Essays about: "Price premium"

Showing result 26 - 30 of 159 essays containing the words Price premium.

  1. 26. Examining the Existence of the Characteristic Liquidity Premium: A Study of the U.S. Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Joel Ejdesjö; Maxime Karl Marcel Rundström; [2022]
    Keywords : Characteristic liquidity premium; liquidity dimension; low-frequency effective spread; transaction cost mitigation; net returns alpha;

    Abstract : This paper examines the existence of a characteristic liquidity premium among U.S. stock returns between January 1964 and December 2021 after adjusting for transaction costs. Liquidity is estimated using four different measures in order to capture different dimensions of liquidity (price impact, trading cost, trading speed, and trading quantity). READ MORE

  3. 27. Mispricing of Climate Risk

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Lovisa Dahlquist; Lena Maria Tschanhenz; [2022]
    Keywords : Bloomberg GHG estimates; Risk premium for climate risk; ESG reporting; Sustainable investing; Stock market equilibrium; Business and Economics;

    Abstract : Purpose: Study the relationship between stock returns and GHG emissions regarding a risk premium related to greenness. This by using GHG emissions estimated by Bloomberg rather than companies self-reported estimates. Methodology: The study conducts a time-invariant model by cross-sectional OLS regression to estimate the risk premium for greenness. READ MORE

  4. 28. Value of CO2 neutrality for sustainable engineering steel: A case study of Ovako AB

    University essay from Uppsala universitet/Institutionen för samhällsbyggnad och industriell teknik

    Author : Erik Larsson; Filip Smith; [2022]
    Keywords : Automotive; Battery electric vehicle; Bearing; Blast furnace; Carbon border adjustment mechanism; Carbon dioxide; Electric arc furnace; Emissions trading system; Engineering steel; Green steel; Greenhouse gas; Innovation; Internal combustion engine; Life cycle analysis; Mining; Paris agreement; Science based target initiative; Steel; Sustainability; Sustainable steel; Triple bottom line;

    Abstract : Steel production is today one of the most CO2-demanding activities and causes 8% of the global emissions of GHG. It is crucial for the industry to reduce its emissions radically in order to be in line with the goals of the Paris Agreement and the Science-Based Target initiative. READ MORE

  5. 29. A Quantitative Study- The Capitalization of Energy Efficiency on Housing Prices

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Ahmed Jto; Sarah Johanna Lehmann; [2022]
    Keywords : Energy Efficiency; Energy Performance Certificate EPC ; Hedonic Model; Residential; Sweden; Energieffektivitet; Energideklarationen; Fastighetsvärde; Hedonisk modell; Bostadsrätter och hus; Sverige;

    Abstract : Various studies in the EU have examined the effect of Energy Performance Certificates (EPCs) on the real estate market, examining market values, rental values, and yields. However, there is dissent on the effect of EPC. READ MORE

  6. 30. Spatial Statistical Modelling of Insurance Claim Frequency

    University essay from Lunds universitet/Matematisk statistik

    Author : Daniel Faller; [2022]
    Keywords : Insurance risk; claim frequency; Markov chain Monte Carlo MCMC ; Riemann manifold Metropolis adjusted Langevin algorithm MMALA ; spatial statistics; Gaussian Markov random field GMRF ; preconditioned Crank Nicolson Langevin algorithm pCNL ; Gibbs sampling; Bayesian hierarchical modelling; high dimensional; shrinkage prior; horseshoe prior; regularisation.; Mathematics and Statistics;

    Abstract : In this thesis a fully Bayesian hierarchical model that estimates the number of aggregated insurance claims per year for non-life insurances is constructed using Markov chain Monte Carlo based inference with Riemannian Langevin diffusion. Some versions of the model incorporate a spatial effect, viewed as the relative spatial insurance risk that originates from a policyholder's geographical location and where the relative spatial insurance risk is modelled as a continuous spatial field. READ MORE