Essays about: "shiller"

Showing result 1 - 5 of 6 essays containing the word shiller.

1. 1. Exploring Housing Market Dynamics through Google Search : A Case of Taiwan

   University essay from KTH/Fastigheter och byggande

   Author : Yi-Chi Yeh; [2022]
   Keywords : Housing; Real Estate; Google Trends; Taiwan; Bostad; fastigheter; Google Trender; Taiwan;

   Abstract : To capture house price fluctuations, it is important to combine appropriate factors into the price forecasting model. Fundamental macroeconomic variables have been considered quite completely in many housing price models. However, the ability of these models to predict housing prices are still limited. READ MORE

3. 2. The good, the bad, and the framed : A study of behavioral economics and the framing effect on tobacco free snus

   University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

   Author : William Muleba; [2020]
   Keywords : Behavioral economics; Goal-Framing; Framing effect; Advertising; Marketing; Communication; Consumer marketing; Tobacco; Attitudes; Purchase intention; Kahneman Daniel; Tversky Amos; Thaler Richard; Sunstein Cass; Shiller Robert; Ajzen I; Putrevu S; Camerer C F; Loewenstein;

   Abstract : This study sets out to explore attitudes and intentions towards nicotine product goods and how it is affected by the goal framing effect. The presence of this effect has been shown in the advertising of both green products and everyday products. READ MORE

4. 3. A case for risk management in the Swedish housing market Studying the demand for market value insurance products in the Swedish metropolitan residential real estate market

   University essay from Göteborgs universitet/Graduate School

   Author : Kristofer Heinl; Hanna Lönnqvist; [2019-11-27]
   Keywords : ;

   Abstract : Abstract This thesis builds on the discussions by Robert Shiller and Peter Englund, among others, proposing outlines for an insurance policy on the market value of homes. The aim of the thesis is to examine if risk is perceived in the current housing market, if there is a demand for managing part of this risk, and how one could go about when constructing a market value insurance policy. READ MORE

5. 4. Twitter as "a Bloomberg for the Average Guy" - Investor Sentiment and the Market Impact of Social Media

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Charles Houdoy; Robin Ringkvist; [2016]
   Keywords : Behavioral economics; Market efficiency; Investor sentiment; Twitter; OMX Stockholm;

   Abstract : The conflicting existing theories regarding behavioral economics and market efficiency are symbolized by 2013 Nobel Memorial Prize in Economic Sciences recipients, Eugene Fama and Robert Shiller. Indeed, the idea that investors may be driven by sentiment and hence, not always behave rationally, runs counter the "Efficient Market Hypothesis" stating that stocks always instantaneously incorporate all available relevant information, and therefore trade at their fair value on stock exchanges. READ MORE

6. 5. Asset Pricing with an Excess Volatility Factor : A Multi-Index Model Approach

   University essay from Stockholms universitet/Finansiering

   Author : Tommaso Luigi Valli Fassi; [2015]
   Keywords : asset-pricing; excess volatility; excess returns; variance difference; Fama- French model; Carhart model; Capital Asset Pricing Model;

   Abstract : This paper evaluates the impact that the integration of an excess volatility factor has on the asset-pricing performance of the Fama-French (1992, 1993) and of the Carhart (1997) models, with reference to the retrospective and prospective explanation of the time series and of the cross section of excess returns on stocks. Specifically, the research intends to determine whether or not a new excess volatility factor is able to capture common sources of excess returns on stocks, related to excess volatility, and left unexplained by the available asset-pricing models. READ MORE