Essays about: "Stockholmsbörsen"

Showing result 1 - 5 of 33 essays containing the word Stockholmsbörsen.

  1. 1. 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

  2. 2. The Financial Value of Gamification : An Explorative Event Study to Investigate Investors Reactions to Gamification

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi; Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Fredrik Engvall; David Fröström; [2019]
    Keywords : Gamification; Event study; Efficient market hypothesis;

    Abstract : The use of gamification has increased in companies in recent years and is used among other things to accelerate learning, increase motivation and engagement. Gamification is defined as the use of game elements in a non-game context. This study aims to investigate whether the use of gamification raises the financial value of a company. READ MORE

  3. 3. Long-term Abnormal Returns Following Share Repurchase Announcements : Do repurchasing firms outperform the market?

    University essay from Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Author : Daniel Lindgren; Petter Sjöberg; [2018]
    Keywords : Open market share repurchase; Abnormal return; Sweden; Stockholm Stock Exchange; NASDAQ OMX Stockholm; Aktieåterköp; Avvikelseavkastning; Stockholmsbörsen; NASDAQ OMX Stockholm;

    Abstract : We study the long-term performance of companies listed on the Stockholm Stock Exchange that announced their intention to repurchase shares between the years of 2005 and 2013. We test the hypothesis that the market underreacts to share repurchase announcements and that repurchasing firms consequently outperform the market in the following years. READ MORE

  4. 4. Investing on the risk of company bankruptcy

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Jan Wocalewski; Simon Bergman; [2017]
    Keywords : Skogsvik 1990 s pfail; Distress risk anomaly; CAPM; Portfolio analysis; Cross sectional regressions;

    Abstract : We investigate the risk-return relationship between bankruptcy risk, measured by Skogsvik (1990)'s probability of firm failure ("pfail"), and stock returns on a refined stock sample on Stockholmsbörsen between 2002 and 2017. Using portfolio analysis and cross sectional regressions inspired by Fama-MacBeth (1973), we find lacking evidence to support a distress risk premium. READ MORE

  5. 5. A  smart beta investment strategy to make risk more transparent : A quantitative study as a contribute to lowering the systemic risk, without sacrifice of return.

    University essay from Mittuniversitetet/Avdelningen för ekonomivetenskap och juridik

    Author : Fredrik Kristoffersson; [2017]
    Keywords : Smart beta; smart beta strategy; portfolio strategy; risk transparency; indexing investing; CAPM; Stockholmsbörsen; systemic risk;

    Abstract : This study have focused on the creation of a smart beta investment strategy to make risks in terms of beta for individual assets more transparent, and to explore if the constructed portfolios risk in terms of standard deviation significantly gets lower than for different benchmark indexes. The strategy could be used for investors who want to decrease their contribution to systemic risk, without sacrificing return. READ MORE