Essays about: "omx30"

Showing result 1 - 5 of 27 essays containing the word omx30.

1. 1. Interest rates and their impact on the stock market : Evidence from Sweden

   University essay from Linnéuniversitetet/Institutionen för management (MAN)

   Author : Felicia Andersson; Robin Fogelberg; [2023]
   Keywords : Interest rate; Stock market; OMX30; Vector autoregressive VAR model; Granger causality test; Short-term interest rate; Long-term interest rate; Sweden;

   Abstract : This study will be investigating the relationship between short-term and long-term interest rates with the OMX30 stock return expressed in percentage, as well as the effect that the interest rates have on the stock return. The data used in this study has been collected from the dataprogram Datastream with monthly observations from January 2003 until December 2022 resulting in 240 different variables within all three factors over a period of 20 years. READ MORE

3. 2. An Evaluation of Leading Indicators in the Context of a Swedish Recession

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Rami Soliman; [2023]
   Keywords : Probit; Financial Crisis; Recession; Sweden; Leading Indicators; Business and Economics;

   Abstract : The aim of this paper is to evaluate potential leading indicators of a recession in Sweden. To answer the question potential leading indicators are first identified with previous findings in literature and with the current state of the Swedish financial system as background. READ MORE

4. 3. Forecasting Stock Prices Using an Auto Regressive Exogenous model

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Måns Hjort; Lukas Andersson; [2023]
   Keywords : Bachelor thesis; Asset pricing; Quantitative finance; ARX model; OMX30; Finance; Stocks; Predictive models; Time series analysis; mathematical optimization theory; Gurobi Optimization Software;

   Abstract : This project aimed to evaluate the effectiveness of the Auto Regressive Exogenous(ARX) model in forecasting stock prices and contribute to research on statisticalmodels in predicting stock prices. An ARX model is a type of linear regression modelused in time series analysis to forecast future values based on past values and externalinput signals. READ MORE

5. 4. Investing in Bitcoin and Ethereum during stock market turmoil - a Swedish Perspective. : A study on the hedging, safe-haven, and diversification characteristics of Bitcoin, Ethereum and Gold against the OMX30 during the COVID-19 crisis and Russian invasion of Ukraine.

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Erik Larsson; Lukas Johansson; [2022]
   Keywords : DCC-GARCH; Bitcoin; Ethereum; Gold; Safe-Haven; Hedging; Diversification; COVID-19; Russia; Ukraine;

   Abstract : The world has faced tumultuous times in recent years with the COVID-19 pandemic as well as the Russian invasion of Ukraine causing the stock market to be unusually volatile. During such times investors tend to flee to alternative investment opportunities that are uncorrelated or negatively correlated with the stock market, called safe-haven assets. READ MORE

6. 5. Impact of Transaction costs on dynamic portfolio optimizations : A comparison of active and passive investing in the realm of the Swedish stock market

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Toma Georgiev; Harbi Kurmakhadov; [2022]
   Keywords : Dynamic Optimization; Active Investing; Passive Investing; Transaction Costs; OMX30; Modern Portfolio Theory;

   Abstract : A growing number of studies have been conducted in the sphere of portfolio analysis concerning different approaches for analyzing stocks and outperforming the market. Pioneers in the sphere of portfolio theory like William Sharpe and Harry Markowitz have developed strategies and ratios for portfolio analysis that could generate positive risk-adjusted returns. READ MORE