Sökning: "price"

Visar resultat 1 - 5 av 5691 uppsatser innehållade ordet price.

  1. 1. Market Reactions to Stock Recommendations in Business Media: An Event Study on Publications by Börsplus

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Lucas Häggström; [2021]
    Nyckelord :Efficient Market Hypothesis; Price Pressure Hypothesis; Information Hypothesis; Business Media; Stock Recommendations;

    Sammanfattning : The aim of this thesis was to further the understanding of how business media affects stock markets. That was achieved by studying market reactions to the publication of stock recommendations by Börsplus on the Swedish stock market during the minutes and days following the publication of the recommendations. LÄS MER

  2. 2. An unexplored route to the public equity market: A case study of Spotify's direct listing

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

    Författare :Oskar Wikberg; Oscar Gonzales; [2021]
    Nyckelord :Direct listing; IPO; price discovery; investor education; lock-up;

    Sammanfattning : In this thesis, we analyze Spotify's choice of opting for a direct listing over a traditional IPO. We investigate the motivations and rationale behind the decision, provide insights from the process, and present some of the challenges that were faced. LÄS MER

  3. 3. Deep learning exotic derivatives

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknik

    Författare :Gunnlaugur Geirsson; [2021]
    Nyckelord :deep learning; neural networks; derivative pricing; automatic differentiation; Monte Carlo; transfer learning; structured products; risk sensitivities; valuation; autocalls;

    Sammanfattning : Monte Carlo methods in derivative pricing are computationally expensive, in particular for evaluating models partial derivatives with regard to inputs. This research proposes the use of deep learning to approximate such valuation models for highly exotic derivatives, using automatic differentiation to evaluate input sensitivities. LÄS MER

  4. 4. Moving beyond a narrow definition of value investing

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

    Författare :Alexander Neuschmid; [2021]
    Nyckelord :Value investing; Asset pricing; Fundamental analysis; Profitability persistence;

    Sammanfattning : This study shows that the information content of valuation ratios can be highly dissimilar. It presents a value measure that outperforms book-to-market not only in terms of the abnormal returns a zero-cost portfolio formed on this sorting variable generates relative to factor models, but also in terms of its ability to capture firms with a high level of profitability and a strong profitability persistence. LÄS MER

  5. 5. The effect of environmental policies on CO2 emissions - using the environmental policy stringency index

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Elin Alexandersson; [2020-09-15]
    Nyckelord :Environmental policy stringency index; CO₂ emissions; panel data; fixed effects;

    Sammanfattning : The carbon concentration in the air has increased by 50 percent since pre-industrial times and continues to increase every year. Climate change is, therefore, a significant challenge today. LÄS MER