Sökning: "Variance ratio test"
Visar resultat 1 - 5 av 34 uppsatser innehållade orden Variance ratio test.
1. The value of a good deed; ESG-scores and returns in the Nordic stock markets
Kandidat-uppsats,Sammanfattning : This paper seeks to answer which effect ESG-scores have on risk-adjusted returns for stocks listed on Nordic stock markets. To answer this, we create five null hypotheses and use unequal variance t-tests to determine if the hypotheses can be rejected. LÄS MER
2. What are the odds of civil war? Investigating the relationship between quality of government, voter turnout, civil war, and the Democratic peace theory
Kandidat-uppsats, Göteborgs universitet/Institutionen för globala studierSammanfattning : The aim of this thesis is to quantitatively investigate the relationship between the quality of government, voter turnout, and civil war. By doing a hypothesistesting analysis through logistic regression. LÄS MER
3. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019
Kandidat-uppsats,Sammanfattning : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. LÄS MER
4. Personalized Investment Recommendations Using Recommendation Systems
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper presents a Deep Learning-based Hybrid Recommendation System (DLHR) designed specifically for institutional investors with public portfolio holdings on the Stockholm Stock Exchange. The objective is to provide personalized investment recommendations, complement existing portfolios, and explore untapped cross-selling opportunities. LÄS MER
5. Possible Difficulties in Evaluating University PerformanceBased on Publications Due to Power Law Distributions : Evidence from Sweden
Master-uppsats, Högskolan Dalarna/Institutionen för information och teknikSammanfattning : Measuring the research performance of a university is important to the universities themselves, governments, and students alike. Among other metrics, the number of publications is easy to obtain, and due to the large number of publications each university produces during one year, it suggests to be one accurate metric. LÄS MER