Essays about: "Flight to liquidity"

Showing result 1 - 5 of 6 essays containing the words Flight to liquidity.

  1. 1. Flight to climate: liquidity commonality in brown equities

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Haiping Yu; [2023]
    Keywords : ESG; ESG Investing; Climate investing; Liquidity Commonality; Systematic Liquidity Risk;

    Abstract : Emerging ESG studies have established a negative equilibrium correlation between ESG factors and stock returns in an economy predominately influenced by investors with nonpecuniary preference over high ESG credentials. However, little research has delved into a potential systematic liquidity risk phenomenon associated with aggregate trading activities of ESG-motivated investors who share a common nonzero ESG preference component in their utility function. READ MORE

  3. 2. Fight or Flight: How stock market crashes affect private investors’ portfolio diversification in Sweden

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Ludvig Löfqvist; Erik Åhlstad; [2023]
    Keywords : Investment behavior; Diversification; Stock market crash; Demographic factors;

    Abstract : Background: Stock ownership has been increasing in Sweden, with 2,7 million individual owners in 2022, up from 2,1 million in 2018. A trend shows that younger individuals are becoming more involved in stock ownership, while those over 40 are decreasing in numbers. READ MORE

  4. 3. 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

  5. 4. How did the financial investment behavior of Swedish retail investors change after the outbreak of COVID-19?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jakob Erlandsson; [2021]
    Keywords : Financial behavior; COVID-19; Sweden; retail investors; survey.; Business and Economics;

    Abstract : The aim of this thesis is to investigate how the financial investment behavior of retail investors in Sweden has changed after the outbreak of the COVID-19 pandemic. The first part of the method used to investigate this consists of collecting data using a survey that was filled out by investors. READ MORE

  6. 5. A Conditional Analysis of Liquidity on Quality in the U.S. Corporate Bond Universe

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Arwed Ebner; Paul Schempp; [2014]
    Keywords : Liquidity; Corporate Bonds; Markov Regime-Switching Models; Flight-to-Quality; Credit Quality;

    Abstract : Why are high-yield bonds more severely hit by large liquidity dry outs than investment grade bonds? This study investigates the effects of liquidity shocks on returns in the U.S. corporate bond market during times of heightened liquidity stress, using a comprehensive data set of 13,500 bonds between October 2004 and September 2013. READ MORE