; omräkningsexponering; ekonomisk exponering; företagsstorlek;

    Sammanfattning : I en allt mer globaliserad värld där bolag tvingas expandera sina verksamheter utomlands för att behålla konkurrenskraft och marknadspositionering, har valutarisk fått en allt större inverkan på svenska företags resultat. Valutarisk uppstår vanligtvis genom antingen transaktioner i främmande valuta eller när utländska dotterbolag konsolideras med moderbolaget. LÄS MER

  2. 2. The Implied Volatility Skew of Single Stock Options and the Predictability of Jumps - Robustness Analysis

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

    Författare :Davide Brugola; [2019]
    Nyckelord :single stocks; options; implied volatility skew; jumps; earnings announcements;

    Sammanfattning : In this thesis, we try to understand whether the observed implied volatility skew of single stock options is significantly related to the probability of observing future return jumps in the underlying single stock. In particular, our main aim is to verify whether the skew-jump relationship persists during normal periods without any pre-scheduled information disclosure event or it is confined to earnings announcement periods. LÄS MER

  3. 3. The gender equality paradox in Swedish listed firms: are Swedish listed firms' financial performances affected by the ratio of women and men in leading positions?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Madeleine Lindblad; [2019]
    Nyckelord :Financial performance Gender distribution Green yellow red list Swedish listed firms Top management constellation; Business and Economics;

    Sammanfattning : This dissertation aims to investigate the Swedish private sector, with focus on the share of women in leading positions, and its effect on firms’ financial stability in terms of stock return volatility. This thesis is based on AllBright’s three lists from 2018 which rank Swedish listed firms after their level of gender equality within the companies’ top management. LÄS MER

  4. 4. The predictive power of stock style: size, value-growth orientation and the shape of the future return distribution

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

    Författare :Eoin Gallagher; Dmitry Tanazhko; [2019]
    Nyckelord :Return predictability; Stock size; Stock valuation; Skewness; Morningstar;

    Sammanfattning : While there has been extensive research trying to explain the variability in the cross-section of expected stock returns, the predictability of other shape characteristics of the future return distribution is a less studied subject. This thesis investigates the relationship between the size and value-growth orientation of stocks (as measured according to Morningstar) and the shape parameters of their future returns. LÄS MER

  5. 5. Volatility of Bitcoin in a European Context

    Magister-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Emilia Sjöberg; [2019]
    Nyckelord :GARCH; IGARCH; GRJ-GARCH; Jumps; Bitcoin; cryptocurrency; European market; Laplace distribution; Mathematics and Statistics;

    Sammanfattning : In 2009, Bitcoin was introduced to the world. Today, ten years later, there are still gaps in the research of how to model the cryptocurrency. In this thesis, the capacities of different volatility models to capture the high volatility of Bitcoin returns are investigated. LÄS MER