Essays about: "Equity indices"

Showing result 21 - 25 of 78 essays containing the words Equity indices.

1. 21. Neighbours, but yet different? Scandinavian stock market volatility and its drivers under different regimes. A GARCH-MIDAS approach

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Buelent Uendes; [2019]
   Keywords : Scandinavia; Stock market; Volatility; GARCH-MIDAS; Business and Economics;

   Abstract : This study is an initial attempt to investigate the differences and similarities of the stock market volatilities in Scandinavia with respect to their drivers. Using the GARCH-MIDAS (Mixed Data Sampling) framework, this paper evaluates the explanatory value of various variables originating from different areas, covering the period from February 1998 to December 2018. READ MORE

3. 22. International Diversification for Swedish investors : A comparative study of different national and international scale portfolios.

   University essay from Umeå universitet/Företagsekonomi

   Author : Charbel Sawwan; Nathan Lercier; [2019]
   Keywords : Portfolio Diversification; International Diversification; Concentrated Portfolio; Home Bias; Mean Return; Risk; Volatility; Equity indices; Optimal Portfolio; Swedish Investors; Sweden; Global Portfolio; Emerging; Western Europe; Eastern Europe.;

   Abstract : This thesis aims to investigate the benefits of international diversification from a Swedish perspective. It presents a comparative study of the performance of different portfolios based on their degree of international diversification with a focus on Swedish investors frame of reference. READ MORE

4. 23. Household Hedging Motives and Financial Risk Taking: Evidence from Europe

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Azar Aliyev; [2019]
   Keywords : Household Finance; Risk-Taking; Hedging Motives; Human Capital; Real Estate;

   Abstract : Financial economists have suggested how hedging motives related to human capital and real estate should affect financial risk-taking of a utility maximizing household. Using rich cross-sectional data from the second wave of the Eurosystem Household Finance and Consumption Survey, I analyze how such motives relate to the propensity to participate in the markets for risky assets and the risky share - portion of financial portfolio allocated to the risky assets. READ MORE

5. 24. The effect of changes in equity index composition on stock price: The case of the S&P/ASX 20, 50, and MidCap 50

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ivaylo Dimitrov; [2019]
   Keywords : Index effect; S P ASX 20; S P ASX 50; S P ASX MidCap 50; Event study; Business and Economics;

   Abstract : This paper is aimed at evaluating the index effect for the Australian blue-chip and midcap indices using changes in index composition from the S&P/ASX 20, 50 and MidCap 50. For the midcap index I find significant CAARs for the period prior to the announcement period which would signify that market participants anticipate the changes to index composition and possibly try to exploit the already еstablished in literature phenomenon that is the index effect. READ MORE

6. 25. Forecasting High Yield Corporate Bond Industry Excess Return

   University essay from KTH/Matematisk statistik

   Author : Carlos Junior Lopez Vydrin; [2018]
   Keywords : ;

   Abstract : In this thesis, we apply unsupervised and supervised statistical learning methods on the high-yield corporate bond market with the goal of predicting its future excess return. We analyse the excess return of industry based indices of high-yield corporate bonds belonging to the Chemical, Metals, Paper, Building Materials, Packaging, Telecom, and Electric Utility industry. READ MORE