Essays about: "Stock Crash."

Showing result 16 - 20 of 29 essays containing the words Stock Crash..

1. 16. Predicting and Assessing Economic Crises

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Maria Engelson; [2020]
   Keywords : Financial Crisis Forecasting; Early Warning Models; Macroeconomic Imbalances; COVID-19; Stock Market Crash;

   Abstract : This document constitutes of two theses to fulfil Stockholm School of Economics requirements for the Double Degree Programme in Finance between Stockholm School of Economics (Home School) and Universita` Commerciale Luigi Bocconi (Host School). The first thesis was written, submitted, and defended at Universita` Commerciale Luigi Bocconi in July 2020. READ MORE

3. 17. Risk-Managed Momentum Strategy Using Support Vector Machines

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Patrick Schneeberger; [2018]
   Keywords : Financial Market; Investment Decisions; Momentum Strategy; Support Vector Machines;

   Abstract : Investment decisions are difficult to make, given the uncertainty about the future. For the purpose of reducing that uncertainty, I investigate, for one, how the consumer price index and the return on the 3-month US Treasury bill can be used by support vector machines to make monthly directional trend predictions of a value-weighted portfolio of stocks traded at AMEX, NYSE and NASDAQ. READ MORE

4. 18. Neural Networks and the Stock Market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Lars Åström; [2018]
   Keywords : Neural Networks; Machine Learning; Stock Market; Efficient Market Hypothesis; Artificial Intelligence; Business and Economics;

   Abstract : In the 19th century, gold diggers emigrated from Europe to North America with the hopes of a brighter future. Gold diggers today might look to the stock market with hopes of finding the key to incredible wealth. READ MORE

5. 19. Put your head in the sand or lose a grand? : A natural experiment of the ostrich effect and the disposition effect

   University essay from Linköpings universitet/Nationalekonomi

   Author : Josefine Tapper; Cajsa Baars; [2018]
   Keywords : Behavioural economics; behaviour; ostrich effect; disposition effect; savings; natural experiment; Homo Ignorans; financial behaviour; finance; bank; beteendeekonomi; beteende; strutseffekten; dispositionseffekten; sparande; naturligt experiment; Homo Ignorans; finansiellt beteende; finans; bank;

   Abstract : This thesis presents an attempt to find evidence of the ostrich effect and the disposition effect, as well as individual differences in self-assessed financial knowledge and its effect on these biases. The ostrich effect refers to the tendency to deliberately avoid information that might be negative, by "sticking your head in the sand". READ MORE

6. 20. The Risk of Mini Flash Crashes

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Tim Paulsson; [2017]
   Keywords : Mini Flash Crashes; Microstructure of Financial Markets; Inventory Management Effects; High Frequency Trading;

   Abstract : This paper examines unique data on mini flash crashes in the American stock market in the time period ranging from 3 January 2006 to 3 February 2011. Data shows an autoregressive behaviour in the number of mini flash crashes (stock-day observations). However, the behaviour is complex and might differ a lot among individual stocks. READ MORE