Essays about: "GDP stock market"

Showing result 1 - 5 of 41 essays containing the words GDP stock market.

1. 1. Examining the Effects of Economic Crises on Firm Leverage: Insights from Financial Institutions and Information Technology Companies Listed on the Swedish Stock Markets

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Erik Nordlund; Vlad David; [2023-09-01]
   Keywords : ;

   Abstract : Numerous studies have examined factors influencing a company's capital structure, but most focus on non-financial firms and neglect the distinct characteristics of financial institutions. Furthermore, little research exists on the Swedish financial and information technology markets despite their special market conditions, important global position and unique capital structures of their belonging companies. READ MORE

3. 2. How Does the Three-factor Model Perform and What Explains its Performance? Empirical tests on Swedish stock portfolios

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Daniel Björck; [2023]
   Keywords : Three-factor model; stock returns; Swedish stocks; CAPM; Business and Economics;

   Abstract : In this study the three-factor model of Fama and French (1992; 1993) is evaluated on portfolios of Swedish stocks. Both a cross-section and time series approach are used to evaluate the model. The results show that beta, size, and book-to-market are significant variables in explaining excess returns of Swedish stock portfolios. READ MORE

4. 3. CAN GOLD SERVE AS A HEDGE AGAINST UNCERTAINTY? : A study on the gold price dynamics and its role as a safe haven asset

   University essay from Umeå universitet/Nationalekonomi

   Author : Nadja Jakobsson; [2022]
   Keywords : ;

   Abstract : Gold’s ability to retain its real value in times of uncertainty and financial turmoil has long been of interest to investors and central banks worldwide. Gold has historically been used as a monetary means due to its store of value and in the early days, gold coins were used as a currency. READ MORE

5. 4. The driving forces of Venture Capital funding in Sweden - A longitudinal study of the determinants and principal components of Venture Capital funding in Sweden from 2001 to 2020

   University essay from Göteborgs universitet/Graduate School

   Author : Ludvig Streng; Mikael Örneblad; [2021-07-06]
   Keywords : Venture capital; funding; driving forces; Sweden; determinants; regression; OLS; stock market; interest; gdp growth; corporate tax; patent applications; innovation; labor market rigidity; principal component analysis; PCA;

   Abstract : This thesis analyses the driving forces of Venture Capital (VC) funding in Sweden over the years 2001 - 2020. The driving forces of VC funding is an essential piece in understanding how well the Swedish VC industry works and fulfills its purpose in the economy. This knowledge is missing in the literature. READ MORE

6. 5. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles

   University essay from Göteborgs universitet/Graduate School

   Author : Erik Hulth; [2021-06-30]
   Keywords : Stock performance; Market anomalies; Asset pricing; Portfolio sorting techniques; Factor-portfolio sorting techniques; Value effect; Size effect; Momentum effect; Temporal influences; Business cycles; GDP-gap; Single-and Multi- Factor models; CAPM; Fama-French Three-Factor model; Carhart Four-Factor model; Risk-adjusted equity returns; Sharpe Ratio; Jensen´s alpha; NASDAQ OMX and NYSE;

   Abstract : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. READ MORE