Essays about: "Henrik Stille"
Found 2 essays containing the words Henrik Stille.
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1. The Relation between information in option prices and short term market return
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Abstract The purpose of this thesis is to analyze if implied volatility and the implied risk neutral density function can predict short term market return of the Swedish OMX-index. To study the relation between information in option prices and short term market return I perform and OLS-regression with the market return as dependent variable. READ MORE
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2. Autoregressive behaviour in the stock market
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This essay reveals relations between the autoregressive behavior in stocks and relative changes in volume, relative changes in dispersion and the release of earnings announcements. The purpose is to analyze what effect stock return, relative changes in volume, relative changes in dispersion and the release of earnings announcements have on the autoregressive behavior. READ MORE