Essays about: "Large cap volatility"

Showing result 21 - 25 of 29 essays containing the words Large cap volatility.

1. 21. The Return Volatility Effect of Stock Splits : An Empirical Study Questioning Whether or Not a Stock Split is Merely a cosmetic Accounting Change

   University essay from Umeå universitet/Företagsekonomi

   Author : Sandra Renberg; Cecilia Nylander; [2014]
   Keywords : ;

   Abstract : There are many possible explanations as to why management of a firm would declare a stock split. Many studies thus focus upon examining those explanations. There are also many studies that focus on what the effect of a stock split is. According to textbook theory a stock split should be of economic irrelevance for firm value. READ MORE

3. 22. Momentum Crashes in Sweden : NASDAQ OMX Stockholm from a Momentum Perspective

   University essay from Umeå universitet/Företagsekonomi

   Author : Andreas Blackestam; Viktor Setterqvist; [2014]
   Keywords : momentum; momentum effect; momentum crashes; financial momentum; efficient market hypothesis;

   Abstract : Momentum, or the basic idea of the momentum effect in finance, is that there is a tendency for rising asset prices to continue rising, while the falling prices continue to fall. As such, a momentum strategy is based on the idea that previous returns will predict future returns. READ MORE

4. 23. The Relationship between Changes in Cash Dividends and Volatility of Stock Returns : A study of the Swedish Stock Market

   University essay from Företagsekonomi

   Author : Sandra Renberg; Cecilia Nylander; [2013]
   Keywords : dividend policy; dividend irrelevance theory; acency costs; signaling theory; volatility; risk-return; beta; cash dividends; bird-in-the-hand hypothesis; return volatility;

   Abstract : The dividend policy and the distribution of cash dividend can be of interest to the investors from many angles. Consequently, many theories have been built on the relevance of dividend policy and there are several theories proposing that dividends increase shareholder value. READ MORE

5. 24. Testing market efficiency in an ex-dividend setting - Could the market be efficient in the presence of inefficiency?

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Magnus Swärdh; Gustaf Kullenberg; [2013]
   Keywords : Market efficiency; inefficiency; volatility; risk-return; compensation; Sharpe ration; Treynor’s performance index.; Business and Economics;

   Abstract : Market efficiency in an ex-dividend context is still a disputed matter in the world of finance. Even though numerous articles have been published in the area, with several different approaches, this anomaly is still contested. READ MORE

6. 25. Tick Size Reduction and Market Quality: The Stockholm Stock Exchange

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Fredrik Herslow; Dan Parksjö; [2011]
   Keywords : Market Quality; Liquidity; Bid-Ask Spread; Depth; Trading Volume;

   Abstract : The implementation of the FESE tick size table 2 on June 7 2010 meant a reduction in the minimum tick size for all Large Cap stocks on the Stockholm Stock Exchange. By using order data from Nasdaq OMX, this study investigates the impact of the tick size reduction on market quality by examining quoted bid-ask spread, quoted depth, trading volume and volatility. READ MORE