Sökning: "Total volatility"

Visar resultat 11 - 15 av 92 uppsatser innehållade orden Total volatility.

1. 11. Sustainable Investing: Effects on Portfolio Returns and Risk in a Nordic Setting

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

   Författare :Max Junestrand; Benjamin Wahlstedt; [2022]
   Nyckelord :ESG; Sustainable Finance; Corporate Social Responsibility; SRI; Sustainability Rating;

   Sammanfattning : ESG investing has gone from niche to mainstream, with the total AUM assigned to ESG-tilted portfolios growing by the day. The objective of this paper is to understand how the return and risk performance of Nordic mutual and exchange-traded funds differ based on sustainability ratings, as there is no consensus in the risk/reward payoff in ESG investing. LÄS MER

3. 12. Residual Momentum and Volatility – Managed Portfolios : A Study on the Swedish Equity Market

   Master-uppsats, KTH/Fastighetsföretagande och finansiella system

   Författare :Erik Huss; Mario Ishak; [2022]
   Nyckelord :Residual Momentum; Volatility Management; Asset Pricing; Volatility Scaling; Momentum; Transaction Costs; Idiosynkratiskt Momentum; Riskstrategier; Tillgångsprissättning; Momentum; Transaktionskostnader;

   Sammanfattning : In this paper, we present empirical results from the Swedish equity market when testingdifferent strategies aiming at enhancing the performance of a momentum strategy, over a timeperiod from 2000 to 2021. Similar to research conducted on other markets, we find theexistence of a momentum premium on the Swedish equity market, but with a return that is fattailed and negatively skewed. LÄS MER

4. 13. Dividend Buying and Stock Volatility: Evidence from Sweden

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Innocent Massawe; Avijit Kumar Das; [2022]
   Nyckelord :Dividend Buying; Dividend Yield; Stock Volatility; Stockholm Stock Exchange;

   Sammanfattning : Abstract The relationship between dividend buying and stock volatility is the subject of our research. It focuses on all the listed companies on the Swedish stock market, with a particular emphasis on dividend buying and the impact of stock volatility on the underlying stocks of the indices in our sample. LÄS MER

5. 14. Cryptocurrencies, Remittances and Exchange Rates : A quantitative study on the rapid growth of crypto adoption in developing countries

   Master-uppsats, Uppsala universitet/Ekonomisk-historiska institutionen

   Författare :Felix Fahlander; [2022]
   Nyckelord :Crypto adoption; Blockchain; Exchange rate volatility; Developing countries;

   Sammanfattning : In this study, a total of nine regression models were performed with three different dependent variables, nine independent variables, in three different country groups, to find out the relationship between crypto adoption and remittances, monetary uncertainty and financial inclusion. The results show a statistically significant relationship between increased crypto adoption and historical exchange rate volatility in both high- and low-income countries. LÄS MER

7. 15. Early evidence on iXBRL regulation and its impact on information asymmetry in the US capital market

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Viktor Axelsson; Alexander Nilsson; [2021-06-24]
   Nyckelord :iXBRL; Information asymmetry; Regulation; iXBRL-tags; Difference in difference; propensity score matching;

   Sammanfattning : The topic of extensible business reporting language (XBRL) has long been under debate regarding its effect and usefulness as a disclosure format. With the recent regulatory shift to the newest evolution of XBRL, inline XBRL (iXBRL), it once again becomes important to evaluate and understand the effects of the regulation. LÄS MER