Essays about: "regression market value"

Showing result 1 - 5 of 274 essays containing the words regression market value.

  1. 1. The use of derivatives in corporate risk management - A value adding strategy?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Agnes Strignert; [2024]
    Keywords : Risk Management; Derivatives; Hedging; Modigliani-Miller; Porsche;

    Abstract : Part I:This study highlights the role of active risk management of currency risk exposure within large listed non-financial European firms. In the aftermath of the global pandemic and invasion of Ukraine, many firm across the global has experienced challenges in terms of sustaining stable cash flows. READ MORE

  3. 2. 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

  4. 3. Luxury, Fashion, and Idols - Applying an extended theory of planned behavior to examine barriers toward sustainable fashion consumption in Japan

    University essay from Göteborgs universitet/Graduate School

    Author : Florian Konstantin Gold; Allegra-Scarlett Nefertari Verena Irmgard Marie Terner; [2023-07-03]
    Keywords : Fashion; Luxury; Idols; Japan; Consumption; Sustainability; Theory of Planned Behavior; Barriers; Sustainable Fashion;

    Abstract : Purpose: This study aimed to apply an extended theory of planned behavior (TPB) to sustainable fashion consumption (SFC) in Japan, and test the importance of sociocultural barriers to purchase intentions. Methodology: As only a few studies have examined SFC in Japan and have not used the TPB framework, this study adds to the body of literature, and proposes luxury orientation, fashion involvement, and idol attachment as barriers toward sustainable fashion (SF) purchase intentions in Japan. READ MORE

  5. 4. CAViaR and Cross-sectional quantile regression models to assess risk in S&P500 sectors

    University essay from Göteborgs universitet/Graduate School

    Author : Vladyslava Bab’yak; [2023-06-29]
    Keywords : Value-at-Risk; CAViaR; cross-sectional quantile regression; ; risk;

    Abstract : The aim of this thesis is to investigate the performance of different models used in risk management to identify and control risks that may negatively impact company operations due to unpredictable events. More specifically, the object of this paper is the discussion of a cross-sectional quantile regression model (CSQR) and the CAViaR model, which is a time series quantile regression model. READ MORE

  6. 5. Merger Waves in Europe - A Study of Merger Waves in Six of the Largest European Economies, and how Merger and Acquisition Transactions are Affected by Interest Rates and Inflation Levels

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Emma Bentzer; Fabian Järnberg; Oliver Stjernquist; [2023-02-27]
    Keywords : ;

    Abstract : The M&A market has attracted increasing interest in recent decades. Over the years, the global market has experienced several crises, including the Dot-com bubble, the Global Financial Crisis, and the COVID-19 pandemic. READ MORE