Essays about: "Joakim Mårs"

Found 2 essays containing the words Joakim Mårs.

  1. 1. Exploring the Factors Contributing to Bond Yield Spreads : A Garch Approach

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Joakim Mårs; Tobias Stark; [2023]
    Keywords : ;

    Abstract : The goal of this study is to explore which factors contribute to bond yield spreads. To achieve this goal, this study utilizes a variety of GARCH models to find the best-fitting models to describe our data samples of callable, and non-callable bonds. READ MORE

  3. 2. Is it possible to forecast which firms will be shorted? : Evidence from S&P 500

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Joakim Mårs; Tobias Stark; [2022]
    Keywords : Short selling; S P 500; fundamental ratios; abnormal returns; OLS regression; significance levels; forecasts; institutional ownership;

    Abstract : This thesis aims to examine whether it is possible to forecast which firmswill be shorted. To do this a regression was constructed using a sample of thecompanies currently included in S&P 500. READ MORE