Search for essays about: "stock out risk"

Showing result 1 - 5 of 16 essays containing the words stock out risk.

  2. 1. Decomposing the Book-to-Price Effect: Leverage and Stock Returns:

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning

    Author : Thomas Kidane; David Kuritzén; Johan Rönnestig; [2009]
    Keywords : book-to-price; enterprise book-to-price; leverage; stock returns; Penman et al;

    Abstract : The starting point for this thesis is a decomposition of book-to-price (B/P) into an enterprise-book-to-price component (that pertains to the firms operations and supposedly reflects operating risk) and a leverage component (assumed to capture financial risk), laid out by Penman et al (2007). Using Swedish data, we show that the leverage component of B/P is negatively associated with future stock returns, conditional upon enterprise-book-to-price. READ MORE

  4. 2. Stock Return Reversal on the Stockholm Stock Exchange:

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Michael Blomqvist; Sofie Trägårdh; [2009]
    Keywords : Stock return reversal; Contrarian strategy; Overreaction;

    Abstract : The purpose of this paper has been to investigate whether a long term reversal investment strategy can be used to identify mispriced stocks and thereby earn abnormal returns on the Stockholm Stock Exchange during the period of 1982 to 2009.We assign the stocks to decile portfolios according to their five year historical period returns. READ MORE

  5. 3. Exchange rate risk in Automobile Industry: An Empirical Study on Swedish, French and German Multinational Companies.

    University essay from Umeå universitet/Handelshögskolan vid Umeå universitet; Umeå universitet/Handelshögskolan vid Umeå universitet

    Author : Lyna Alami Barumwete; Feiyi Rao; [2008]
    Keywords : Exchange rate risk; Hedging strategies; Risk management; Foreign Exchange exposure;

    Abstract : Recently, both company executives as well as national media have claimed that short currency exchange rate fluctuations are negatively affecting the stock returns of certain firms. However, most previous studies focusing on companies in the US and Asia have been unable to find empirical support for a statistically significant linkage between firm value and exchange rate risk. READ MORE

  6. 4. Algorithmic Trading and Benchmarks: A study of the Swedish market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Pontus von Essen; Marcus Olausson; [2008]
    Keywords : Algorithmic trading; Benchmarks; VWAP;

    Abstract : Algorithmic trading has grown in popularity over the last few years. The large financial centres of the world are leading the development of this new kind of trading. We investigate the development of algorithmic trading in Stockholm by conducting interviews with major institutions on the financial market. READ MORE

  7. 5. A Quantitative Risk Optimization of Markowitz Model : An Empirical Investigation on Swedish Large Cap List

    University essay from Mälardalens högskola/Institutionen för matematik och fysik; Mälardalens högskola/Institutionen för matematik och fysik

    Author : Oliver Bjärnbo; Amir Kheirollah; [2007]
    Keywords : Optimisation; Portfolio theory; Stock Market; Markowitz; Excel Modeling; VaR; Sharpe ratio;

    Abstract : This paper is an empirical study on Harry Markowitz work on Modern Portfolio Theory. The model introduced by him assumes the normality of assets’ return. We examined the OMX Large Cap List1 by mathematical and statistical methods for normality of assets’ returns. READ MORE