Essays about: "Efficient market theory"

Showing result 21 - 25 of 251 essays containing the words Efficient market theory.

  1. 21. Artificial Intelligence for Option Pricing

    University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

    Author : Emil Hietanen; [2022-06-19]
    Keywords : Options; calls; puts; pricing; artificial neural networks; models; volatility; comparison;

    Abstract : This thesis addresses the issue of vulnerable underlying assumptions used in option pricing methodology. More precisely; underlying assumptions made on the financial assets and markets make option pricing theory vulnerable to changes in the financial framework. READ MORE

  3. 22. Predicting Liquidity In The Cryptocurrency Market: Testing The Invariance Theory On A New Market Structure And Asset Class

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Charles Gyllhamn; Jacob Winberg; [2022]
    Keywords : Market microstructure; invariance; bid-ask spread; liquidity; Cryptocurrencies;

    Abstract : By integrating dimensional analysis and principles of market microstructure invariance, this study documents a nearly invariant relationship between relative bid-ask spreads and illiquidity for the cryptocurrency market. The relationship is found by studying cryptocurrency trading data in two dimensions; Along a time series dimension, where data is aggregated on a daily level, and along an intraday dimension, where variables are aggregated at five-minute intervals across all trading days. READ MORE

  4. 23. Heat-pipes in electric machines : Heat management in electric traction motors

    University essay from Umeå universitet/Institutionen för tillämpad fysik och elektronik

    Author : Anton Olofsson; [2022]
    Keywords : Heat-pipe; Heat pipe; FEM; LPM; Traction motors; Induction motor; Heat management;

    Abstract : The world is continually changing towards more energy efficient alternatives and less pollution. For the traction market, electric powertrains have become the go-to method, superior to both steam and diesel-electric hybrid systems. READ MORE

  5. 24. Luck or skills for short sellers

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Jonathan Nagy; Oscar Gustavsson; [2022]
    Keywords : Short selling; Investment strategy; Behavioral finance; Swedish stock market; Excess return; Large cap; Swedish Financial Authority;

    Abstract : This study has examined the ten most shorted shares belonging to the Swedish Stockholm Stock Exchange's Large Cap list, by following randomly selected financial institutions that have chosen to take short positions. The purpose of the study is to investigate whether it is possible for short sellers to generate an excess return compared to the index OMXS30GI. READ MORE

  6. 25. Mispricing of Climate Risk

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Lovisa Dahlquist; Lena Maria Tschanhenz; [2022]
    Keywords : Bloomberg GHG estimates; Risk premium for climate risk; ESG reporting; Sustainable investing; Stock market equilibrium; Business and Economics;

    Abstract : Purpose: Study the relationship between stock returns and GHG emissions regarding a risk premium related to greenness. This by using GHG emissions estimated by Bloomberg rather than companies self-reported estimates. Methodology: The study conducts a time-invariant model by cross-sectional OLS regression to estimate the risk premium for greenness. READ MORE