Essays about: "Copenhagen Stock Exchange"

Showing result 1 - 5 of 6 essays containing the words Copenhagen Stock Exchange.

1. 1. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Peter Johansson; [2019-01-22]
   Keywords : Extreme Value Theory; Generalized Pareto Distribution; Point-Over-Threshold method; risk measures; Value at Risk; Expected Shortfall;

   Abstract : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. READ MORE

3. 2. Gender diversified board’s impact on firm performance and stock volatility : A quantitative study examining Swedish, Danish and Finnish listed firms

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Gustav Johannesson; Martin Westport; [2017]
   Keywords : Gender Equality; Board Diversity; Board Composition; Firm Performance; Stock Volatility; Socially Responsible Investment;

   Abstract : Board gender diversity has been on the corporate agenda for several years, despite numerous gender diversity initiatives around the EU-Member States, women remain underrepresented in the boardroom. There is an intense debate and the problem is frequently raised and discussed by politicians, journalists, shareholders and investors. READ MORE

4. 3. Effects of changes in the Icelandic capital controls: An event study on the stock price of Össur hf.

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Daníel Kristinsson; [2015]
   Keywords : Capital controls; Cross-listing; GARCH; market model; premium; Business and Economics;

   Abstract : The aim of the thesis is to examine whether changes in the capital controls affect the premium of the cross-listed stock of Össur hf., it is listed on the Icelandic and Copenhagen stock exchange. The price difference is examined with two currency rates, the official rate as given by the Central bank of Iceland and the offshore rate. READ MORE

5. 4. How do the share prices of football clubs react to new managerial appointments? : An event study of publicly listed Danish football clubs

   University essay from Umeå universitet/Företagsekonomi

   Author : Fredrik Näslund; Niklas Howell; [2014]
   Keywords : football; manager; share price; Denmark; Danish; event study; efficient market hypothesis; share price reaction;

   Abstract : The study sets out to examine whether or not there is an effect on the share price when appointing new managers for football clubs. CEOs and football managers have been compared in terms of responsibilities and while there is a wealth of research on the effect on the share price of appointing a new CEO, there has been little research on the same effect for football managers. READ MORE

6. 5. Stock Price Reactions to CEO Turnover - An event study of the Nordic markets

   University essay from Handelshögskolan i Stockholm/Institutionen för företagande och ledning

   Author : Anne Christine Egholm; Jannike Nordström; [2012]
   Keywords : Event study; Executive succession; CEO turnover; Abnormal stock return; Company performance;

   Abstract : This thesis examines the short-term effect of CEO turnover on company performance. Previous studies based on American data have shown mixed results, hence the interest to test if the same would apply in a Nordic setting. READ MORE