Essays about: "S P 500"

Showing result 26 - 30 of 193 essays containing the words S P 500.

  1. 26. Hg concentration in humus soils in different Arctic and Subarctic tundra vegetation types : Including a method comparison for analyzing metals in humus soils

    University essay from Umeå universitet/Institutionen för ekologi, miljö och geovetenskap

    Author : Alice Sandvärn; [2022]
    Keywords : Hg concentration; vegetation types; Arctic tundra; elevation gradient; XRF;

    Abstract : Heavy metals, such as mercury (Hg), have a long residence time in the atmosphere and can be transported long distances and deposited in the Arctic via wet and dry deposition. Still, there are few studies on the complex mercury cycle and how different plant groups absorb Hg. READ MORE

  3. 27. An investigation of Sustainable Assets, Equitiesand the Bond market during the Globalpandemic, COVID-19

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Vincent Rahm; Frej de la Rosa; [2022]
    Keywords : Conventional bonds; COVID-19; DCC-GARCH; ESG; Green bond; S P500; Portfolio optimization; volatility; MSCI; Sustainable investments; US 10yr; Treasuries; Equities;

    Abstract : ESG investing has been a hot topic during several years and there have been numerousstudies examining the relationship between sustainable assets and non-sustainable assetsincluding green bonds, social bonds, environmental bonds, ESG-bonds and ESG indices;conventional bonds, S&P 500, common stocks and non-ESG indices. During negative marketshocks several ESG stocks and indices have been shown to outperform common stocks andindices. READ MORE

  4. 28. Big Three Ownership in Sweden : A quantitative study of how the Big Three influence firmspecific corporate governance in Sweden

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Gustaf Wäpling; Andreas Strand; [2022]
    Keywords : Big Three Ownership; Active Owner; Passive Owner; Firm-Specific Corporate Governance;

    Abstract : Background: Since the financial crisis in 2008, the inflows into index funds havedramatically increased compared to actively managed funds. When discussing indexfunds in a global context there are three big players, Blackrock, Vanguard, and StateStreet which are described as permanent universal owners. READ MORE

  5. 29. The War on Terror - Terror on the Stock Market?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jakob Erlandsson; Jesper Hedlund; [2022]
    Keywords : Event study; CAAR; sign test; War on Terror; stock market; Business and Economics;

    Abstract : This paper aims to investigate the effect of the major events of the U.S. War on Terror on the stock market. This is done by replicating an event study by Hudson and Urquhart (2015), which analyzes the effects of World War II events on the stock market returns. READ MORE

  6. 30. Parameter Update Schemes for Hidden Markov Models applied to Financial Returns

    University essay from Lunds universitet/Matematisk statistik

    Author : Sigfrid Forsberg; [2022]
    Keywords : Markov Chain; Finance; Hidden Markov Model; Generalized Autoregressive Score Model; S P-500; Nikkei; Adaptive Model; Volatility; Regime-switching Model; Line-Search Algorithm; Predictor-Corrector; Quasi-Newton; Mathematics and Statistics;

    Abstract : This thesis was dedicated to investigating the use of different parameter update schemes for Hidden Markov models with time-varying parameters, with an emphasis on developing alternatives to the quasi-Newton step. The focus was on applications to financial returns, using data from the S\&P-500 and the Nikkei index, and for comparison, a trial using synthetic data was also performed. READ MORE