Essays about: "Stock indices"

Showing result 1 - 5 of 121 essays containing the words Stock indices.

  1. 1. Could the Sustainable Stock Index convey any signal to the investors of Emerging Markets? An event study on Dow Jones Sustainability Index.

    University essay from Umeå universitet/Företagsekonomi

    Author : Md Rajib Kamal; [2020]
    Keywords : Sustainaible Investment; Corporate Social Responsibility; Sustainable Stock Index; Emerging Markets; Signaling theory; Stock Return.;

    Abstract : The discussion about the corporate sustainability issues getting more importance in recent days. The stock markets around the world also are affected with this subject of discussion. Investors as well as the companies theirselves are considering sustainability concepts during taking their investment decision strategies. READ MORE

  2. 2. The Halloween Effect : A trick or treat in the Swedish stock market?

    University essay from Jönköping University/IHH, Företagsekonomi; Jönköping University/IHH, Företagsekonomi

    Author : Oliver Benjaminsson; Pontus Reinhold; [2020]
    Keywords : The Halloween Effect; Efficient Market Hypothesis; Calendar anomalies; Regression analysis; Trading strategies;

    Abstract : The Halloween effect refers to higher stock returns during the period November to April compared to May to October. This is a well-known calendar anomaly that has gained a lot of attention due to the fact that the effect is persistent in the market in spite of the fact that investors are aware of the anomaly today. READ MORE

  3. 3. Forecasting Financial Time Series through Causal and Dilated Convolutional Neural Networks

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Lukas Börjesson; [2020]
    Keywords : ;

    Abstract : In this paper, predictions of future price movements of a major American stock index was made by analysing past movements of the same and other correlated indices. A model that has shown very good results in speech recognition was modified to suit the analysis of financial data and was then compared to a base model, restricted by assumptions made for an efficient market. READ MORE

  4. 4. Financial Leverage and Market Return: Empirical Evidence from US Market Indices.

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Ernest Agyei; [2020]
    Keywords : Firm Performance Market return Leverage Debt Overhang theory Irrelevance theory US stock indices Free cash flow theory; Business and Economics;

    Abstract : This paper is to empirically investigate the relationship between leverage and firm performance if any exists, “what is the direction of the relation?” as well as test the possibility of a non-monotonic relationship. Panel regression analysis is used for this study while using asset tangibility as an instrumental variable. READ MORE

  5. 5. ARIMA Modeling : Forecasting Indices on the Stockholm Stock Exchange

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Philip Jansson; Hugo Larsson; [2020]
    Keywords : Forecasting; ARIMA; Index; MPE; MAPE; Förutspå; ARIMA; Index; MPE; MAPE;

    Abstract : The predictability of the stock market has been discussed over a long period of time and is of great interest to anyone investing in the stock market. Some people argue that the stock market is impossible to predict, while others believe that the market is somewhat predictable. READ MORE