Essays about: "functions of the stock exchange market"

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

  1. 1. Models explaining the average return on the Stockholm Stock Exchange

    University essay from Högskolan i Jönköping/Internationella Handelshögskolan

    Author : Jämtander Jämtander; [2018]
    Keywords : Asset Pricing Model; P E ratio; CAPM; Market Efficiency; Market return; risk-free rate; Anomaly; Behavioral finance; Fama-French Three Factor Model; Fama-French Four Factor Model; Stockholm Stock Exchange; Market value; Book-to-market value; Portfolio; OLS-regression;

    Abstract : Using three different models, we examine the determinants of average stock returns on the Stockholm Stock Exchange during 2012-2016. By using time-series data, we find that a Fama-French three-factor model (directed at capturing size and book-to-market ratio) functions quite well in the Swedish stock market and is able to explain the variation in returns better than the traditional CAPM. READ MORE

  3. 2. Corporate Bond Financing of Real Estate Investments - A currently viable alternative to bank loans in Sweden?

    University essay from KTH/Fastigheter och byggande

    Author : Viktor Mårtensson; Ragnar Åström.; [2013]
    Keywords : Real Estate Financing; Corporate Finance; Real Estate Investments; Corporate Bonds.; Fastighetsfinansiering; Företagsfinansiering; Fastighetsinvesteringar; Företagsobligationer.;

    Abstract : After the recent financial crisis real estate companies in Sweden experienced difficulties obtaining funding for both new projects as well as refinancing of current investments. The situation in the credit market has since then improved but the refinancing problems that real estate companies experienced during this time has made firms aware of this risk and many companies now seek to diversify their funding sources. READ MORE

  4. 3. Comparison of Macroeconomic Factors Explanatory Power Between Chinese and Swedish Stock Market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Chen Cheng; Shangjie Liu; [2012]
    Keywords : Chinese and Swedish stock market; macroeconomic variables; VAR; impulse responses functions; variance decompositions; Business and Economics;

    Abstract : In order to seek the difference between Chinese and Swedish stock market, this thesis makes a comparison of explanatory power of macroeconomic factors between the stock markets in respective country. The vector autoregressive (VAR) models are implemented to analyze the relationship among the market returns and macroeconomic variables, i.e. READ MORE

  5. 4. Comparative analysis of the SVJJ and the Hyperbolic models on the Swedish market

    University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

    Author : Ekaterina Anisimova; Tomasz Lapinski; [2008]
    Keywords : SVJJ model; hyperbolic model;

    Abstract : In this thesis we investigate and compare two recently developed models of the option valuation according to the Swedish market. The first model is the Stochastic Volatility model with jumps in the stock price and the volatility (SVJJ) and the second is the Hyperbolic model. READ MORE

  6. 5. How the Karachi Stock Exchange (KSE) can be improved?

    University essay from Blekinge Tekniska Högskola/Sektionen för management

    Author : Mansoor Ali Shah; [2008]
    Keywords : Stock Exchange; the Karachi Stock Exchange; Organizational Structure; Financial Instruments; Trading process; Clearing and Settlement Process;

    Abstract : Background and Problem Discussion:Since last two decades the Karachi Stock Exchange (KSE) is progressing very well and has made international recognition in stock trading business. This progress is the result of reformation applied by the Security Commission of Pakistan, with help of the Government of Pakistan. READ MORE