Essays about: "Volatility and efficiency in the Stock market"

Showing result 1 - 5 of 16 essays containing the words Volatility and efficiency in the Stock market.

  1. 1. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET

    University essay from KTH/Matematisk statistik

    Author : Mahsa Badakhsh; [2023]
    Keywords : cross-sectional momentum; time-series momentum; market efficiency; random walk; ex-ante volatility; cross-sectional momentum; time-series momentum; marknadseffektivitet; random walk; ex-ante volatilitet;

    Abstract : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. READ MORE

  3. 2. Listed Property Company Valuation

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Marcus Runström; Ludvig Eksandh; [2022]
    Keywords : Listed Swedish property companies; Closed-end fund puzzle; Noise trader model; NAV premium and discount; Property company valuation;

    Abstract : Among stock market participants, the existence and persistence of deviations between a property company's market capitalization and Net Asset Value are well-recognized. This deviation has a clear link to the premiums and discounts to NAV of closed-end funds, which is referred to as the closed-end fund puzzle in financial economics. READ MORE

  4. 3. Option Pricing using Artificial Neural Networks

    University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

    Author : Jan Müller; [2021]
    Keywords : Physics and Astronomy;

    Abstract : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. READ MORE

  5. 4. Artificial Intelligence and its Breakthrough in the Nordics : A Study of the Relationship Between AI Usage and Financial Performance in the Nordic Market

    University essay from Umeå universitet/Företagsekonomi

    Author : Frida Ottosson; Martin Westling; [2020]
    Keywords : AI; artificial intelligence; financial performance; ROA; nasdaq; nordic;

    Abstract : As the fourth digital revolution is initiated and digitalization is becoming increasingly evident in today’s society, the concept of artificial intelligence (AI) is experiencing a boom and is continuously transforming a vast variety of industries. Previous studies have found several links between AI usage and economic benefits, such as increased efficiency and lower costs. READ MORE

  6. 5. Coronavirus-Related Sentiment and Stock Prices : Measuring Sentiment Effects on Swedish Stock Indices

    University essay from KTH/Fastigheter och byggande

    Author : Olga Piksina; Patricia Vernholmen; [2020]
    Keywords : market sentiment; behavioural finance; market efficiency; coronavirus; Swedish stock market; text analytics; sentiment analysis; news mining; marknadssentiment; beteendefinans; marknadseffektivitet; coronaviruset; svensk aktiemarknad; textanalys; sentimentanalys; news mining;

    Abstract : This thesis examines the effect of coronavirus-related sentiment on Swedish stock market returns during the coronavirus pandemic. We study returns on the large cap and small cap price indices OMXSLCPI and OMXSSCPI during the period January 2, 2020 – April 30, 2020. READ MORE