Essays about: "Stock Characteristics"

Showing result 11 - 15 of 254 essays containing the words Stock Characteristics.

1. 11. Storskogen's portfolio diversification - A strategy for prosperity?

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Markus Johan Willem Ransved Nilsson; Gustaf Frumerie; [2023]
   Keywords : Serial acquirer; M A; Growth; Value Creation; Book-runners;

   Abstract : This case study provides an in-depth description of the fast-paced M&A compounder Storskogen which has received noticeable media attention since its IPO in October 2021. Through examining the market sentiment surrounding the public market entry, the underwriting process, and its business model, potential reasons for its volatile and relatively poor stock performance are put forward. READ MORE

3. 12. Empirical Asset Pricing via Machine Learning - Evidence from the Chinese stock market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Bao Liu; Chuyue Huan; [2023]
   Keywords : Machine learning; Asset pricing model; Chinese stock market;

   Abstract : This thesis builds upon existing research on the application of machine learning in asset pricing in the US and European stock markets, by incorporating unique predictive indicators specific to the Chinese stock market, to explore whether machine learning can also be successfully applied in the Chinese stock market. Empirical results show that machine learning models outperform OLS significantly in predicting A-share returns, and this conclusion also applies to different portfolios we have constructed. READ MORE

4. 13. Order Matching Optimization : Developing and Evaluating Algorithms for Efficient Order Matching and Transaction Minimization

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Victor Jonsson; Adam Steen; [2023]
   Keywords : Order Matching; Mixed Integer Optimization; Minimum Common Integer Partition Problem; Algorithms; Call Auction Trading;

   Abstract : This report aimed to develop algorithms for solving the optimization problem of matchingbuy and sell orders in call auctions while minimizing the number of transactions. The developed algorithms were evaluated based on their execution time and solution accuracy. READ MORE

5. 14. Dynamic simulation of Swedish residential building renovations and its impact on the district heating network

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Christopher Bay; Nicolás Pinzón Muñoz; [2023]
   Keywords : ;

   Abstract : As urbanization continues to rise, cities now account for two-thirds of the world's total energy consumption. The built environment alone contributes to 40% of total energy consumption and a third of total greenhouse gas emissions. With an additional 2. READ MORE

6. 15. Deal or No Deal

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Alexander Serrano; Lucas Fevre; [2023]
   Keywords : “M A deal completion”; “Manager learning”; “Unregulated stock exchanges”; “Serial acquirers”; “M A advisors”; Business and Economics;

   Abstract : Purpose: The purpose of the thesis is to investigate if deal completion probability is associated with the stock market’s initial reaction to the M&A announcement. Furthermore, the study aims to explore if other characteristics have a relationship with deal completion, and if they have a moderating effect on the relationship with deal completion and the stock market’s reaction. READ MORE