Essays about: "Financial bubbles"

Showing result 1 - 5 of 16 essays containing the words Financial bubbles.

  1. 1. Covid-19, quantitative easing, and the awakening of abnormal returns at the Swedish stock market

    University essay from Södertörns högskola/Nationalekonomi

    Author : Emily Lindzén; Sofia Åhrman; [2022]
    Keywords : Quantitative easing; Austrian business cycle Theory; Financial instability hypothesis; Speculative bubbles; Covid-19; Abnormal returns; Kvantitativa lättnader; Österrikiska konjunkturcykelteorin; Finansiella instabilitets hypotesen; Spekulativa bubblor; Covid-19; Abnorm avkastning;

    Abstract : This thesis aims to investigate to what extent the quantitative easing monetary policy tool, applied by the Riksbank, contributed to abnormal returns at the Swedish stock market during Covid-19. The chosen time period is 2007-2022, including the period before and after the implementation of quantitative easing in Sweden in 2015. READ MORE

  3. 2. The Tailors, Merchants, and Consumers of Misinformation. Unearthing the Patterns of Misinformation in Bangladesh.

    University essay from Göteborgs universitet/Institutionen för journalistik, medier och kommunikation

    Author : Mohammad Mafizul Islam; [2021-07-27]
    Keywords : Misinformation; Disinformation; Fake News; Fact Check; Bangladesh;

    Abstract : Misinformation has always existed, though research suggests that their prevalence has increased in recent years in different forms (post-truth and alternative facts, for instance). Experts claim that it is now a global phenomenon regardless of their financial condition or advanced technology. READ MORE

  4. 3. Mean-Variance Portfolio Selection Accounting for Financial Bubbles: A Mean-Field Type Approach

    University essay from KTH/Matematisk statistik

    Author : Marcus Häggbom; Shayan Nafar; [2019]
    Keywords : Financial bubbles; portfolio optimization; mean-variance trade-off; mean-field type optimal control; fundamental value; mean reversion; Finansiella bubblor; portföljoptimering; optimal kontroll av medelfältstyp; fundamentalt värde; medelreversion;

    Abstract : The phenomenon of financial bubbles is known to have impacted various markets since the seventeenth century. Such bubbles are known to form when the market drastically overvalues the price of an asset, causing its market value to increase hyperbolically, only to suddenly collapse once the untenable perceived future prospects of the asset are realized. READ MORE

  5. 4. Credit Fuelled Asset Prices and Financial Stability - Is there a causal relationship between credit growth and stock market prices?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Evelina Johansson; Peter Stelleck; [2018-07-05]
    Keywords : ;

    Abstract : This thesis investigates the causal relationship between credit growth and stock market prices over the time period 1981-2017 in the US, the UK and Sweden. By performing a Granger causality test to examine if credit affects stock market prices, we find evidence that there is no statistically significant Granger causality. READ MORE

  6. 5. Identifying asset pricing bubbles: Testing for explosive behavior in the NASDAQ and STOXX 600 Europe Technology indices

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Tim Smits Van Oyen; Mathias Elmer; [2016]
    Keywords : Asset pricing bubble; explosive behavior; right-tailed ADF; forward recursive regression; Business and Economics;

    Abstract : A forward recursive estimation method is used to examine stock market data on unit root against explosive behavior as an indication of financial exuberance. Through specific dividend-stock pricing modeling, the recursive implementation of a right-tailed ADF test allows for directly testing the price index series on explosive behavior and its corresponding dividend series on non-explosive behavior. READ MORE