Essays about: "Swedish Fund Market"

Showing result 16 - 20 of 174 essays containing the words Swedish Fund Market.

1. 16. Explaining the dynamics of exchange rate volatility

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jacob Tjerneld; Hampus Lööw; [2022]
   Keywords : Exchange Rates; Volatility; GARCH; Heteroskedasticity; Time Series Analysis.; Business and Economics;

   Abstract : This research examines the volatility of the Swedish krona in regards to the Euro and US-dollar exchange rate, using both daily and monthly data ranging from the beginning of 2000 until 2022. Using this time span allows us to update previous literature on exchange rate volatility, and also incorporates recent economic events such as the great financial crisis of 2008, the 2020 covid-pandemic and the geopolitical uncertainty in Europe following Russia's invasion of Ukraine. READ MORE

3. 17. Do Active Fund Managers Outperform their Peers? A Study of Active Management and Performance in the Swedish Mutual Fund Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : William Levay; Karl Wallén; [2022]
   Keywords : Active Share; Tracking Error; Benchmark-Adjusted Return; Alpha; Benchmark Index;

   Abstract : Primarily, the purpose of this paper is to examine the relationship between active management and fund performance in the Swedish mutual fund market, 2010-2021. Two measures of active management are used: Active Share and Tracking Error. READ MORE

4. 18. New kid on the block

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Eddie Hagberg; Philip Kristoffersson; [2022]
   Keywords : Sweden; IPOs; Short-Run Performance; Industry Peers; Stock Price Reaction;

   Abstract : We analyze the effect of completed initial public offerings (IPOs) on listed industry peers around the time of an IPO within the same industry, in the Swedish market. Providing evidence that industry peers experience negative stock price reaction, in relation to a comparable index, in the period before the IPO. READ MORE

5. 19. Listed Property Company Valuation

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Marcus Runström; Ludvig Eksandh; [2022]
   Keywords : Listed Swedish property companies; Closed-end fund puzzle; Noise trader model; NAV premium and discount; Property company valuation;

   Abstract : Among stock market participants, the existence and persistence of deviations between a property company's market capitalization and Net Asset Value are well-recognized. This deviation has a clear link to the premiums and discounts to NAV of closed-end funds, which is referred to as the closed-end fund puzzle in financial economics. READ MORE

6. 20. FEES IN SUSTAINABLE MUTUAL FUNDS : The relationship between the return on sustainable mutual funds and the total expense ratio in the U.S. and Sweden

   University essay from Umeå universitet/Företagsekonomi

   Author : Jonas Cheraghi; Adam Sundqvist; [2022]
   Keywords : Sustainable mutual funds; Mutual funds; Total expense ratio; Sustainable investing; Effective market hypothesis; Modern portfolio theory; Sharpe ratio; Tracking error; ESG; Management fee; EIKON; Sweden; USA;

   Abstract : This thesis investigates the relationship between the total expense ratio and the 5-year performance to last month for sustainable mutual funds registered in Sweden and the United States. The increasing amount of mutual funds and the shift towards sustainability in the society gives cause to study the relationship between the total expense ratio and the performance of sustainable mutual funds rather than conventional mutual funds. READ MORE