Essays about: "Crash Risk"

Showing result 1 - 5 of 37 essays containing the words Crash Risk.

  1. 1. Industry Effects on Stock Price Crash Risk: Quantifying Industry Effects and the Effect of Structural Industry Characteristics

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Indra Berlin; Tuva Broström; [2023]
    Keywords : Stock Price Crash Risk; Industry Level Effects; Industry Concentration; Industry Growth Rate; Industry Profitability;

    Abstract : This paper empirically investigates the determinants of stock price crash risk at the industry level. Prior research has largely focused on firm-level and macro-level factors that impact stock price crash risk, with little attention being drawn to inter-industry differences. READ MORE

  3. 2. Risk preference among students with different educational backgrounds and the effect of the Covid-19 market decline

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Arvid Åberg; David Morello Miravet; David Jevinger; [2022-06-30]
    Keywords : ;

    Abstract : In this thesis, differences in students risk preferences within different educational groups mainly within business and economics has been analyzed with regards to the impact of the Covid-19 market crash. The research is based on a questionnaire sent out to primarily the University of Gothenburg with focus on students enrolled in some economy related class. READ MORE

  4. 3. Estimation of severe crash frequency using two surrogates

    University essay from Lunds universitet/Matematisk statistik

    Author : Zhankun Chen; [2022]
    Keywords : Multivariate Extreme Value distributions; Copula; Extreme Value Theory; Crash frequency; Surrogate Meausre of Safety; Road safety; Mathematics and Statistics;

    Abstract : This thesis is concerned with the estimation of crash frequency based on the bivariate modeling of surrogate measures of safety (SMoS), which serve as indicators for traffic risk. Using the SMoS, any traffic conflict between two road users can be described by their proximity together with their hypothetical consequence. READ MORE

  5. 4. Adaptive Cruise Control and Platooning With Tire Slip Awareness

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Filip Henriksson; Gustaf Reimer; [2022]
    Keywords : Platooning; tire slip; car following; C-ACC; autonomous driving;

    Abstract : Platooning is a method where a chain of vehiclesdrive with small inter-vehicular distances. The many benefitsof autonomous platooning includes improved fuel economy,less congestion and safer transportation. To create a safe andfunctional platoon the operational software needs to be able tohandle various road surfaces without the risk of a crash. READ MORE

  6. 5. An Efficient Market Study of European CDS and Equity Markets

    University essay from Umeå universitet/Företagsekonomi

    Author : Fredric Wållberg; Leo Lundberg; [2022]
    Keywords : Efficient Market Theory; Financial Crash; Price Discovery Process; CDS;

    Abstract : This thesis investigates the price discovery process between the stock and the credit default swap market (CDS). We link the financial theory of efficient markets and the underlying models and conditions involved in CDSs, the stock market and financial crashes. READ MORE