Essays about: "price bubble"

Showing result 1 - 5 of 36 essays containing the words price bubble.

1. 1. Market Value Implications of Increasing Passive Investing

   University essay from

   Author : Andreas Gegerfelt; Elsa Olsson; [2023-07-07]
   Keywords : Passive investing; passive investment bubble; active investing; price-to-earnings ratio; Swedish equity market;

   Abstract : This study examines if recent years’ popularity and large inflow of money to passive index funds have led to inflated prices in the Swedish equity market. The problem was investigated by studying the net fund flows to passive funds and comparing them to active funds over time to measure to what extent they affect the market price-to-earnings ratio. READ MORE

3. 2. Rational Exuberance: Hedge fund trading strategy in bubbles

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jacob Gren; Elin Söderlund; [2022]
   Keywords : Hedge Funds; Stock Bubbles; Positive Feedback Strategy; Mispriced Securities;

   Abstract : This paper examines hedge fund trading strategy in seven bubbles and concludes that hedge funds apply different strategies for different bubbles. We analyze hedge funds' long positions in bubble stocks. Further, we run a regression to account for any short positions. READ MORE

4. 3. Boom, Bust and Betrayal- Business cycles and securities fraud in the US between 1996-2019

   University essay from Göteborgs universitet/Graduate School

   Author : Viktoria Carshaw; Rinske de Vries; [2021-06-29]
   Keywords : ;

   Abstract : We study the relationship between macroeconomic factors and the number of settled securities fraud cases through the proxy of SEC class action lawsuits. We perform an empirical study of all SEC class action convictions between 1996-2019 and their relationship with business cycles as proxied by a housing price index and GDP. READ MORE

5. 4. Does the price development on housing in Stockholm make sense? : An empirical analysis of a possible price bubble on the housing market of Stockholm

   University essay from Södertörns högskola/Nationalekonomi

   Author : Rebecca Hedberg; [2021]
   Keywords : Toda Yamamoto approach; Granger-Causality; VAR model; Price bubbles; Swedish housing market;

   Abstract : The indebtedness of Swedish households has more than doubled in the last ten decades despite the implementation of a mortgage ceiling and stricter amortization requirements. This study takes form to investigate how it is possible that debt related to housing is rising while new regulations against it has been set and how housing prices continues to increase when lending is supposed to be harder. READ MORE

6. 5. Quantitative Easing and Bubble Formation in Real-Estate : A study of the relationship between novel monetary policies and speculative bubbles in the Swedish real-estate market

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Axel Öhlund; Anna Domnina; [2021]
   Keywords : Large-scale asset purchasing program; Quantitative easing; Vector Autoregression; Riksbanken; Housing Bubble; Speculative Bubbles; Unconventional Monetary Policy;

   Abstract : This thesis aims to study how much of price appreciations on the Swedish real-estate market in recent times have been fundamentally warranted, as well as if the unconventional monetary policies implemented by the Swedish central bank have had any interaction with these price escalations. The methodology employed to research this is divided into two parts. READ MORE