Essays about: "Equity L S"

Found 3 essays containing the words Equity L S.

  1. 1. The behaviour of retail investors and price discovery in China

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Oscar W. Hultman; John-Henrik L. A. von Dahn; [2020-08-21]
    Keywords : ;

    Abstract : China has, in the last decades, seen tremendous economic growth. Retail investors characterize the equity market, and these retail investors, who have a substantial impact on the price discovery in the mainland stock markets of China, are not entirely rational in their financial behaviours. READ MORE

  2. 2. Volatility forecasting in the Swedish hedge fund market : A comparison of downside-risk between Swedish hedge funds and the index S&P Europe 350

    University essay from IHH, Economics, Finance and Statistics

    Author : Donald Harding; [2012]
    Keywords : Hedge Fund; Value-at-Risk; GARCH; EGARCH; Filtered Historical Simulation; Equity L S; VaR; FHS VaR;

    Abstract : The purpose of this thesis is to examine whether Swedish Equity L/S hedge funds present a lower market risk than the index S&P Europe 350 over our holding period using a GARCH/EGARCH Value-at-Risk model. The sample consists of 96 monthly observa- tions between March 2004 and February 2012. READ MORE

  3. 3. Brand Loyalty: A Study of the Prevalent Usage of Celebrity Endorsement in Cosmetics Advertising.

    University essay from Handelshögskolan vid Umeå universitet

    Author : Emma Löfgren; Juan Li; [2010]
    Keywords : Brand Loyalty; Advertising;

    Abstract : The usage of celebrity endorsements has been confirmed to result in more favorableadvertisement ratings and positive product evolutions (Dean and Biswas, 2001). It has evenbecome one of the most popular forms of retail advertising (Choi and Rifon, 2007). READ MORE