Essays about: "Stock Price volatility"

Showing result 1 - 5 of 119 essays containing the words Stock Price volatility.

  1. 1. On Predicting Price Volatility from Limit Order Books

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Reza Dadfar; [2023]
    Keywords : General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

    Abstract : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. READ MORE

  3. 2. ESG score, stock price, volatility, and sustainable strategic management : A study with focus on 20 Indian companies

    University essay from

    Author : Emma Klint; Lovisa Norell; [2023]
    Keywords : ESG; CSR; sustainability; volatility; stock price; sustainability reports; sustainable strategic management; India.;

    Abstract : Background: Sustainability in business has become an essential part for firms to consider, as stakeholder’s concerns are increasing, and the use of ESG scores has increased in the last years. Prior research mostly examines the European and US market and the relationship between ESG score and financial performance. READ MORE

  4. 3. The Science Based Targets initiative: Its impact on the financial results and the determinants to joing

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

    Author : Beatriz Pineda Pérez; [2023]
    Keywords : Science Based Targets initiative; Financial impact; Difference-in-Differences; Greenhouse Gas Emissions; Science Based Targets initiativ; Ekonomisk påverkan; Difference-in-Differences; Greenhouse Gas Emissions.;

    Abstract : We are currently experiencing a climate crisis. The planet’s temperature is rising considerably due to the emission of greenhouse gases generated by human activities. This situation poses a challenge for everyone, including companies. Private sector actors are taking actions to mitigate the consequences of climate change, such as global warming. READ MORE

  5. 4. Expectations: A Risky Business : An Empirical Study between ESG Score and Stock Price Volatility in North American Mining Companies

    University essay from Umeå universitet/Företagsekonomi

    Author : Oliver Björkman; Kevin Johansson; [2023]
    Keywords : Sustainability; Stock Price Volatility; Mining Industry; Inter-supply chain perspective.;

    Abstract : The strive towards sustainability and its singular importance for all creatures on Earth has become the rallying cry of a generation. It has permeated into legislation, social practices, and the world of business. READ MORE

  6. 5. Navigating through Economic storms - A comparative analysis of stock market responses to recent European recessions

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Agnes Jahn; Amanda Rashid; [2023]
    Keywords : Business cycles; Stock market; Price Dividend Ratio; Recession Variance Ratio; Swedish Stock market;

    Abstract : The study investigates the interplay between stock market behaviour and recessions in the Northern and Western European area, focusing on data from three different recessions in five countries since 1986. First, unadjusted stock prices show some predictive power in anticipating financial crises, while time-aggregated stock prices do not. READ MORE