Essays about: "JIMMY HENRIKSSON"

Found 3 essays containing the words JIMMY HENRIKSSON.

  1. 1. A test of GARCH models onCoCo bonds

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : JIMMY HENRIKSSON; [2021]
    Keywords : ARCH; GARCH; CoCo-bonds; Additional Tier-1; Volatility; Volatility forecasting; ARCH; GARCH; CoCo-obligationer; AT1; Volatilitet; Prediktion av volatilitet; Prognotisering av volatilitet;

    Abstract : This research investigates to what extent the ARCH model and the GARCH model forecasts one-day-ahead out-of-sample daily volatility (conditional variance) in European AT1 CoCo bonds compared to the Random Walk model. The research also investigates how different orders of ARCH and GARCH models affect the forecasting accuracy. READ MORE

  3. 2. Public Sentiment on Twitter and Stock Performance : A Study in Natural Language Processing

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Jimmy Henriksson; Carl Hultberg; [2019]
    Keywords : Sentiment Analysis; Public Opinion; Stock Market; Stock Performance; Statistics; Computer Linguistics; Natural Language Processing; Twitter.; Sentimentanalys; Folkopinion; Aktiemarknaden; Aktiekursutveckling; Statistik; Språkteknologi; Twitter.;

    Abstract : Since recent years, the use of non-traditional data sources by hedge funds in order to support investment decisions has increased. One of the data sources which has increased most is social media and it has become popular to analyze the public opinion with help of sentiment analysis in order to predict the performance of a company. READ MORE

  4. 3. Earnings Management & Market Cap Borders : Indications of Opportunistic Management Behavior Motivated by Market Structure

    University essay from Företagsekonomiska institutionen

    Author : Björn Bäckius; Jimmy Henriksson; [2011]
    Keywords : Earnings Management;

    Abstract : We investigate if firms close to entering, or exiting, a market capitalization list is more prone to manage their earnings upwards than other firms, due to the benefits of the extra liquidity and media coverage gained from being listed on a ‘larger’ list. In order to measure the level of earnings management in our focal firms we use the discretionary accruals as proxy with the Jones Model (1991) as base. READ MORE