Essays about: "Asymmetric beta"

Found 5 essays containing the words Asymmetric beta.

1. 1. The Leverage Effect - Uncovering the true nature of U.S. asymmetric volatility

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Christoffer Dahlvid; Per Granberg; [2017]
   Keywords : Leverage effect; asymmetric volatlity; firm specific variables; volatility; GJR-GARCH; EGARCH; panel data; Business and Economics;

   Abstract : The topic of this thesis is the leverage effect i.e. asymmetric volatility. The leverage effect describes the negative relationship between asset value and volatility. READ MORE

3. 2. Real Optionality in Gold Operations. An investigation of Gold Exposure, Asymmetries and Excess Returns

   University essay from Göteborgs universitet/Graduate School

   Author : Magnus Karlsson; Dennis Nilsson; [2015-07-13]
   Keywords : Real Options; Gold; North American Gold Companies; Gold Beta; Performance Evaluation; Asymmetric Returns;

   Abstract : This thesis examines the gold beta exposure and the usage of real options for 52 listed gold companies in North America between 1997 and 2014. Building on prior research we develop a model that includes a larger set of control variables, this model show that earlier research has su ered from underspeci cation leading to biases. READ MORE

4. 3. Fund Flow Risk and Cross-Sectional Asset Prices

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Ludwig Bergenstråhle; Johannes Nordqvist; [2015]
   Keywords : Asset pricing; Mutual fund flows; Price pressure; Institutional trading;

   Abstract : This paper documents that stocks whose historical excess returns have comoved more with mutual fund flows-have a higher fund flow beta (FFB)-earn higher future excess returns than otherwise similar stocks. We propose two hypotheses to explain this finding: First, funds may hedge the variance in their AUM by underweighing stocks with a high FFB, hence reducing the price of those stocks in equilibrium. READ MORE

5. 4. Exploring Beta’s Changing Behavior ofSwedish Real Estate Stocks

   University essay from KTH/Fastigheter och byggande

   Author : Medhat Khalil; [2013]
   Keywords : Beta; Asymmetric beta; Time varying beta; Risk; Real Estate; Stocks; Equity; Sweden;

   Abstract : This study aims to analyze the beta and risk behavior of the Swedish listed real estate stocks. Such a study will provide a clearer picture for investors and researchers about the changing nature of that behavior over time. The research method is based on descriptive statistics and CAPM beta regression analysis of the monthly returns. READ MORE

6. 5. Towards the synthesis of chiral dinuclear gold(I)complexes to act as catalysts in asymmetric hydrogenation of alfa, beta-unsaturated carboxylic acids

   University essay from Lunds universitet/Kemiska institutionen

   Author : Anita Hoang; [2012]
   Keywords : Oorganisk kemi; Chemistry;

   Abstract : Gold is a transition metal that can be use as catalyst in a various reactions, when coordinated to ligands. In this study two dinuclear gold(I) complexes bearing chiral ligands have been synthesized and tested as catalyst for asymmetric hydrogenation of α,β-unsaturated carboxylic acids. READ MORE