Essays about: "OMXSPI"

Showing result 1 - 5 of 17 essays containing the word OMXSPI.

  1. 1. An examination of the hedging properties of gold and bitcoin using volatility

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Mohammed Abdulrahman; Karin Carlsson; [2021-06-23]
    Keywords : ;

    Abstract : Gold has been considered a hedge against inflation for a long time, although researchers have found different results in their examinations. Bitcoin, a relatively new phenomenon in the financial market, is also, for some investors, a monetary protection against central banks' actions resulting in inflation. READ MORE

  2. 2. ESG rating, a booster of stock performance during the Covid-19 pandemic in Sweden?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Lovis Björkil; Malvina Martinsson; [2021-02-26]
    Keywords : ESG; Sustainability; Stock Return; Panel Data; OMXSPI;

    Abstract : The purpose of this study is to analyze if ESG rating of sustainability have an influence on the stock return of Swedish firms during the Covid-19 pandemic. The aim is to contribute to the research field by conducting a study on the Swedish market, where sustainability aspects are known to be of great influence. READ MORE

  3. 3. Modern Portfolio Theory Combined With Magic Formula : A study on how Modern Portfolio Theory can improve an established investment strategy.

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

    Author : Axel Ljungberg; Anton Högstedt; [2021]
    Keywords : Magic Formula; Modern portfolio theory; efficient frontier; Efficient market hypothesis; Sharpe ratio; risk-adjusted returns; Jensen’s alpha; beta; CAPM; OMXSPI;

    Abstract : This study examines whether modern portfolio theory can be used to improve the Magic Formula investment strategy. With the assets picked by the investment strategy we modify the portfolios by weighting the portfolios in accordance with modern portfolio theory. READ MORE

  4. 4. Analyzing investments made in conjunction with the announcement of rights issues between 2014-2018

    University essay from

    Author : Joakim Jangrell; Joel Wärnberg; [2020-07-03]
    Keywords : Rights Issue; CAAR; BHAR;

    Abstract : Rights issues are a common way for companies to attain funding. The rights to buy stocks are usually sold with a discount to the investor. The goal of this essay is to study price movements associated with the announcement that a company will undertake a rights issue and the stocks 1-year return. READ MORE

  5. 5. ARIMA Modeling : Forecasting Indices on the Stockholm Stock Exchange

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Philip Jansson; Hugo Larsson; [2020]
    Keywords : Forecasting; ARIMA; Index; MPE; MAPE; Förutspå; ARIMA; Index; MPE; MAPE;

    Abstract : The predictability of the stock market has been discussed over a long period of time and is of great interest to anyone investing in the stock market. Some people argue that the stock market is impossible to predict, while others believe that the market is somewhat predictable. READ MORE