Sökning: "volatility"

Visar resultat 1 - 5 av 836 uppsatser innehållade ordet volatility.

  1. 1. The Rise of Populism: Effect on National Stock Market Returns and Volatility

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

    Författare :Gabriella Bergström; Felix Orth; [2019]
    Nyckelord :Populism; Equity Returns; Volatility; Europe;

    Sammanfattning : This paper investigates whether the increase in electoral success of populist extreme parties has an impact on short-term equity market returns and volatility by looking at a sample of 192 European elections. Using a cross-national regression methodology, we find that a large change in the share of seats in the national parliament held by populist extreme parties has a negative impact on national equity market returns. LÄS MER

  2. 2. Capital Structure Volatility: Is capital structure constant or a varying residual?

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

    Författare :Henrik Nilsson; Xiaopeng Hu; [2019]
    Nyckelord :Capital structure; debt flow volatility; cash flow constraint;

    Sammanfattning : This paper examines the phenomenon of capital structure instability among private- and publicly listed firms in Sweden during the years 2000-2016. We observe a high level of capital structure volatility among private firms, while public firms appear to be more stable. LÄS MER

  3. 3. The Impact of Derivatives Trading on the volatility of S&P500 and its implied volatility

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Massimo Mastrantonio; [2018-12-06]
    Nyckelord :;

    Sammanfattning : MSc in Finance.... LÄS MER



    Författare :Max Hansson; Oscar Perers; [2018-07-16]
    Nyckelord :Exchange traded funds; volatility; arbitrage;

    Sammanfattning : This thesis explores the effect ownership by exchange traded funds have on the volatility of their underlying securities. We build upon the research conducted by Ben-David, Franzoni and Moussawi (2017a) and first replicate the results presented by them that ownership by exchange traded funds increase volatility. LÄS MER

  5. 5. Första-Fjärde AP-fonden: Riskjusterad avkastning och risk 2001-2017


    Författare :David Eliasson; Simon Möller; [2018-07-11]
    Nyckelord : AP-fonderna ; Swedish Pension System; Pension funds; Risk-adjusted Return; Risk Analysis; Diversification; Sharpe Ratio; Fama-French three-factor model;

    Sammanfattning : The purpose of this study is to investigate whether the four Swedish public pension fundsAP1-4 contribute to the stability of the pension system by evaluating their mandate as formulated in the law. The thesis contributes to the existing literature regarding the Swedish pension system through an investigation of the performance and risk level of the funds during the period 2001-2017. LÄS MER