Sökning: "stock variance"

Visar resultat 1 - 5 av 147 uppsatser innehållade orden stock variance.

  1. 1. The value of a good deed; ESG-scores and returns in the Nordic stock markets

    Kandidat-uppsats,

    Författare :Axel Olausson; Axel Pettersson; [2023-11-07]
    Nyckelord :Stock returns; ESG; Risk-adjusted returns; Adjusted Sharpe ratio; unequal variance t-test; Nordic market;

    Sammanfattning : This paper seeks to answer which effect ESG-scores have on risk-adjusted returns for stocks listed on Nordic stock markets. To answer this, we create five null hypotheses and use unequal variance t-tests to determine if the hypotheses can be rejected. LÄS MER

  3. 2. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019

    Kandidat-uppsats,

    Författare :Jacob Allestam; Filip Sjöberg; [2023-06-29]
    Nyckelord :Adaptive market hypothesis; market efficiency; market conditions; return predictability; trading strategy;

    Sammanfattning : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. LÄS MER

  4. 3. The place of space mining news in the valuation of stocks

    Uppsats för yrkesexamina på avancerad nivå, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Författare :Albin Landers; [2023]
    Nyckelord :Space mining; Stock markets; Spinoff technologies; Market reaction; Abnormal return;

    Sammanfattning : Background. Space mining is a subject of growing interest. People see where society is heading and that something needs to be done to pave the way for future generations. Outer space contains both the Moon and other celestial bodies as well. LÄS MER

  5. 4. Robust Portfolio Optimization

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Anna Mårtensson; Edith Frisk Gärtner; [2023]
    Nyckelord :Mathematics; Optimization and Systems Theory;

    Sammanfattning : The objective of robust portfolio optimization is to find a way to allocate capital to some financial assets such that portfolio return is maximized in the worst-case scenario, which is desirable for investors with a low tolerance for risk. This study aims to apply the robust approach to asset allocation based on 30 of the biggest stocks on the Stockholm Stock Exchange. LÄS MER

  7. 5. Market reaction to Basel III : An event study on the stock market reaction to the announcement by the Basel Committee on Banking Supervision on December 7th, 2017

    Magister-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :David Kinch Palvig; Anton Östlund Wessberg; [2023]
    Nyckelord :Banks; Basel III; Capital regulation; Efficient Market Hypothesis; Event study; Financial leverage; Stock markets;

    Sammanfattning : This paper investigates the impact of Basel III on the valuation of banks in the EEA through an event study of the stock market. It contributes to academic literature by enhancing the study by Bruno, Onali & Schaeck (2018) with another event date after the conclusion of their study. LÄS MER