Essays about: "Rolling regressions"
Showing result 1 - 5 of 8 essays containing the words Rolling regressions.
-
1. Do two heads think better than one? Risk Differences in Gender and Team vs. Single Managed Mutual Equity Funds in Sweden
University essay fromAbstract : This empirical study examines whether team or single-managed mutual equity funds in the Swedish fund market are more risk-prone conditionally on the management structure during the last five years (2018-2022). Additionally, the gender of each fund manager is analyzed in order to find answers regarding gender's risk approach in investment decisions. READ MORE
-
2. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics
University essay fromAbstract : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). READ MORE
-
3. Cryptocurrency Market Anomalies: The Day-of-the-week Effect : A study on the existence of the Day-of-the-week effect in cryptocurrencies and crypto portfolios.
University essay from Jönköping University/IHH, NationalekonomiAbstract : This research paper studies the Day-of-the-week effect in the cryptocurrency market. Using multiple regression, we analyze the effect using 12 counterfactual optimized portfolios of the cryptocurrencies, as well as the 10 cryptocurrencies alone. READ MORE
-
4. Google Trends and Stocks: Retail Investing's Effect on Trading Performance of Swedish Large Cap Stocks
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We elaborate on the measure of retail investor attention by assessing search frequency in Google Trends. Search Volume Index (SVI) is explored as a proxy for attention that stocks get from retail investors, and we discuss its explanatory power on stock metrics. READ MORE
-
5. Survival Bias and the Impact of HIV on Wealth in Sub-Saharan Africa
University essay from Göteborgs universitet/Graduate SchoolAbstract : In this paper we estimate the effect of HIV-infection on household wealth. We use circumcision status as an instrumental variable, combined with DHS data, to obtain an exogenous variation in HIV on the individual level. READ MORE