Essays about: "ftse 100"

Showing result 16 - 18 of 18 essays containing the words ftse 100.

  1. 16. Value-at-Risk and Extreme Events

    University essay from Matematiska institutionen

    Author : Torben Weisner; [2010]
    Keywords : ;

    Abstract : The purpose of this thesis is to test the risk-measure Value-at-Riskand techniques for calculating it on data from the Financial Crisis of2007–2010. Different “pre-Financial Crisis” approaches to calculatingValue-at-Risk are considered, and tested on data from the period ofthe Financial Crisis. READ MORE

  3. 17. The association of Exchange rates and Stock returns : Linear Regression analysis

    University essay from Handelshögskolan vid Umeå universitet

    Author : Nshom Martin Akumbu; [2007]
    Keywords : Exchange rates; Stock returns; Linear regression analysis;

    Abstract : The association of exchange rates with stock returns and performance in major trading markets is widely accepted. The world’s economy has seen unprecedented growth of interdependent; as such the magnitude of the effect of exchange rates on returns will be even stronger. READ MORE

  4. 18. THE EX-DIVIDEND DAY STOCK PRICE BEHAVIOR : FTSE 100 of the London Stock Exchange

    University essay from Handelshögskolan vid Umeå universitet

    Author : Zillah Anagho; Kenneth Tah; [2007]
    Keywords : Ex-dividend Day Behavior; Efficient Market Hypothesis;

    Abstract : In this thesis, we have analyzed the ex-dividend stock price behavior in the London Stock Exchange to see if the stock prices really drop by the same amount as the dividend on the ex-dividend day. Our sample data covers 80 FTSE100 companies of the London stock exchange for the period 2001 to 2006. READ MORE