Essays about: "the daily stock exchange"

Showing result 11 - 15 of 41 essays containing the words the daily stock exchange.

  1. 11. Comparing the predictability of the next day stock trend between high volatile and low volatile stocks using a feedforward neural network

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Jonathan Gyllenram; Fredrik Gisslém; [2017]
    Keywords : ;

    Abstract : An ongoing debate is whether it is possible to predict future price movements for stocks by analysing the historical stock data. Accord- ing to the Effective Market Hypothesis and the Random Walk Theory this should not be possible and according to the Non Random Walk Theory it should be possible. READ MORE

  3. 12. A  smart beta investment strategy to make risk more transparent : A quantitative study as a contribute to lowering the systemic risk, without sacrifice of return.

    University essay from Mittuniversitetet/Avdelningen för ekonomivetenskap och juridik

    Author : Fredrik Kristoffersson; [2017]
    Keywords : Smart beta; smart beta strategy; portfolio strategy; risk transparency; indexing investing; CAPM; Stockholmsbörsen; systemic risk;

    Abstract : This study have focused on the creation of a smart beta investment strategy to make risks in terms of beta for individual assets more transparent, and to explore if the constructed portfolios risk in terms of standard deviation significantly gets lower than for different benchmark indexes. The strategy could be used for investors who want to decrease their contribution to systemic risk, without sacrificing return. READ MORE

  4. 13. A Study of the Systemic Risk in the Japanese Banking System - An application of the CoVaR method

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Qian Wu; [2015]
    Keywords : Japanese Banking System; Japan; Systemic risk; CoVaR; Business and Economics;

    Abstract : CoVaR is one of the pioneering systemic risk measures proposed during the financial turmoil of 2008, introduced by Adrian and Brunnermeier (2008). It is based on the familiar risk measurement Value-at-Risk (VaR). READ MORE

  5. 14. The Impact of Regulatory Initiatives on Bitcoin: A study on the first regulated exchange in the United States

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Victor Wellenstam; Douglas Stark; [2015]
    Keywords : Bitcoin; BTC; Cryptocurrency; Event Study; Regulations;

    Abstract : This paper examines how the bitcoin market reacted to the opening of Coinbase, the first regulated bitcoin exchange in the United States. Despite existing controversies towards regulating cryptocurrencies, we conclude that the market reacts positively to the announcement, with statistically significant abnormal returns. READ MORE

  6. 15. Excess Returns with Black Swan Investing on the Indian Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jonas Nihlén; Jakob Malm; [2014]
    Keywords : Black Swan; Mean Reversion; Beta; Excess Returns; Emerging Markets; India; Business and Economics;

    Abstract : Previous studies have shown a significant relation between the beta value and return of a stock. In our study we show that excess returns on the National Stock Exchange in India can be obtained by using a Black-Swan investment strategy, with beta as a portfolio- building tool. READ MORE