Essays about: "Volatility of stock returns"

Showing result 1 - 5 of 117 essays containing the words Volatility of stock returns.

  1. 1. How Well Does Implied Volatility Predict Future Stock Index Returns and Volatility? : A Study of Option-Implied Volatility Derived from OMXS30 Index Options

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

    Author : Sara Vikberg; Julia Björkman; [2020]
    Keywords : Implied volatility;

    Abstract : The purpose of this thesis is to study if and how well implied volatility can predict realised volatility and returns on the OMXS30 index one month in the future. The findings are put in relation to how historical volatility can predict realised volatility and how changes in implied volatility can predict returns. READ MORE

  2. 2. Quantitative Assessment of Volatility Pricing Factors

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Pavel Hlousek; [2020]
    Keywords : Idiosyncratic risk; Stock volatility; Factor models;

    Abstract : In this thesis, I perform a quantitative assessment of three volatility pricing factors; market variance (MV), average stock variance (AV), and common idiosyncratic volatility (CIV). I show that the three volatility pricing factors coexist, although the factors exhibit similar time-variation and their innovations are correlated. READ MORE

  3. 3. Artificial Intelligence and its Breakthrough in the Nordics : A Study of the Relationship Between AI Usage and Financial Performance in the Nordic Market

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Frida Ottosson; Martin Westling; [2020]
    Keywords : AI; artificial intelligence; financial performance; ROA; nasdaq; nordic;

    Abstract : As the fourth digital revolution is initiated and digitalization is becoming increasingly evident in today’s society, the concept of artificial intelligence (AI) is experiencing a boom and is continuously transforming a vast variety of industries. Previous studies have found several links between AI usage and economic benefits, such as increased efficiency and lower costs. READ MORE

  4. 4. Blockchain Technology & Volatility of Stock Returns : A Quantitative Study that Examines Blockchain Technology’s Impact on Volatility in Swedish Stocks

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Kajsa Andersson; Anna Styf; [2020]
    Keywords : Blockchain technology; Systematic risk; Total risk; Volatility of stock returns;

    Abstract : Blockchain technology has received tremendous attention during the last decade. Huge investments incentives have been made into Blockchain technology and companies worldwide are adapting the new modern innovation. READ MORE

  5. 5. Sustainable Bonds and Beyond: A Sustainable Alternative for Portfolio Diversification : An empirical study of sustainable bonds and existing asset classes from a volatility and correlation perspective in Sweden

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Tung Bui Ba; Javier Jo; [2020]
    Keywords : Responsible Investment; Sustainable Bonds; Swedish Market; Modern Portfolio Theory; Diversification; Volatility; Correlation; Hedging;

    Abstract : Increasing awareness of sustainable issues is just one of the ways how modern society has evolved. Due to the growing challenges faced by climate change and societal issues, our world has grown to be more innovative in the fight and support towards initiatives that will contribute to the long-term of the world we live in. READ MORE