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Visar resultat 1 - 5 av 14 uppsatser som matchar ovanstående sökkriterier.

  1. 1. The Relationship Between Idiosyncratic Volatility and Portfolio Return within Swedish Stock Markets.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Christian Gray; Ricardo Sousa; [2022-06-29]
    Nyckelord :;

    Sammanfattning : Main results suggest there is a statistically and economically significant positive relationship between idiosyncratic volatility and portfolio return within the Swedish stock markets. This relationship is detected despite the low idiosyncratic volatility climate of Sweden. LÄS MER

  3. 2. Nyckeltal och dess betydelse för aktievolatilitet

    Magister-uppsats, Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Eric Olsson; Casper Ternerot; [2019]
    Nyckelord :Firm Specifik Risk; Financial Risk; Operational Risk; Volatility; Key Ratios; Stock Market; Nasdaq OMX Stockholm; Företagsspecifik risk; Finansiell risk; Operationell risk; Volatilitet; Nyckeltal; Aktiemarknaden; Nasdaq OMX Stockholm;

    Sammanfattning : Bakgrund: Relationen mellan avkastning och risk har länge varit debatterad. Den klassiska modellen Capital Asset Pricing Model, CAPM, är en av standardmodellerna inom finans. CAPM har dock brister och kompenserar inte investerare för den företagsspecifika risken som tas. LÄS MER

  4. 3. What determines the differences in idiosyncratic volatility between Swedish firms and comparable European firms?

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jesper Swanson; Linus Lindberg; [2018]
    Nyckelord :Total volatility; systematic volatility; idiosyncratic volatility; Fama-French three-factor model; propensity score matching; Business and Economics;

    Sammanfattning : Firms’ stock return volatility varies across countries, and the factors driving the volatility can contribute both positively and negatively to economic growth. We show that across 3,673 firms during the time interval 2001 to 2016, stocks of Swedish firms have on average lower volatility compared to stocks of foreign European firms of similar size, age, and market-to-book value. LÄS MER

  5. 4. The Effect of Customer-base Diversification on Idiosyncratic Volatility

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ronie Islam; Anton Törnblom; [2017]
    Nyckelord :Customer-base Concentration; Idiosyncratic Volatility; Diversification; Business and Economics;

    Sammanfattning : The study sets out the objective to investigate how a firm’s customer-base diversification affects its stock return idiosyncratic volatility. The research paper primarily focuses on the way that the distribution of sales impacts the firm specific risk that is unrelated to the risk of the market, and it does so through the use of both a geographical and an operating customer-base concentration measure. LÄS MER

  7. 5. No protection, nu business : An event study on stock volatility reactions to cyberattacks between 2010 and 2015 for firms listed in the USA

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Erik Collin; Gustav Juntti; [2016]
    Nyckelord :stock volatility; cyberattack; abnormal return; volatility; event study; information technology; US stock market; cybersecurity; reaction; financial impact; market efficiency; finance; fintech;

    Sammanfattning : With the surge of Internet-based corporate communication, organization, andinformation management, financial markets have undergone radical transformation. Inthe interconnected economy of today, market participants are forced to acceptcyberattacks, data breaches, system failures, or security flaws as any other (varying)cost of doing business. LÄS MER