Essays about: "Stockholm Benchmark Index"

Showing result 26 - 30 of 38 essays containing the words Stockholm Benchmark Index.

  1. 26. The Dynamics of the Variance Risk Premium: Refining Volatility Forecasts and Portfolio Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Fredrik Iversen; Andreas Rueckert; [2014]
    Keywords : Volatility forecasting; Variance risk premium; Implied Volatility; Realized Kernel;

    Abstract : In this paper, we investigate the dynamics of the variance risk premium and whether it can be used to achieve incremental predictability of future volatility on the S&P 500 index. Previous studies have focused on the usefulness of implied volatility in volatility forecasting. READ MORE

  3. 27. IPOs, A Dish Best Served Hot or Cold? : A Study of the Market Condition Effect on IPOs

    University essay from Umeå universitet/Företagsekonomi

    Author : Sebastian Widén; Christian Lindvall; [2014]
    Keywords : IPO; market conditions; buy-and-hold; underperformance;

    Abstract : The purpose of this research is to study the effect of market conditions on the performance of IPOs which is relevant information for investors and companies alike, involved with IPOs. The long-term underperformance of IPOs has been previously discussed by Loughran & Ritter (1995) which has later been named as the “New Issuance Puzzle” of IPOs. READ MORE

  4. 28. Alternative Index Weighting Strategies on the Swedish Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : William Appelgren; Johanna Trost; [2014]
    Keywords : alternative index strategies;

    Abstract : The Market-Capitalization index reweighting has since long had the role as the conventional tool for passive investments through its simplicity and CAPM framework conformance. Nowadays, alternative index reweightings are getting increased traction in the light of market-capitalization criticism and suggested risk-return improvements and possibilities of desired characteristics. READ MORE

  5. 29. Index-Tracking: The Performance of Swedish Index Funds from an Investor Perspective

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ulf Hage; Jonas Karlsson; [2013]
    Keywords : Index Funds; Performance Evaluation; Tracking Error; Fund Characteristics;

    Abstract : Index funds have grown to become a significant part of the family of investment vehicles, both internationally and in Sweden. However, the amount of research conducted on their performance and attributes has not grown at the same rate. While replicating an index might seem straightforward, differences persist in how well index funds perform. READ MORE

  6. 30. Dividend-yield, an indicator for successful trading? : - A study of dividend-yield’s impact on total stock return on the Swedish stock market

    University essay from Företagsekonomi

    Author : Madeleine Broberg; Kristoffer Lindh; [2012]
    Keywords : ;

    Abstract : Maximizing returns are most investors’ main concern and throughout the years plenty of strategies have been developed in order to reach this goal. What they have in common is that they claim to outperform the market, which should not be possible considering theories such as the Efficient Market Hypothesis. READ MORE