Sökning: "volatility index"

Visar resultat 1 - 5 av 270 uppsatser innehållade orden volatility index.

  1. 1. Board Diversity's effect on Stock Volatility An empirical study on the Swedish market

    Kandidat-uppsats,

    Författare :Simon Risberg; Sanna Tegenfeldt; [2023-09-15]
    Nyckelord :;

    Sammanfattning : In recent years, group diversity has become a prevalent topic of discussion with regard to benefits and drawbacks. This thesis examines the impact of board diversity on stock volatility using data on board directors in Swedish companies over a ten-year period. LÄS MER

  3. 2. Power Play: The influence of energy prices on ESG Stocks’ performance during the Energy Crisis A quantitative study performed on the Swedish stock market

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Daniella Milojkovic; Jennifer Häggander; [2023-08-25]
    Nyckelord :;

    Sammanfattning : This research paper is focused on the impact of the European energy crisis on ESG (Environmental, Social, and Governance) stocks. The paper aims to examine the extent to which the performance of stocks with high ESG scores has been affected by energy prices and volatility during the energy crisis. LÄS MER

  4. 3. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Max Aronsson; Anna Folkesson; [2023]
    Nyckelord :Markov chain; OMXS30; Markov chain properties; voting ensemble model; markovkedja; OMXS30; egenskaper hos markovkedjor; ensemble-modell;

    Sammanfattning : This paper investigates how Markov chain modelling can be applied to the Swedish stock index OMXS30. The investigation is two-fold. Firstly, a Markov chain is based on index data from recent years, where properties such as transition matrix, stationary distribution and hitting time are studied. LÄS MER

  5. 4. Socially Responsible and Financially Rewarding: The Relationship Between ESG and Stock Market Returns

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

    Författare :Kristian Eklund; Felix Freiherr von Uslar-Gleichen; [2023]
    Nyckelord :ESG Performance; ESG Index; Index Returns; Sustainable Finance; Systematic Risk;

    Sammanfattning : We study the link between the ESG-performance of 20 OECD countries and the excess returns of their major stock indices between 2005 and 2015. Our research shows a significant positive relationship between the two metrics. LÄS MER

  7. 5. Can outsiders obtain abnormal returns by imitating insider trading? : - An application to trade in tech stocks on the Nasdaq Stockholm stockexchange. Comparing high and low volatile stocks.

    Magister-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Antonious Shalaby; Reis Rexha; [2023]
    Nyckelord :Insider trading; Abnormal Returns; Event Study;

    Sammanfattning : Abstract Title: Can outsiders obtain abnormal returns by imitating insider trading?- An application to trade in tech stocks on the Nasdaq Stockholm stock exchange.Comparing high and low volatile stocks. Course: JEFT27. LÄS MER