Essays about: "Liquidity"

Showing result 1 - 5 of 313 essays containing the word Liquidity.

  1. 1. The Impact of Liquidity on Stock Performance Among Venture Capital-backed Firms in India-The Impact of Liquidity on Stock Performance Among Venture Capital-backed Firms in India

    University essay from Göteborgs universitet/Graduate School

    Author : Carl Elfström; [2020-03-05]
    Keywords : Venture Capital; IPO; High-Growth; Emerging Market; ; Risk; India; U.S;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Diversification Attributes of Dutch REITs During Recessions:Return, Standard Deviation and Liquidity Characteristics

    University essay from KTH/Fastigheter och byggande; KTH/Fastigheter och byggande

    Author : Tom Bergstrom; Patrik Carlsson; [2020]
    Keywords : REITs; Netherlands; Real Estate; Mixed-Asset Portfolio; Liquidity; Performance; Diversification; REITs; Nederländerna; Fastigheter; Investeringsportfölj; Likviditet; Diversifikation;

    Abstract : The objective of this thesis is to determine the performance of Dutch REITs and liquidity aspects during recessions and economic upswings as well as correlation with other asset classes to gain further knowledge in the field ofreal estate investment and asset performance during certain time periods. This is achieved through a quantitative analysis of historical daily returns, standard deviation and transaction volume of shares regarding REITs and other assets that usually pertain to an investor’s portfolio. READ MORE

  3. 3. A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank

    University essay from KTH/Matematisk statistik

    Author : Markus Hilmersson; [2020]
    Keywords : Financial mathematics; time series analysis; risk management; risk analysis; non-maturing deposits; SARIMA; SARIMAX; BCBS; IRRBB; Finansiell matematik; tidsserieanalys; riskhantering; riskanalys; Icke-tidsbunden inlåning; SARIMA; SARIMAX; BCBS; IRRBB;

    Abstract : Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. READ MORE

  4. 4. What does it cost to be green? : An empirical investigation of the European green bond market

    University essay from Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Author : Gustaf Söderström; Anton Pettersson; [2020]
    Keywords : Green bonds; Green bond premium; Liquidity; Non-pecuniary preferences; Socially responsible investing; Capital asset pricing model; Matching method; ESG; CSR; Yield spread; Green Bond Principles; European bond market.;

    Abstract : The green bond market offers investors the opportunity to take an explicit focus on sustainable investment projects. However, it is yet to be determined whether this novel asset class offers attractive yields compared to non-green bonds. READ MORE

  5. 5. Quantitative easing and US stock prices : A study on unconventional monetary policy and its long-term effects on stocks

    University essay from Umeå universitet/Nationalekonomi

    Author : Mervan Bedikanli; [2020]
    Keywords : ;

    Abstract : Conventional monetary policy has traditionally been conducted through changes in the interest rate, in order to adjust the economy back to equilibrium by targeting stable inflation and prices. However, after the financial crisis in 2008, many central banks found themselves in the Zero Lower Bound, where interest rates were close to zero and conventional expansionary monetary policy was therefore ineffective. READ MORE