Sökning: "regression finansiell ekonomi"

Visar resultat 21 - 25 av 241 uppsatser innehållade orden regression finansiell ekonomi.

  1. 21. Rational Exuberance: Hedge fund trading strategy in bubbles

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

    Författare :Jacob Gren; Elin Söderlund; [2022]
    Nyckelord :Hedge Funds; Stock Bubbles; Positive Feedback Strategy; Mispriced Securities;

    Sammanfattning : This paper examines hedge fund trading strategy in seven bubbles and concludes that hedge funds apply different strategies for different bubbles. We analyze hedge funds' long positions in bubble stocks. Further, we run a regression to account for any short positions. LÄS MER

  3. 22. Reforms, Risk and Arbitrage: The Impact of G20 Post-Crisis Reform Implementation on Systemic Risk and Arbitrage in Banking and Insurance

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

    Författare :Patricia Vernholmen; [2022]
    Nyckelord :Financial Regulation; Systemic Risk; Reform Index; Arbitrage; GFC;

    Sammanfattning : This thesis analyzes the effect of the implementation progress of the G20 post-crisis reform on systemic risk and bank foreign claims. First, indices measuring jurisdiction-level implementation progress of the reform and its different areas are constructed, and subsequently, SRISK, a common measure of systemic risk is regressed on these indices and other regulatory variables in a fixed effects regression. LÄS MER

  4. 23. Do investors care about ESG when markets turn sour? Evidence from the mutual fund industry during the COVID-19 crisis

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

    Författare :Marlene Rosenberger; Mohammed Albarbari; [2022]
    Nyckelord :ESG investing; Sustainable investment; Mutual fund flows; Mutual fund returns; COVID-19 crisis;

    Sammanfattning : This thesis empirically examines the effect of the sustainability rating on sustainable fund returns and fund flows to gain a better understanding of the motivation underlying sustainable investing. By conducting panel regression analyses as well as Difference in Difference analyses on a selected sample of EU equity funds, we show that under normal market conditions sustainable funds outperform conventional funds. LÄS MER

  5. 24. Active versus passive: Does increased investments in passive funds have an effect on active fund performance?

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

    Författare :Elliot Corell; Jacob Hjelmstedt; [2022]
    Nyckelord :Index fund; Mutual fund; Passive investment; Active investment; Alpha;

    Sammanfattning : In recent decades, there has been a shift towards investing in passively managed funds. Grossman and Stiglitz (1980) describe in their theoretical paper how the share of uninformed investors is positively correlated to the utility of being informed. LÄS MER

  7. 25. Earnings management i svenska kommuner : En kvantitativ studie

    Kandidat-uppsats, Högskolan i Gävle/Avdelningen för ekonomi

    Författare :Frida Johansson; Jonas Magnusson; [2022]
    Nyckelord :Earnings management; big bath accounting; income smoothing; discretionary accruals; municipal accounting; Earnings management; reningsbad; resultatutjämning; diskretionära periodiseringar; kommunal redovisning;

    Sammanfattning : Titel: Earnings management i svenska kommuner Nivå: Examensarbete på Grundnivå (kandidatexamen) i ämnet företagsekonomi Författare: Frida Johansson och Jonas Magnusson Handledare: Jan Svanberg Datum: 2022 – januari Syfte: Syftet med studien var att undersöka och kartlägga huruvida earnings management i form av diskretionära periodiseringar förekommer i svenska kommuner. Metod: I studien har en kvantitativ forskningsstrategi tillämpats, med en longitudinell forskningsdesign. LÄS MER