Essays about: "omx"

Showing result 1 - 5 of 371 essays containing the word omx.

1. 1. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oleksii Chepil; [2024]
   Keywords : value investing; quality investing;

   Abstract : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. READ MORE

3. 2. Exploring the Influence of Firm Size on Leverage Evidence from OMX Stockholm Small Cap

   University essay from

   Author : Albin Claesson; Jonathan Hernandez; [2023-07-06]
   Keywords : Firm size; Capital Structure; Leverage; Constraints; Crisis;

   Abstract : This study examines the relationship between leverage and firm size for a sample of 83 firms listed on OMX Stockholm Small Cap between 2018 and 2022. Additionally, it explores the impact of the Covid-19 crisis on this relationship through quarters experiencing negative GDP growth. READ MORE

4. 3. Unraveling the Payout Puzzle

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Christopher Milsom; Johan Nybleus; [2023]
   Keywords : Payout Ratio; Dividend Ratio; Institutional Ownership; Corporate Governance; Agency Problem; Business and Economics;

   Abstract : Purpose: The purpose of this study is to investigate if institutional ownership has an impact on a firm’s total payout ratio in Swedish firms. Methodology: The study uses fixed effects models with robust standard errors clustered by firm with year effects and provides several robustness checks by altering the dependent variable in our analysis. READ MORE

5. 4. On modelling OMXS30 stocks - comparison between ARMA models and neural networks

   University essay from Uppsala universitet/Matematiska institutionen

   Author : Irina Zarankina; [2023]
   Keywords : ARMA; ARIMA; LSTM; time series; statistics;

   Abstract : This thesis compares the results of the performance of the statistical Autoregressive integrated moving average (ARIMA) model and the neural network Long short-term model (LSTM) on a data set, which represents a market index. Both models are used to predict monthly, daily, and minute close prices of the OMX Stockholm 30 Index. READ MORE

6. 5. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

   University essay from Lunds universitet/Matematisk statistik

   Author : Vilhelm Samuelsson; [2023]
   Keywords : Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

   Abstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE