Sökning: "Traded at Discount"

Visar resultat 1 - 5 av 14 uppsatser innehållade orden Traded at Discount.

1. 1. Beyond Borders: Exploring Investor Sentiment and CCEF Prices

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

   Författare :Ye Song Kim; Rouaa Kal Omar; [2023]
   Nyckelord :Closed-end country fund CCEF ; Investor Sentiment; Country Popularity;

   Sammanfattning : We test the relationship between closed-end country funds (CCEFs) and their relationship with American investors' sentiments toward the respective home country of the funds during the years 2009 to 2021 which were met with adversaries such as COVID-19. Previous research regarding closed-end country funds was done in the 1990s and in the early 2000s, where the research discovered a positive relationship between CCEF price premiums and positive perception of a country. LÄS MER

3. 2. Fastighetsvärdering i en tunn marknad – En problematik för värderare och banker

   Master-uppsats, Lunds universitet/Fastighetsvetenskap

   Författare :Jesper Mattsson; Jakob Sonesson; [2023]
   Nyckelord :fastighetsvärdering; fastighetsmarknaden; kommersiella fastigheter; transaktioner; tunn marknad; finansiering; långivning; redovisning; Business and Economics;

   Sammanfattning : Transaktionsvolymerna för fastigheter i Sverige minskade med 42% under 2022, vilket har skapat en brist på referensobjekt för fastighetsvärderingar. Räntehöjningar och ökad inflation har skapat osäkerhet på marknaden och kan leda till stora konsekvenser för långivare och fastighetsföretag, samt den finansiella stabiliteten. LÄS MER

4. 3. Unveiling the Cause of NAV-Discounts of Swedish Closed-End Funds

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Eleonor Harrysson; Joel Johansson; [2022-06-30]
   Nyckelord :Closed-end funds; NAV-discount; non-public holdings; portfolio concentration; ownership concentration; dividend yield; past performance; PCSE; panel data study;

   Sammanfattning : Closed-end funds (CEF) have long been a crucial intermediary in the Swedish financial market by providing relatively inexpensive investment opportunities through their portfolio of public and non-public securities. Interestingly, although CEFs worldwide have been traded at a value below the cumulative value of their underlying portfolio, i.e. LÄS MER

5. 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

   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

7. 5. Pairs Trading in Swedish Investment Companies

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Pascal Dettwiler; Edvin Larsson; [2019]
   Nyckelord :Pairs trading; Investment Company; Traded at Discount; Bollinger Bands; Moving Average; Trading Strategy; Algorithmic Trading; Algo trading; Business and Economics;

   Sammanfattning : The purpose of this paper is to examine if it is possible to profitably implement a market neutral trading strategy, so-called "pairs trading", on three different Swedish investment companies. It can be concluded that applying a pairs trading strategy on [these three] Swedish investment companies and their underlying listed assets has the potential to beat the market Sharpe ratio. LÄS MER