Essays about: "essay on stock market"

Showing result 1 - 5 of 21 essays containing the words essay on stock market.

1. 1. CAPM Beta and Geopolitical Risk

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Filip Ternemo; [2022]
   Keywords : Black Swan Investing; CAPM Beta; Excess Returns; Geopolitical Risk; Mean Reversion.; Business and Economics;

   Abstract : Recent years, geopolitical risks have dominated the news feed for the financial markets. There have historically been some geopolitical events that have resulted in major declines in the stock market and such a market day can be classified as a geopolitical Black Swan. READ MORE

3. 2. A Study of Buyout-, Venture Capital-, and Non-backed IPOs and the Actual Efficiency of Debt

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Rebecka Lundgren Månsson; Ofelia Aspemyr; [2020]
   Keywords : Private equity; buyout; venture capital; initial public offerings; capital structure; long-term IPO performance; Business and Economics;

   Abstract : Title: A Study of Buyout-, Venture Capital-, and Non-backed IPOs and the Actual Efficiency of Debt Course: NEKH02, Economics: Bachelor Essay - Ekonomie kandidatprogrammet, 15 credits Authors: Ofelia Aspemyr & Rebecka Lundgren Månsson Advisor: Jens Forssbaeck Keywords: Private equity, buyout, venture capital, financial sponsors, initial public offerings, capital structure, long-term IPO performance Purpose: The principal purpose of this paper is to examine whether there exist any differences in long-term performance between buyout-, venture capital-, and non-backed IPOs. This paper discusses if the different issuers could theoretically have any impact on long-term IPO performance. READ MORE

4. 3. Determinants of the relationship between government shutdowns and real stock returns

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Ruta Zemaityte; [2020]
   Keywords : Government shutdowns; Financial markets; Granger causality; Government funding; Risk;

   Abstract : PART I: The effects of government shutdowns on financial markets in the US are still unclear to this day, as they have not garnered enough attention from researchers. The aim of this thesis is to expand the current knowledge on these effects by analyzing how the real returns on the utilities market in the US are Granger caused by government shutdowns. READ MORE

5. 4. Predicting the unpredictable - Can Artificial Neural Network replace ARIMA for prediction of the Swedish Stock Market (OMXS30)?

   University essay from Mittuniversitetet/Institutionen för ekonomi, geografi, juridik och turism

   Author : Alberto Ferreira de Melo Filho; [2019]
   Keywords : Artificial Neural Network; ARIMA; LSTM; stock market;

   Abstract : During several decades the stock market has been an area of interest forresearchers due to its complexity, noise, uncertainty and nonlinearity of thedata. Most of the studies regarding this area use a classical stochastics method,an example of this is ARIMA which is a standard approach for time seriesprediction. READ MORE

6. 5. Combining Value and Momentum Strategies in the Swedish Stock Market : How market anomalies can be exploited to outperform stock market index

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Maximiliam Nilsson; Gottfrid Bylund Månsson; [2019]
   Keywords : Momentum Strategies; Value Strategies; Efficient Market Hypothesis; Market Anomalies; Capital Asset Pricing Models;

   Abstract : Value and momentum strategies have been heavenly researched in financial academic literature. In this essay, different portfolios based on value and momentum strategies have been constructed to examine if it is possible to exploit market anomalies to outperform market returns. READ MORE