Essays about: "dissertation stock market"

Showing result 1 - 5 of 6 essays containing the words dissertation stock market.

  1. 1. Correlation and causality between the S&P 500 and Bitcoin: A comparative study before and during the COVID-19 pandemic

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Jalmar Andersson; Kevin Fankl; [2023-06-29]
    Keywords : S P 500; Bitcoin; Cryptocurrency; Pearson s correlation coefficient; Granger causality test; Covid-19; Stock market;

    Abstract : This undergraduate dissertation examines the correlation and causality between the S&P 500 and Bitcoin, both prior to and amidst the COVID-19 pandemic. The objective of this research is to offer novel perspectives on the interaction between these two financial instruments during the unprecedented economic instability triggered by the pandemic and to assess how their association has evolved throughout this time. READ MORE

  2. 2. Underpricing of Sponsor Backed and Non-Sponsor Backed IPOs in US Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jamie Wei Yee Low; Weijie Siow; [2018]
    Keywords : Initial public offering; venture capital; private equity; sponsor; underpricing; Business and Economics;

    Abstract : The dissertation examines the underpricing of sponsor-backed (private equity backed and venture capital backed) and non-sponsor backed initial public offerings (IPOs) listed on all US stock exchanges between January 1997 and December 2017. The authors identify 403 PE-backed IPOs, 179 VC-backed IPOs and 1469 non-sponsor (non-PE and non-VC) backed IPOs. READ MORE

  3. 3. How 140 Characters can be related to the Stock Market Movements: Sentiment Analysis of Twitter

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Levi Bergstrand; Maksim Khritantsev; [2018]
    Keywords : stock returns; tweet sentiments; lexicon based; panel data; regression analysis; machine learning; support vector machines; random forest; Business and Economics;

    Abstract : Stock market movements forecast based on sentiment analysis is certainly a field worth investigating. Being able to build future investment strategies based on forecasted stock returns would be of tremendous importance for individual investors and high-frequency trading firms. READ MORE

  4. 4. IPO Lock-up expirations; An empirical study on the Nordic market during 2009-2016

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Oskar van Enst; Erika Forsberg; [2017]
    Keywords : IPO; Lock-up periods; abnormal returns; efficient market hypothesis; PEVCownership; Business and Economics;

    Abstract : Purpose: The purpose of this study is to investigate whether abnormal returns can be observed in stock prices after the expiration of lock-up periods related to an IPO. In addition, the purpose is to analyse if private equity/venture capital (PEVC) ownership, the use of staggered lock-ups and the length of lock-up periods affect this return. READ MORE

  5. 5. Foreign market entry mode – Developing the IndustryInternationalisation model

    University essay from Institutionen för ekonomi

    Author : Patrick Hammarlund; David Hansson; Viktor Hansson; [2008]
    Keywords : ;

    Abstract : The research on internationalisation goes back a long time. Despite this, there exist no theories on how different industries enter new markets, and by which mode of entry. This dissertation attempts to develop a model with the purpose to explain the differences in foreign market entry mode decision between industries. READ MORE