Essays about: "Asset prices"

Showing result 21 - 25 of 187 essays containing the words Asset prices.

1. 21. Government Interventions During a Crisis: An Event Study of the Extraordinary Budget Announcements' Effect on the Swedish Stock Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Haris Badakhsh; Jean Pierre Saliba; [2022]
   Keywords : Fiscal policy; Stock market; COVID-19; Stimulus package; Event study;

   Abstract : The impact of several stimulus packages implemented by the Swedish government during the COVID-19 pandemic on the Swedish stock market is studied in this paper. An event study methodology is used to investigate the abnormal returns of Swedish firms during four announcements related to the stimulus packages. READ MORE

3. 22. Implementation of battery energy storage systems in the Swedish electrical infrastructure

   University essay from KTH/Kemiteknik

   Author : Gustav Arnberg; [2022]
   Keywords : Battery energy storage systems; BESS; Li-ion batteries; Frequency regulation; Business case; Implementation of battery energy storage systems; Swedish electrical infrastructure; BESS; Li-jon batterier; Frekvensreglering; Affärsfall; Implementering av batterilagringssystem; Svensk elinfrastruktur;

   Abstract : Detta examensarbete utreder den tekniska och ekonomiska passbarheten av batterilagringssystem (BESS) inom den svenska el infrastrukturen. Syftet är att konstruera tre olika affärsfall för att representera den tekniska och den ekonomiska passbarheten av BESS inom den svenska el infrastrukturen, specifikt med uppkoppling mot distributionsnätverket på den regionala nivån, 6 kilovolt till 132 kilovolt (kV). READ MORE

4. 23. Stock Price Prediction Using Machine Learning

   University essay from Södertörns högskola/Nationalekonomi

   Author : Yixin Guo; [2022]
   Keywords : Machine Learning; Stock Price; Time Series Data; Deep Learning;

   Abstract : Accurate prediction of stock prices plays an increasingly prominent role in the stock market where returns and risks fluctuate wildly, and both financial institutions and regulatory authorities have paid sufficient attention to it. As a method of asset allocation, stocks have always been favored by investors because of their high returns. READ MORE

5. 24. Training AI for asset pricing

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Axel Jernbäcker; Henrik Angelstig; [2022]
   Keywords : AI; Machine learning; Asset pricing; stock price prediction; time-weighting;

   Abstract : This bachelor's thesis examines how a machine learning program's ability to predict stock prices is affected by how the data on which the program is trained has been time-weighted. Building upon the work by Gu, Kelly, and Xiu (2020), we examine how the same machine learning program performs when its training data is time-weighted using one of three methods: exponential weighting, linear weighting, or cutoff. READ MORE

6. 25. Predicting the Future with Stock Market Liquidity: A Study of the Swedish Stock Market Liquidity as a Leading Indicator of the Future Business Cycle

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Sofia Derninger; Anna Hagman; [2022]
   Keywords : Stock Market Liquidity; Business Cycle; Forecasting; Recession; Sweden;

   Abstract : Using daily stock data from the Stockholm Stock Exchange, this paper investigates the relationship between stock market liquidity and the real economy. We find restricted support for stock market liquidity containing leading information about real economic growth. READ MORE