Essays about: "stock market indexes"

Showing result 16 - 20 of 48 essays containing the words stock market indexes.

1. 16. Predicting The Stock Market With Financial Time Series Using HybridModels - A Comparative Analysis

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Vilhelm Burevik Sandberg; [2018]
   Keywords : ;

   Abstract :  Att förutspå aktieindex har visat sig vara svårt med traditionella modeller. Maskininlärning är ett fält inom datavetenskap som har visat goda resultat när det har applicerats på tidsserieanalys på grund av dess användning av smarta inlärningsalgoritmer. READ MORE

3. 17. The Nordic IPO Puzzle

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Gustav Jakobsson; Filip Jedmo; Daniel Tegmark; [2018]
   Keywords : Long run performance; Nordic Market; BHAR; Number of Issues; IPO; Business and Economics;

   Abstract : Purpose: To evaluate the Nordic IPO markets from an academic perspective taken from an investor's point view. Methodology: Quantitative research Theoretical perspective: Majority of previous research suggest that in the long run newly listed companies underperform comparable companies on the market when comparing changes in stock prices. READ MORE

4. 18. Bitcoin and Stock Market Indexes Causality

   University essay from Högskolan i Jönköping/Internationella Handelshögskolan

   Author : Efe Akinci; Jing Li; [2018]
   Keywords : Bitcoin; Stock Markets; Augmented Dickey-Fuller; Cointegration; Granger Causality;

   Abstract : This paper studies Granger Causality relations between Bitcoin and 5 stock market indexes which are Japan, Russia, South Korea, Sweden and the United States. The time-period examined is from 2013 to 2017 and all the tests are conducted based on daily data. READ MORE

5. 19. A  smart beta investment strategy to make risk more transparent : A quantitative study as a contribute to lowering the systemic risk, without sacrifice of return.

   University essay from Mittuniversitetet/Avdelningen för ekonomivetenskap och juridik

   Author : Fredrik Kristoffersson; [2017]
   Keywords : Smart beta; smart beta strategy; portfolio strategy; risk transparency; indexing investing; CAPM; Stockholmsbörsen; systemic risk;

   Abstract : This study have focused on the creation of a smart beta investment strategy to make risks in terms of beta for individual assets more transparent, and to explore if the constructed portfolios risk in terms of standard deviation significantly gets lower than for different benchmark indexes. The strategy could be used for investors who want to decrease their contribution to systemic risk, without sacrificing return. READ MORE

6. 20. Empirical Research on Value-at-Risk Methods of Chinese Stock Indexes

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Xibei Chen; [2017]
   Keywords : Value at Risk; TGARCH; EGARCH; Student’s t-distribution; GED; Business and Economics;

   Abstract : The Chinese stock market has been established for more than 20 years. Although it is not as mature as the highly developed western securities markets, it has a huge influence on the global economy. It is significant to study the risks of the Chinese stock market, especially the risk of stock indexes. READ MORE