Essays about: "Stockholm Benchmark Index"
Showing result 21 - 25 of 38 essays containing the words Stockholm Benchmark Index.
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21. Is it worth getting active? A study on active share and fund performance in Sweden
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The occurrence of closet index funds has been widely debated in Sweden in recent years. This study examines whether a higher level of mutual fund activity, measured by the two fund activity measures active share and tracking error, correlates with higher fund returns. READ MORE
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22. Does an anchor help you float? Nordic IPOs: Underpricing, aftermarket performance and the effect of cornerstone investors
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper studies mainly the underpricing and aftermarket performance of 145 Nordic initial public offerings in two separate time periods, 2005-2007 and 2013-2016. This paper also examines the presence of cornerstone investors in recent IPOs. READ MORE
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23. Bigger Beta is not always Better: A Study of Low-Beta Strategies
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper tests to what extent it is possible by an individual investor to implement a low-beta strategy, using 78 MSCI indices of countries and industries with a naive diversification (equal-weighting). Five different strategies with three rebalancing windows are built, implementing a simple ranking method. READ MORE
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24. Forecasting U.S. Unemployment Using Google Trends
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : Thesis aims to analyze whether Google Trends data can be used as a leading predictor to forecast U.S. unemployment rate. To test this I selected benchmark ARIMA models based on Box-Jenkins (1976) methodology and in-sample performance (measured by information criterion). READ MORE
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25. Long-Run IPO Performance for Family Firms - A study on the Swedish market
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : This thesis studies the long-run performance of IPOs. In addition, it differentiates between family firms and non-family firms. The long-run performance is tested on listings on Nasdaq OMX Stockholm over a period from 1997 to 2011. The sample consists of 100 firms, whereas 39 firms are classified as family firms. READ MORE