Essays about: "DAX30"

Found 3 essays containing the word DAX30.

  1. 1. INTERGRATION OF EUROPEAN EQUITY MARKETS

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Manne Ringström; Victor Tennby; [2016-02-02]
    Keywords : Intergration; equity markets; euro; indices; AEX; BEL20; CAC40; DAX30; LuxX; STOXX EUROPE; MSCI; risk premium seasonality; financial crisis;

    Abstract : This thesis analyses the integration levels of European equity markets towards a regional market and the world market. In addition, we test for seasonality and unit root presence in the equity market indices. We use the returns of national equity indices of five euro-countries. READ MORE

  3. 2. Determinants of Chairman Compensation An Empirical Analysis on German Large Caps

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Marc-André Greiner; Dorothea Agricola; [2015]
    Keywords : Two-Tier Supervisory Boards; DAX30; Cronyism; Chairman Compensation; German Corporate Governance System; Social Sciences;

    Abstract : This study examines the determinants of chairman compensation in supervisory boards. The research is based on a sample of the 30 German DAX firms and focuses on the positive relationship of chairman compensation depending on CEO compensation. We investigate upon possible cronyism influencing the compensation setting process of chairmen. READ MORE

  4. 3. Pairs Trading: Evaluation of profitability and risks on the Swedish stock market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Pavel Lisev; Marc Schurer; [2015]
    Keywords : cointegration; pairs trading; market-neutrality; rolling window backtest; OMX; Business and Economics;

    Abstract : The turbulent market environment experienced over the last decades has attracted the broad interest of institutional and retail investors towards non-directional and absolute return investment strategies. The scope of this paper mainly concerns the investigation of whether a pairs trading strategy based on the cointegration approach generates excess returns on the Swedish equity market or fails to meet initial expectations. READ MORE