Essays about: "composite index"

Showing result 21 - 25 of 52 essays containing the words composite index.

  1. 21. Expected Shortfall Estimation

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Kristina Boehm; [2019]
    Keywords : normal; skewed; t-distribution; Expected Shortfall; Value at Risk; Business and Economics;

    Abstract : This thesis evaluates the performance of Expected Shortfall estimation with normal, student-t and skewed distributions. It is stylized fact that student-t distribution generally outperforms normal distribution. READ MORE

  3. 22. Market value and patent quality : A panel study of Swedish firms

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Niclas Jävervall; Wilhelm Wass; [2019]
    Keywords : Patents; Market valuation; Composite index; Value indicators;

    Abstract : We explore the relationship between the stock market value of firms and patent quality using a recently developed composite index measure. The study is conducted on 137 firms during 1991-2015, which provides 914 unique firm year observations. READ MORE

  4. 23. The long-term effects of CAPEX, R&D and acquisition expenditure on stock returns

    University essay from Göteborgs universitet/Graduate School

    Author : Oskar Berglund; Mattias Ivermark; [2018-07-04]
    Keywords : R D; CAPEX; Acquisitions; Fama-French; Four factor model; Stock returns;

    Abstract : We regress R&D expenditures, CAPEX and the cash-flow of acquisition on a quarterly basis on the stock market excess return of stocks included in the Russel 3000 index. Acquisitions are statistically significant in a model which includes the current and the lagged period as a part of a composite model with R&D and CAPEX. READ MORE

  5. 24. The impact of environmental policy stringency on FDI flows: Evidence from BRIICS-OECD flow panel dataset

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Sofia Sacks; [2018]
    Keywords : environmental policy stringency; pollution haven; FDI; fixed effects; location hypothesis; BRIICS; Social Sciences;

    Abstract : The Paris Agreement has increased interest in environmental policy research, which has alerted that companies will relocate their investment to countries with less stringent environmental standards. This pollution haven effect, although theoretically analyzed, has wide-ranging empirical results which are highly dependent on the selected case and proxy for environmental policy stringency. READ MORE

  6. 25. Linkages between the Chinese stock market and the macroeconomic climate in the U.S. and EU

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Gabriel Ekman; Petter Månsby; [2018]
    Keywords : VECM; Impulse Responses; Variance Decomposition; Chinese stock market; macroeconomic linkages; finacial integration; Business and Economics;

    Abstract : The purpose of this paper is to examine the relationship between investments in the Chinese stock market and shocks to the macroeconomic climate in the U.S. and in the EU. READ MORE