Sökning: "stock investment"

Visar resultat 1 - 5 av 758 uppsatser innehållade orden stock investment.

  1. 1. Network Connectedness in Financial Markets

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

    Författare :Andrea Marcolini; [2024]
    Nyckelord :Systemic risk modeling; US REITs connectedness; S P 500 connectedness; Returns and realized volatilities prediction;

    Sammanfattning : This paper is a collection of two different theses discussing the prediction of the returns and volatilities of the S&P 500 constituents and of US Real Estate Investment Trusts (REITs) by analyzing their centrality within the financial market network. Both empirical works summarize the relevant financial and network literature, demonstrating how modeling stock connectedness within financial markets makes it possible to create returns and volatility predictors, improving investors' portfolio allocations and achieved investment Sharpe ratios. LÄS MER

  3. 2. The impact of firm-level greenness on the transmission of monetary policy shocks to stock market prices in Sweden

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Marcus Boman; Ira Kansara; [2024]
    Nyckelord :Monetary Policy; Heterogeneity; Sustainable Investing; ESG; Green Transition;

    Sammanfattning : A growing literature has indicated that monetary policy shocks impact the stock prices of brown firms more strongly than the stock prices of green firms. Monetary policy tightening is associated with lower stock prices since it leads to a higher cost of capital and in turn a higher discount rate for the expected stream of cash flows. LÄS MER

  4. 3. Stock Price Predictions for FAANG Companies Using Machine Learning Models

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Hugo Dahlquist; Fredrik Fourong; [2024]
    Nyckelord :Random Forest; Artificial Neural Networks; Stock prices; Predictions.; Mathematics and Statistics;

    Sammanfattning : The financial industry is one of the highest grossing sectors in the world as it is estimated to represent 24\% of the global economy. As most companies want their asset value to increase, it is of high interest to make good investments which will increase in either the short or long run. LÄS MER

  5. 4. Analysing M&A performance Using CAPM to Evaluate the Acquiror’s systematic risk in investment strategies

    Master-uppsats, Blekinge Tekniska Högskola

    Författare :Kakwano Rodney; [2024]
    Nyckelord :mergers and acquisitions systematic risk;

    Sammanfattning : The purpose of this paper is to analyse the acquiror’s post M&A systematic risk using the stock performance evaluation by determining the change in beta (post M&A and Pre-M&A). and further determine the impact and significancy of M&A characteristics from the previous studies that have an explanatory value that may lead to a change in the systematic risk. LÄS MER

  7. 5. Leveling the Playing Field: Can Private Investors Benefit From Mimicking Insider Trades? A quantitative study of insider trading

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Marcus Mattsson; Marcus Lyckhage; [2023-07-04]
    Nyckelord :Insider Trading; Abnormal Return; Information Asymmetry; Outside Investors; Investment Strategy; Insider Positions;

    Sammanfattning : Historically, investors have been searching for strategies to maximize performance in the stock market. It has been shown that corporate insiders can earn abnormal returns by trading in their own companies as they possess superior information and, to a certain degree, market timing ability. LÄS MER