Essays about: "U.S Equity Market"

Showing result 1 - 5 of 42 essays containing the words U.S Equity Market.

1. 1. Can a modern value definition save a struggling investment strategy? A study on the performance of the F-Score when adjusting book-to-market equity for intangibles

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

   Author : Hampus Johnson; Max Rembe; [2023]
   Keywords : Value investing; Piotroski s F-score; Intangible assets; Book-to-market equity;

   Abstract : Studies have found that the immediate expensing of intangible investments has understated the book-to-market metric, which has caused a substantial misclassification of value and glamor stocks in the new economy. This has coincided with a deteriorating performance of Piotroski's F-score, which aims to identify winning stocks among the value group by considering financial signals relevant to these stocks. READ MORE

3. 2. Rare Earth Metals' Resiliency and Volatility Spillover Effects : A Critical Supply Assessment for Western Technologies From a Risk Management Perspective

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Farzam Ebrahimi; Samuel Elm; [2023]
   Keywords : Rare Earth Metals; Interconnectedness; Conditional Volatility; Risk Management; Value at Risk; Event Study;

   Abstract : This paper explores the relationship between Chinese rare earth metals (REMs) and the industries in the U.S and Europe that heavily rely on them. READ MORE

4. 3. The Valuation of Organization Capital Across Profit and Loss Firms

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

   Author : Edvard Hagman; Viggo Bastigkeit Ericstam; [2022]
   Keywords : intangible capital; organization capital; equity valuation; accounting conservatism; value relevance;

   Abstract : Investments in intangible capital and the frequency of reported losses have increased among firms over the last decades, in turn leading to a deteriorating link between book value of equity, earnings, and equity market values. Existing literature on the valuation of loss firms suggests that the value relevance of book value of equity and earnings is moderated by the extent of knowledge capital among these firms. READ MORE

5. 4. Does capital structure affect the valuation of banks?

   University essay from

   Author : David Eklund; Petter Lundgren; [2020-08-25]
   Keywords : capital structure; debt to equity-ratio;

   Abstract : In this paper, we examine the capital structure and other factors affecting the valuation of U.S. banks. The study focuses on the largest publicly traded U. READ MORE

6. 5. Deep Learning and the Heston Model:Calibration & Hedging

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
   Keywords : deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

   Abstract : The computational speedup of computers has been one of the de ning characteristics of the 21st century. This has enabled very complex numerical methods for solving existing problems. As a result, one area that has seen an extraordinary rise in popularity over the last decade is what is called deep learning. READ MORE