Essays about: "VIX index"
Showing result 1 - 5 of 27 essays containing the words VIX index.
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1. An Evaluation of Leading Indicators in the Context of a Swedish Recession
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The aim of this paper is to evaluate potential leading indicators of a recession in Sweden. To answer the question potential leading indicators are first identified with previous findings in literature and with the current state of the Swedish financial system as background. READ MORE
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2. A Catering Theory of Investment Policies. Do U.S. firms cater to sentiment?
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : The purpose is to investigate retail investors’ growing influence in shaping corporate investment policies. It further seeks to understand whether firms cater to retail investor sentiment. We employ a multiple linear regression model of a strongly-balanced panel data set, incorporating fixed effects and clustered standard errors. READ MORE
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3. The Impact of Scheduled Macroeconomic News Releases on Stock Market Uncertainty
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : While prior literature has studied the impact of news releases on different financial markets, the option market has received less attention. The purpose of this paper is to examine the relationship between scheduled macroeconomic news releases and stock market uncertainty in the United States between January 1990 and April 2021. READ MORE
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4. Factors affecting liquidity in the Nordic corporate bond market : A study on MiFiR required post trade transactions
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The Nordic corporate bond market is a market growing in significance of the financial landscape, but is rather sparsely investigated due to its low transparency characteristics. Utilizing the new EU legislative framework MiFiR, this study implements a quantitative liquidity measure on transactions reported as required by MiFiR. READ MORE
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5. Quantitative tactical asset allocation: Using the VIX to exploit bull and bear market movements in a Mean-Variance portfolio
University essay from Göteborgs universitet/Graduate SchoolAbstract : The Chicago Board Options Exchange (CBOE) Volatility Index (VIX) is known as being an indicator of fear, often referred to as the fear index. Low volatility indicates tranquility in the market, whereas high volatility indicates distress. READ MORE