Essays about: "bull in stock market"

Showing result 1 - 5 of 24 essays containing the words bull in stock market.

1. 1. Ferdinand, the Unpredictable Bull : Cash Flow Distribution Behavior During U.S. Recessions - An Event Time Analysis

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Erik Gunnarsson; Tom Mueffelmann; [2023]
   Keywords : Business Cycles; Event Time Study; Predictability of the Price-Dividend Ratio; Aggregate Dividends; Net Repurchases;

   Abstract : The paper employs an event study approach to investigate the behavior of aggregate cash flow distributions and stock prices in the U.S. stock market around recessions. Aggregate prices anticipate low aggregate dividend and economic growth until adjusting for the diverse time measurement methodologies. READ MORE

3. 2. Hot Bull or Cold Bear? How Market Cycles Affect IPO Underpricing

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Alicia From; Gustaf Sjögren; [2022]
   Keywords : IPO underpricing; bear markets; IPO waves; variability of IPO underpricing; U.S. stock market;

   Abstract : IPO underpricing and its variability is highly cyclical and follows waves, with "hot" and "cold" IPO markets displaying radically different characteristics. Further, during the 21st century, the effect of bear-, and bull markets on stock prices increased. READ MORE

4. 3. A Non-linear Analysis of Cointegration in South-East Asian Equity Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Massimiliano Severi; [2021]
   Keywords : Cointegration; South-East Asian stock markets; Time series comovements; Markov-switching models; Regime-shifting models;

   Abstract : This paper investigates the presence of cointegration among the main stock markets in South-East Asia, namely those of Hong Kong, Singapore, Malaysia and Thailand. Part 1 of the thesis studies the relationship using Markov-switching models, while Part 2 uses regime-shifting models with one structural break. READ MORE

5. 4. 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 School

   Author : Christian Persson; Robin Williams; [2020-07-08]
   Keywords : VIX; strategy; mean-variance; simple moving average; volatility; transaction costs; bull market; bear market;

   Abstract : 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

6. 5. Presence of herd behavior in stock trading : Comparing different business sectors listed on the Swedish Stock Market

   University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Author : Felix Tejland; [2020]
   Keywords : ;

   Abstract : This paper investigates the investment behavior among financial market participants. Using the methodology of Cross-Sectional Absolute Deviation (CSAD), focus is on the presence of herd behavior. READ MORE