Essays about: "Bear Markets"

Showing result 1 - 5 of 44 essays containing the words Bear Markets.

  1. 1. Hot Bull or Cold Bear? How Market Cycles Affect IPO Underpricing

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Alicia From; Gustaf Sjögren; [2022]
    Keywords : IPO underpricing; bear markets; IPO waves; variability of IPO underpricing; U.S. stock market;

    Abstract : IPO underpricing and its variability is highly cyclical and follows waves, with "hot" and "cold" IPO markets displaying radically different characteristics. Further, during the 21st century, the effect of bear-, and bull markets on stock prices increased. READ MORE

  3. 2. A Non-linear Analysis of Cointegration in South-East Asian Equity Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Massimiliano Severi; [2021]
    Keywords : Cointegration; South-East Asian stock markets; Time series comovements; Markov-switching models; Regime-shifting models;

    Abstract : This paper investigates the presence of cointegration among the main stock markets in South-East Asia, namely those of Hong Kong, Singapore, Malaysia and Thailand. Part 1 of the thesis studies the relationship using Markov-switching models, while Part 2 uses regime-shifting models with one structural break. READ MORE

  4. 3. Value at Risk Estimation with Neural Networks: A Recurrent Mixture Density Approach

    University essay from KTH/Matematik (Avd.)

    Author : William Karlsson Lille; Daniel Saphir; [2021]
    Keywords : Machine learning; Neural networks; LSTM; MDN; Mixture density; Value at Risk; VaR; Risk; Financial mathematics; Finance; Maskininlärning; Neurala nätverk; LSTM; MDN; Mixture Density; Value at Risk; VaR; Risk; Finansiell matematik; Finans;

    Abstract : In response to financial crises and opaque practices, governmental entities and financial regulatory bodies have implemented several pieces of legislature and directives meant to protect investors and increase transparency. Such regulations often impose strict liquidity requirements and robust estimations of the risk borne by a financial firm at any given time. READ MORE

  5. 4. Presence of herd behavior in stock trading : Comparing different business sectors listed on the Swedish Stock Market

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Felix Tejland; [2020]
    Keywords : ;

    Abstract : This paper investigates the investment behavior among financial market participants. Using the methodology of Cross-Sectional Absolute Deviation (CSAD), focus is on the presence of herd behavior. READ MORE

  6. 5. The Effect of Natural Catastrophes on the Secondary CAT Bond Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hannah Kaltenegger; Elias Stürz; [2020]
    Keywords : CAT bond; Secondary CAT bond market; Natural catastrophes; CAT bond trading; Business and Economics;

    Abstract : The impact natural catastrophes have on society has become increasingly costly in recent years. This has led to a higher need for financing, which has historically been provided by (re)insurance companies. READ MORE