Essays about: "and level of significance"

Showing result 1 - 5 of 331 essays containing the words and level of significance.

  1. 1. Arbitrage Pricing Theory: A study on the Stockholm Stock

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Richard Johansson; Pierre Petersson; [2019-03-01]
    Keywords : Arbitrage Pricing Theory; APT; Stockholm Stock Exchange; Macroeconomic Factors; Multi Factor Model;

    Abstract : This thesis investigates the macroeconomic factors that affect the returns on the different portfolios in Stockholm Stock Exchange by using Arbitrage Pricing Theory (Stephen Ross 1976). We use the portfolios of Large Cap, Mid Cap, Small Cap, and All Caps. Specifically, multiple index model is used. The sample period is 2012-2017. READ MORE

  2. 2. Testing Piotroski's F_SCORE on the U.S. Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Xiangyu Mo; Yuzi Wang; [2019]
    Keywords : Piotroski; Abnormal Returns; Market Efficiency; U.S. Stock Market;

    Abstract : Piotroski (2000) generates a fundamental investing method built upon F_SCORE to identify financially strong firms. In this paper, we investigate whether Piotroski's simple accounting- based fundamental method could still be applied to the U.S. market throughout 12 years from 2004 to 2015. READ MORE

  3. 3. Talking green, behaving brown : A study about consumers intention-behavior gap among eco-labels

    University essay from Högskolan i Gävle/Företagsekonomi; Högskolan i Gävle/Företagsekonomi

    Author : Emma-Sophie Doksaeter; Julia Nordman; [2019]
    Keywords : Green marketing; behavior economics; intention-behavior gap; eco-labels; environmental intention;

    Abstract : Title: Talking green, behaving brown - A study about consumers intention-behavior gap among eco-labels Level: Bachelor thesis in Business & Administration   Authors: Emma-Sophie Doksaeter & Julia Nordman   Supervisor: Jonas Kågström   Date: January 2019   Purpose: The purpose of this study is to analyze consumers intention-behavior gap towards eco-labeled products based on Carrington’s et. al. READ MORE

  4. 4. Code analysis : Uncovering hidden problems in a codebase by commits to a version control system

    University essay from Högskolan i Jönköping/JTH, Datateknik och informatik; Högskolan i Jönköping/JTH, Datateknik och informatik

    Author : Ken Reijo; Martin Kåhre; [2019]
    Keywords : Hotspots; correlations; Sum of Coupling; Authors; Adam Tornhill.; Hotspots; korrelationer; Sum Of Coupling; Authors; Adam Tornhill.;

    Abstract : Syfte – Startpunkten för den här studien var att identifiera effektiva och ineffektiva delar av en kodbas som kan leda till förbättringar av koden. Detta utfördes på förfrågan av ett företag. För att stödja begärandet utnyttjades en bok av författaren Adam Tornhill. READ MORE

  5. 5. Type 1 error rate and significance levels when using GARCH-type models

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Ellinor Gyldberg; Henrik Bark; [2019]
    Keywords : ;

    Abstract : The purpose of this thesis is to test whether the probability of falsely rejecting a true null hypothesis of a model intercept being equal to zero is consistent with the chosen significance level when modelling the variance of the error term using GARCH (1,1), TGARCH (1,1) or IGARCH (1,1) models. We test this by estimating “Jensen’s alpha” to evaluate alpha trading, using a Monte Carlo simulation based on historical data from the Standard & Poor’s 500 Index and stocks in the Dow Jones Industrial Average Index. READ MORE