Essays about: "stock behaviour:"

Showing result 1 - 5 of 87 essays containing the words stock behaviour:.

  1. 1. Unconventional monetary policy and stock market prices in a small open economy: Evidence from Sweden’s quantitative easing

    University essay from Jönköping University/IHH, Nationalekonomi; Jönköping University/IHH, Nationalekonomi

    Author : Claudia Tirado Luy; Nikola Kolev; [2020]
    Keywords : Unconventional monetary policy; Quantitative easing; Large-scale asset purchase; Stock market;

    Abstract : This thesis aims to investigate the long-term behaviour of the Swedish stock market under quantitative easing (QE) between the years 2015-2019 in comparison to an equally long period before the implementation of QE. The relationship is analysed within the framework of transmission channels of monetary policy and with considerations for previous research on the topic. READ MORE

  2. 2. Do changes in macroeconomic variables affect stock market volatility? : -A GARCH-S approach in examining the volatility of the Swedish stock market

    University essay from Umeå universitet/Nationalekonomi

    Author : Emelie Wallin; [2020]
    Keywords : ;

    Abstract : The behaviour of stock markets is characterized by volatility, that is the rate at which stock prices moves up and down within a short period of time. The importance of understanding the nature of volatility is that excessive volatility may prevent the smooth functioning of financial markets and adversely affect the performance of the economy. READ MORE

  3. 3. To what extent are stock-nanced takeovers opportunistic in the European market?

    University essay from Göteborgs universitet/Graduate School

    Author : John Gustafsson; Jonas Håkansson; [2019-07-02]
    Keywords : ;

    Abstract : MSc in Finance.... READ MORE

  4. 4. Evaluating the Impacts of the Swedish Aviation Tax

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sofia Fors; Beatrice Ljung; [2019]
    Keywords : The Swedish aviation tax; Event study; Market model; Mean model; Holt-Winters model; Price elasticity; Business and Economics;

    Abstract : The 1st of April 2018 an aviation tax was implemented in Sweden. With an event study approach this paper aims to provide an understanding of the outcome of the new policy. READ MORE

  5. 5. How to Avoid Bankruptcy?: Monte Carlo Simulation of Three Financial Markets, using the Multifractal Model of Asset Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Rostislav Sibirtsev; [2019]
    Keywords : Multifractal Model of Asset Returns MMAR ; Simulation; Fractal; Kurtosis; Dependence;

    Abstract : This paper has been an effort to apply fractal mathematics to understanding the general behaviour of financial markets. Fractals are special shapes that look similar at various scales. The specific model used is called the Multifractal Model of Asset Returns (MMAR) - the first ever model used for multifractal financial analysis. READ MORE