Essays about: "G14"

Found 2 essays containing the word G14.

1. 1. THE MARKET'S REACTION TO THE BASEL IV ANNOUNCEMENT

   University essay from Göteborgs universitet/Graduate School

   Author : Sofie Björk; Erika Venäläinen; [2020-07-07]
   Keywords : Capital Requirements; Basel; Banking Performance; Event Study; JEL Classifications; G14; G21; G28; G32;

   Abstract : Stricter capital requirement for banks is one of the key measures to make the banking system more resilient and eventually counteract financial crises. Established by the Basel Committee on Banking Supervision (BCBS) since 1988, the Basel Accords are a series of regulatory acts of bank capital requirements. READ MORE

3. 2. The profitability of momentum trading strategies: A comparisonbetween stock markets in the Netherlands and Germany

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Oliver Weil; [2017]
   Keywords : Momentum; Efficient markets; The Efficient Market Hypothesis; Transaction costs JEL classifications: G10; G11; G14; G15; G19;

   Abstract : Can momentum trading strategies beat Dutch or German stock market indices? If so, dothose strategies show significant positive net returns? For the period from March 2009 to March 2016this appears to be the case for only one out of the nine momentum trading strategies investigated withrespect to the Dutch stock market and for none of those same momentum trading strategiesinvestigated with respect to the German stock market. Furthermore, this research finds that the netmomentum returns seem to be winner- instead of loser-portfolio driven and that the longer the holdingperiod, the higher the net momentum returns realized. READ MORE