Essays about: "Stock Crash."
Showing result 11 - 15 of 29 essays containing the words Stock Crash..
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11. Did 2001 Mark the Beginning of a More Manipulated Market? An Analysis of Financial Markets via Benford's Law
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : Can the law of the natural distribution of random numbers expose malice in financial markets? This thesis aims to analyze the indices S&P 500 and STOXX 600, in an effort to identify days in which behavior in the market was the result of financial manipulation or non normal market movements. What was discovered by extending a previous study [10], was that we could accurately identify many days in which the market crashed or was affected by malpractice similar to the events in the 2007-2008 financial crisis. READ MORE
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12. Market Microstructure Invariance, Bid-Ask Spreads and Impact Costs in the Swedish Stock Market : A Transaction Cost Analysis for Intraday Trading in Swedish Stocks
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : By studying high-frequency trading data for the Swedish stock market, as proxied by the OMXS30 index, we find that there exists an invariant relationship between transaction cost components and illiquidity. Specifically, we apply the notions of market microstructure and intraday trading invariance to confirm the existence of a proportional relationship between the relative bid-ask spread and an illiquidity measure comprised of observable financial market variables, such as trade volume, price and volatility. READ MORE
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13. CSR and firm performance: An analysis of the impact of CSR during the COVID-19 market crash of 2020
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The COVID-19 virus induced a financial market crash, between February 20th to March 23rd of 2020, during which governments were in a hurry to create aid packages, often touted as green restarts. Therefore, is it studied whether corporate social responsibility (CSR) investments pay off for companies during a stock market crash. READ MORE
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14. Momentum and Trend in Sweden: Enhancing profits and limiting downside risk by using indicators from different time horizons
University essay from Göteborgs universitet/Graduate SchoolAbstract : Although being one of the most robust anomalies ever discovered, the momentum factor occasionally suffer big losses during market recessions periods. We apply and compare different factor models, and find that when sorting the momentum factor on prior 2-6 months it earns a higher average monthly return compared to the common sorting on prior 2-12 months. READ MORE
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15. The Relationship Between CSR and Stock Price Crash Risk and the Impact of Mandatory Sustainability Disclosure Regulation - A Study on Listed Nordic Companies
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This study examines the association between corporate social responsibility (CSR) and stock price crash risk in listed Nordic companies using data from 2014-2019, and if mandatory sustainability disclosure regulation has an impact on this association in Sweden and Finland. A CSR based model explaining stock price crash risk is employed to test the aforementioned. READ MORE
