Essays about: "Stock Market."

Showing result 21 - 25 of 1980 essays containing the words Stock Market..

  1. 21. Empirical Analysis of Dependence Structure Between Assets: A Study of the Impact of Infation on Dependence Between Stock Portfolios and Gold

    University essay from Göteborgs universitet/Graduate School

    Author : Tim Baldesten Pajunen; Filip Steussloff; [2023-06-29]
    Keywords : Infation;

    Abstract : In this paper, we study the impact of inflation on the dependence and volatilities of gold and stock portfolios constructed by Fama and French. To model the dependence structure, we propose a copula probability model. READ MORE

  3. 22. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019

    University essay from

    Author : Jacob Allestam; Filip Sjöberg; [2023-06-29]
    Keywords : Adaptive market hypothesis; market efficiency; market conditions; return predictability; trading strategy;

    Abstract : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. READ MORE

  4. 23. Correlation and causality between the S&P 500 and Bitcoin: A comparative study before and during the COVID-19 pandemic

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Jalmar Andersson; Kevin Fankl; [2023-06-29]
    Keywords : S P 500; Bitcoin; Cryptocurrency; Pearson s correlation coefficient; Granger causality test; Covid-19; Stock market;

    Abstract : This undergraduate dissertation examines the correlation and causality between the S&P 500 and Bitcoin, both prior to and amidst the COVID-19 pandemic. The objective of this research is to offer novel perspectives on the interaction between these two financial instruments during the unprecedented economic instability triggered by the pandemic and to assess how their association has evolved throughout this time. READ MORE

  5. 24. The valuation relevance of ESG score in the Nordic market - A study on the effect of ESG score on stock price and financial performance

    University essay from Göteborgs universitet/Graduate School

    Author : Ossian Malmberg; Daniel Skeppstedt; [2023-06-29]
    Keywords : ;

    Abstract : This study investigates the relationship between ESG score and ROA and ESG score and stock price. Furthermore, we investigate whether there exists an ESG premium and if this premium is fundamentally established in the firm. Our panel data sample consists of 73 Nordic firms with data between the years of 2015 – 2022. READ MORE

  6. 25. Banking sector performance amid crisis : A study on the impact of quantitative easing on bank stock returns in the US during COVID-19

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Barbara Eyram Ephraim; [2023]
    Keywords : bank performance; bank stock returns; monetary policy; quantitative easing;

    Abstract : It is widely accepted that banks are one of the most significant financial intermediaries in any economy, facilitating the flow of capital between savers and borrowers. While this may be the case in many advanced economies, including the US, little research has been done on how the quantitative easing (QE) program of central banks affects bank performance. READ MORE