Essays about: "stock index future"

Showing result 1 - 5 of 85 essays containing the words stock index future.

1. 1. Board Diversity's effect on Stock Volatility An empirical study on the Swedish market

   University essay from

   Author : Simon Risberg; Sanna Tegenfeldt; [2023-09-15]
   Keywords : ;

   Abstract : In recent years, group diversity has become a prevalent topic of discussion with regard to benefits and drawbacks. This thesis examines the impact of board diversity on stock volatility using data on board directors in Swedish companies over a ten-year period. READ MORE

3. 2. Deciphering Sector Performance in the Finnish Stock Market: A Study on Systematic Risk and Investment Strategies

   University essay from Göteborgs universitet/Graduate School

   Author : Ville Viinikainen; [2023-07-03]
   Keywords : ;

   Abstract : This paper offers an empirical analysis of the Finnish stock market with a focus on sector behaviour, performance, and the effects of systematic risk and economic downturns on sector returns. Despite the fact that Finnish sector classifications were found to differ from the GICS classifications, this research emphasizes the significance of local context in investment decisions. READ MORE

4. 3. Predictability of Shareholder Return in Medical Device Companies : Investment Decisions from thePerspective of an Investment Firm

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Daniel Gröttheim; [2023]
   Keywords : Medical device companies; pre-market approval; total return; abnormal return; stock return prediction; market anomalies; free cash flow yield; efficient markets; financial crisis; investment firm; Medicintekniska företag; förmarknadsgodkännande; totalavkastning; abnorm avkastning; aktieavkastningsförutsägbarhet; marknadsavvikelser; avkastning på fritt kassaflöde; effektiva marknader; finanskris; investeringsföretag;

   Abstract : The medical device industry has seen rapid growth in recent years, and the increasing valuations has caught the attention of investors. Although their growth has outpaced many indices, medical device companies’ reliance on capital to finance research, patents, and clinical testing to reach pre-market approval makes due-diligence and the investment research process especially complex. READ MORE

5. 4. Accounting for the Measurement Bias: A Study of Market Efficiency in the United States and the Relevance of Extensive Fundamental Analysis in Equity Valuation

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Erik Bergmark; Hugo Freudenthal; [2023]
   Keywords : Accounting valuation bias; Fundamental analysis; Horizon Value; Market mispricing; Residual income valuation;

   Abstract : This thesis investigates abnormal returns over the period 1983-2021 from an investment strategy that is based on public accounting information. Investment positions are taken in US manufacturing firms and are held for 36 months using a self-financing (hedged) portfolio. READ MORE

6. 5. Option Expiration Day Impact on Underlying Stock Return- A Study on the Swedish Option Market

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Alisa Penkina; Alan Karaduman Sorsenger; Sirwan Kakai; [2023]
   Keywords : Option Market; Open Interest; Stock Return; Delta Hedging; Option Expiration Day; Business and Economics;

   Abstract : Research questions: Is there significant change in the stock return on option expiration dates in the underlying stock? Does the net open interest have an effect on the return of the underlying stock on option expiration day? Purpose: The purpose of the bachelor's thesis is to study whether there is a significant difference in the stock returns on option expiration dates in relation to the net open interest of the underlying stocks within the OMXS30 index. Methodology: A quantitative study using a deductive approach to statistically describe the relationship between the daily stock return with open interest and traded volume. READ MORE