Essays about: "Stockholm Benchmark Index"

Showing result 11 - 15 of 38 essays containing the words Stockholm Benchmark Index.

  1. 11. Downside deviation as a measure of identifying underperforming assets

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Alfred Askeljung; Andreas Möller; [2020]
    Keywords : ;

    Abstract : Quantitative approaches to achieving excess return are becoming increasingly popular as computational capabilities increase. Today, the main issue at hand is the development of accurate and reliable models for predicting the return of individual instruments. READ MORE

  3. 12. The Swedish Disease - Impact of company spin-offs on firms' operational performance and equity value

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Daniel Espelund; Dumitru Coretchi; [2019]
    Keywords : Spin-off; Nordics; Operating Performance; Public Markets; Sales Growth;

    Abstract : This paper sets out to examine the equity price performance as well as operational performance in both the long- and short-term for Nordic spin-offs. More specifically, the paper evaluates the performance for 110 spin-off entities, both the parent and spun-off company, between the years 1998-2017. READ MORE

  4. 13. There is such a thing as a free lunch, but it will cost you: a study on costly arbitrage and the index effect

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Sandra Andersson; Nicklas Kövamees; [2019]
    Keywords : arbitrage risk; demand curve slopes; index effect; market efficiency; transaction costs;

    Abstract : This thesis examines how stock returns around inclusions into and exclusions from the Swedish OMX Stockholm Benchmark and OMX Stockholm 30 indices are affected by arbitrage risk and transaction costs. We observe that during the 30 trading days preceding the announcement of a stock's inclusion in either index, stocks with high arbitrage risk and high transaction costs experience high positive abnormal returns, and vice versa. READ MORE

  5. 14. Constructing Residential Price Property Indices Using Robust and Shrinkage Regression Modelling

    University essay from KTH/Matematisk statistik

    Author : Johan Mattsson; [2019]
    Keywords : ;

    Abstract : This thesis intends to construct and compare multiple Residential Price Property Indices (RPPI) with the aim to express the price development of houses in Stockholm county from January 2013 to September 2018. The index method used is the hedonic time dummy variable method. READ MORE

  6. 15. Equity Mutual Fund Flows and Benchmark Portfolios in Sweden

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ajla Cavkic; Samuel Makori; [2019]
    Keywords : Mutual fund; Benchmark portfolios; Equity; Business and Economics;

    Abstract : The purpose of our study is to investigate the effect of net flows to mutual funds by isolating the effects of active managed funds and index linked funds on benchmark portfolio returns. We consider factors that cause demand driven price impacts on stocks. READ MORE