Essays about: "Volatility of stock returns"

Showing result 21 - 25 of 148 essays containing the words Volatility of stock returns.

1. 21. Sustainable investing and stock performance during the pandemic : Evidence from Sweden

   University essay from Umeå universitet/Nationalekonomi

   Author : Isak Nyberg; [2022]
   Keywords : ;

   Abstract : There is mixed evidence in the existing literature whether environmental, social and governance (ESG) activities are valuable during times of financial crisis. Proponents of ESG argue that such endeavors may act as a resilience factor for companies during market downturns. READ MORE

3. 22. Establishing the nature of Bitcoin : A DCC-GARCH analysis

   University essay from Umeå universitet/Företagsekonomi

   Author : Amanda Ekstrand; Mateusz Musial; [2022]
   Keywords : ;

   Abstract : Since its start in 2008 up until the date of this study, Bitcoin has steadily gained considerablyin popularity. However, the digital cryptocurrency still seems to be surrounded by asubstantial amount of mystery as to whether it deserves a spot in anyone's portfolio. READ MORE

4. 23. Decomposition of ETFs: Building a synthetic portfolio of ETFs major positions

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Donatas Gadlijauskas; Evelina Sarul; [2022]
   Keywords : ETF; Portfolio optimization; Sharpe ratio; VaR; GARCH; Business and Economics;

   Abstract : This paper investigates the performance of benchmark indices and according ETFs against the synthetic portfolios that were built using the five major holdings of the selected benchmark index and its ETF. Not only do we test the synthetic portfolios, but from them, we make optimal (re-balanced) portfolios using mean-variance optimization (with short-selling constraints). READ MORE

5. 24. Dividend Buying and Stock Volatility: Evidence from Sweden

   University essay from Umeå universitet/Företagsekonomi

   Author : Innocent Massawe; Avijit Kumar Das; [2022]
   Keywords : Dividend Buying; Dividend Yield; Stock Volatility; Stockholm Stock Exchange;

   Abstract : Abstract The relationship between dividend buying and stock volatility is the subject of our research. It focuses on all the listed companies on the Swedish stock market, with a particular emphasis on dividend buying and the impact of stock volatility on the underlying stocks of the indices in our sample. READ MORE

6. 25. Enhanced Risk-Adjusted Returns Through Momentum Adaptations - Analysis on Momentum Strategies in the Nordic Stock Market

   University essay from Göteborgs universitet/Graduate School

   Author : Felix Nilsson; Bastiaan Picone; [2021-06-30]
   Keywords : Momentum Strategies; Momentum; Price Momentum; Idiosyncratic Momentum; Alpha Momentum; Momentum Adaptations; Constant-Volatility Scaling; Momentum Crash; Nordic Momentum; Volatility; Anomaly; Stock Returns;

   Abstract : Momentum strategies where one buys past winners and sells past losers are one of the most persistent stock market anomalies, showcasing abnormal returns across different markets, asset classes and time periods. Nevertheless, price momentum has been shown by the financial literature to possess considerable hazards, such as high volatility and crash risks. READ MORE