Essays about: "Bull and Bear markets"
Showing result 1 - 5 of 23 essays containing the words Bull and Bear markets.
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1. Hot Bull or Cold Bear? How Market Cycles Affect IPO Underpricing
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : 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
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2. A Non-linear Analysis of Cointegration in South-East Asian Equity Markets
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : 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
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3. Value at Risk Estimation with Neural Networks: A Recurrent Mixture Density Approach
University essay from KTH/Matematik (Avd.)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
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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)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
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5. Bear vs Bull Market : The difference in market behavior between the two phases
University essay from Umeå universitet/FöretagsekonomiAbstract : The Bear and Bull markets is today frequently used terms amongst practitioners and researchers alike. Despite its lack of a standardised definition it still seemingly means the same thing to the majority of people and the overarching consensus is that a bear market is negative and bull market is positive. READ MORE