Essays about: "low volatility effect"

Showing result 6 - 10 of 37 essays containing the words low volatility effect.

  1. 6. Comparison of impact on stock market volatility by COVID-19 and the 2008 financial crisis

    University essay from Umeå universitet/Nationalekonomi

    Author : Anand Enkhtur; [2022]
    Keywords : ;

    Abstract : The aim of this thesis is to analyse the volatility of 11 sectorial stock return data of S&P 500 Index during the 2008 global financial crisis and the recent COVID-19 global pandemic. S&P 500 is a large stock market index that tracks the performance of 500 companies that are some of the largest in the world. READ MORE

  3. 7. A survival analysis on endurance tests of chainsaws and power cutter components at Husqvarna Group AB

    University essay from Lunds universitet/Matematisk statistik

    Author : Johannes Lindvall; [2022]
    Keywords : Mathematics and Statistics;

    Abstract : Due to the steadily growing world chainsaw market and the market’s relative competitiveness, high performing chainsaws are important for Husqvarna Group AB to remain competitive. In the development phase a large number of endurance tests are run to evaluate the product’s performance. READ MORE

  4. 8. The Intertwining of Sectoral Stock Market Volatility and Macroeconomic Fundamentals - A study of Sweden's sectoral indices

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jonathan Bark; Melker Lundberg; [2021]
    Keywords : HAR-RV; Stock Sectors; Realized Volatility; Business and Economics;

    Abstract : The stock market has come to play a larger role in many people's lives as years pass and its accessibility has come to be exponentially easier for many. Investment in publicly listed companies has become a foundation of saving and a way of managing wealth for the general public. READ MORE

  5. 9. Google Searches and Stock Volatility - Evidence from the Danish market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Oliver Albin Wiegaard Nyström; [2021]
    Keywords : Stock volatility; Google SVI; Business and Economics;

    Abstract : In this thesis, we investigate the effect of online search activity approximated by Google searches on the volatility of the largest, most actively traded stocks listed on the Danish stock exchange. The interest in this relationship stems from an increasing number of retail investors entering the market in recent years. READ MORE

  6. 10. Better off Without You? A Study on Capital Allocation Efficiency of Spin-offs in the United States

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Alexander Ribrant; Alice Askenström; [2020]
    Keywords : Spin-offs; Capital Allocation Efficiency; Investments; Tobin s Q;

    Abstract : Through this paper we examine the internal capital allocation efficiency of spun-off entities, before and after completing spin-offs from their respective parent companies. The study involves a collection of 78 public, corporate spin-offs in the US during the time period 2005-2016. READ MORE