Essays about: "Andreas Soteriou"

Found 2 essays containing the words Andreas Soteriou.

1. 1. Testning the Adaptive Market Hypothesis on the OMXS30 Stock Index: 1986-2014 : Stock Return Predictability And Market Conditions

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Louise Svensson; Andreas Soteriou; [2017]
   Keywords : Adaptive market hypothesis; stock return predictability; market conditions; linear independence; non-­linear independence; market efficiency;

   Abstract : We evaluate the validity of the Adaptive Market Hypothesis (AMH) in a Swedish context by testing for stock return predictability on the OMXS30 stock index between 1986 and 2014 using daily returns and monthly two year moving subsamples. To our knowledge, this is the first study to evaluate the AMH in a Swedish context. READ MORE

3. 2. Commodity Risk Management in The Airline Industry : A study from Europe

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Jonathan Havik; Emil Stendahl; Andreas Soteriou; [2016]
   Keywords : Airlines; Europe; Systematic risk; Hedging; Oil prices; Oil price volatility; Jet fuel hedging;

   Abstract : The airline industry is a major user of jet fuel and this constitutes a large component of the operating costs and is a risk coefficient for airlines. Several studies have been conducted on how oil price volatility affect stock prices and cash flows as well as how, in general, firms that uses derivatives experience lower stock returns volatility and stock s . READ MORE