Sökning: "market crash"
Visar resultat 1 - 5 av 91 uppsatser innehållade orden market crash.
1. Dynamik och tillförlighet i finansiell prognostisering : En analys av djupinlärningsmodeller och deras reaktion på marknadsmanipulation
M1-uppsats, KTH/Hälsoinformatik och logistikSammanfattning : Under åren har intensiv forskning pågått för att förbättra maskininlärningsmodellers förmåga att förutse marknadsrörelser. Trots detta har det, under finanshistorien, inträffat flera händelser, såsom "Flash-crash", som har påverkat marknaden och haft dramatiska konsekvenser för prisrörelserna. LÄS MER
2. Momentum Factor in Swedish Industries A Comprehensive Study during 2016-2022, with Emphasis on the COVID-19 Period
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : The momentum strategy is a widely recognized investment approach that aims to generate abnormal returns by buying past winners and selling past losers. The purpose of this thesis is to investigate if the momentum strategy is applicable at Swedish industries and see if there are any differences between a longer and shorter holding and ranking period. LÄS MER
3. Is Bitcoin a Safe Haven?
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The objective of this bachelor thesis is to assess the safe haven property of Bitcoin by conducting an augmented Dickey-Fuller test and Engle and Granger cointegration test with price data from the COVID-19 crash. The analysis revealed a cointegration relationship between Bitcoin and the S&P 500, indicating a long-run equilibrium between the two and thus providing evidence against the safe haven property. LÄS MER
4. Fragile Market: The impact of mutual funds on the corporate bond market
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This master's thesis investigates whether mutual funds can induce fire sales on the Swedish corporate bond market between August 2019 and August 2020 to determine whether mutual funds aggravated the COVID-19 crash, and if their solution to temporarily freeze withdrawals were a viable remedy. Moreover, the thesis addresses this question using a panel-data framework that includes mutual fund-specific variables, control variables suggested by previous literature, entity, and time-fixed effects, allowing the thesis to capture divergences between corporate bonds and months. LÄS MER
5. Fight or Flight: How stock market crashes affect private investors’ portfolio diversification in Sweden
Master-uppsats, Jönköping University/Internationella HandelshögskolanSammanfattning : Background: Stock ownership has been increasing in Sweden, with 2,7 million individual owners in 2022, up from 2,1 million in 2018. A trend shows that younger individuals are becoming more involved in stock ownership, while those over 40 are decreasing in numbers. LÄS MER