Essays about: "index"

Showing result 1 - 5 of 1863 essays containing the word index.

  1. 1. The value of personality - Using algorithms and econometrics to analyze CEO conscientiousness and its impact on M&A performance

    University essay from Göteborgs universitet/Graduate School

    Author : Axel Gillmert; Henrik Persson; [2019-08-12]
    Keywords : M A performance; CEO acquisitiveness; Big Five personality traits; Conscientiousness;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  2. 2. Testing the weak form EMH - An empirical study of the Swedish stock market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Joel Frank; Viktor Öhrström; [2019-07-11]
    Keywords : ;

    Abstract : This thesis investigates whether the Swedish stock market shows signs of weak form efficiency between January 2012 and January 2019. Weekly data is gathered from the OMXSPI and from three indices of different capitalization segments, namely Large cap, Mid cap and Small cap. READ MORE

  3. 3. The commercial effects of IMO’s regulation of the global sulphur cap in 2020 - A study on the procurement of deep-sea Ro-Ro at Volvo Cars

    University essay from Göteborgs universitet/Graduate School

    Author : Erik Jansson; Jesper Saarinen; [2019-07-09]
    Keywords : Deep-Sea Ro-Ro Shipping; VCC; Procurement; IMO’s Global Sulphur Content Limit; Sulphur Regulations; Marine Fuels; Bunker Adjustment Factor;

    Abstract : The International Maritime Organization (IMO) has announced a new global sulphur content limit for fuels burnt on ships sailing in global waters. The implementation date for this regulation is on January the 1st, 2020 and entail a maximum sulphur content of 0.5%, in contrast to the current sulphur content limit in global waters of 3.5%. READ MORE

  4. 4. Arbitrage Pricing Theory: A study on the Stockholm Stock

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Richard Johansson; Pierre Petersson; [2019-03-01]
    Keywords : Arbitrage Pricing Theory; APT; Stockholm Stock Exchange; Macroeconomic Factors; Multi Factor Model;

    Abstract : This thesis investigates the macroeconomic factors that affect the returns on the different portfolios in Stockholm Stock Exchange by using Arbitrage Pricing Theory (Stephen Ross 1976). We use the portfolios of Large Cap, Mid Cap, Small Cap, and All Caps. Specifically, multiple index model is used. The sample period is 2012-2017. READ MORE

  5. 5. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

    Abstract : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average?The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. READ MORE