Sökning: "stock price behavior"

Visar resultat 1 - 5 av 52 uppsatser innehållade orden stock price behavior.

  1. 1. Ferdinand, the Unpredictable Bull : Cash Flow Distribution Behavior During U.S. Recessions - An Event Time Analysis

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

    Författare :Erik Gunnarsson; Tom Mueffelmann; [2023]
    Nyckelord :Business Cycles; Event Time Study; Predictability of the Price-Dividend Ratio; Aggregate Dividends; Net Repurchases;

    Sammanfattning : The paper employs an event study approach to investigate the behavior of aggregate cash flow distributions and stock prices in the U.S. stock market around recessions. Aggregate prices anticipate low aggregate dividend and economic growth until adjusting for the diverse time measurement methodologies. LÄS MER

  3. 2. Modelling trend cycles of a stock in the market through social transmission

    Master-uppsats, Mälardalens universitet/Utbildningsvetenskap och Matematik

    Författare :Sedigheh Nemati; [2023]
    Nyckelord :Social finance; Fashion cycles; Stock market; Cultural evolution; Simulation; Population model.;

    Sammanfattning : This project investigates the relationship between social interactions among marketparticipants and the emergence of cyclical trends in stock markets. Two models aredeveloped to capture the interaction dynamics among individuals within the market:a basic model and a model with a price mechanism. LÄS MER

  4. 3. Livsmedelsbutikers frukt- och grönsakssvinn : En kvalitativ intervjustudie om orsaker och åtgärder till matsvinn i livsmedelsbutiker

    Kandidat-uppsats, Umeå universitet/Institutionen för kost- och måltidsvetenskap

    Författare :Alfred Norling; [2022]
    Nyckelord :Food waste; Grocery stores; Measures; Causes; Matsvinn; Livsmedelsbutiker; Åtgärder; Orsaker;

    Sammanfattning : Bakgrund: Ungefär en tredjedel av all mat som produceras från alla delar i leveranskedjan slängs, trots att 870 miljoner av värdens invånare svälter. Samtidigt orsakar matsvinn omfattande växthusgasutsläpp och kostar samhället stora summor pengar. LÄS MER

  5. 4. Comparison of Indirect Inference and the Two Stage Approach

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Victor Hernadi; Leandro Carocca Jeria; [2022]
    Nyckelord :Geometric Brownian Motion; Drift; Volatility; Indirect Inference; Two Stage Approach; Parameter Estimation; Stock Price Prediction;

    Sammanfattning : Parametric models are used to understand dynamical systems and predict its future behavior. It is difficult to estimate the model’s parametric values since there are usually many parameters and they are highly correlated. LÄS MER

  7. 5. Investors’ Value Perception of Green and Brown Bond Issuances

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Eric Werleus; Harald Johansson; [2022]
    Nyckelord :Green bonds; EU-taxonomy; Event study; Cumulative Abnormal Returns; Business and Economics;

    Sammanfattning : The purpose of this study is to investigate if the equity markets react more positively to the issuance announcement of a green bond compared to the issuance announcement of a brown bond and if the introduction of the EU taxonomy has had an effect on the announcement effects. The study contributes to the existing literature by using an updated sample of 511 bonds from 61 issuers stemming from countries within the EU and testing if investor behavior regarding the announcement effect has changed after introducing the EU taxonomy. LÄS MER