Essays about: "Stock Markets"

Showing result 1 - 5 of 467 essays containing the words Stock Markets.

  1. 1. Earnings Conference Calls and Stock Returns: The interplay between tone and information specificity

    University essay from Göteborgs universitet/Graduate School

    Author : Imelda Taraj; [2019-08-09]
    Keywords : conference calls; disclosure; content analysis; textual analysis; word sentiment; information specificity; cumulative abnormal returns;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  2. 2. Option trading and firm innovation

    University essay from Göteborgs universitet/Graduate School

    Author : Gustav Lundberg; Leon Nagy; [2019-07-02]
    Keywords : ;

    Abstract : MSc in Finance.... READ MORE

  3. 3. Performance of Asset Pricing Models in the Nordic Stock Markets

    University essay from Göteborgs universitet/Graduate School

    Author : Jonas Olsson; [2019-07-02]
    Keywords : ;

    Abstract : MSc in Finance.... READ MORE

  4. 4. Economic Implications of the Payment Services Directive 2: Empirical Evidence from the Capital Markets

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Maxim Mokhonko; Kushtrim Sylejmani; [2019-02-01]
    Keywords : event study; Payment Service Directive 2; PSD 2; regulation;

    Abstract : This study is the first, to our knowledge, to analyze the effect of the Payment Services Directive 2 onthe European banks’ stock returns. The financial market data is analyzed using the event studymethodology. Our findings show that the PSD 2 has had a statistically significant positive impact onthe stock returns of the European banks. READ MORE

  5. 5. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Extreme Value Theory; Generalized Pareto Distribution; Point-Over-Threshold method; risk measures; Value at Risk; Expected Shortfall;

    Abstract : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. READ MORE