Essays about: "stock market"

Showing result 1 - 5 of 1636 essays containing the words stock market.

  1. 1. The Impact of Scheduled Macroeconomic News Releases on Stock Market Uncertainty

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Stefan Padjen; [2021-09-06]
    Keywords : Implied Volatility; Information; Macroeconomic News; Market Uncertainty; Multiple Testing; VIX;

    Abstract : While prior literature has studied the impact of news releases on different financial markets, the option market has received less attention. The purpose of this paperis to examine the relationship between scheduled macroeconomic news releases and stock market uncertainty in the United States between January 1990 and April 2021. READ MORE

  2. 2. Optimal Portfolio Allocation of Commodities for the Swedish Investor

    University essay from

    Author : Sebastian Henfalk; Alexandra Wesley; [2021-08-17]
    Keywords : Optimal Portfolio Allocation into Commodities; OMXS30GI; Bloomberg Commodity Index BCOM ; Sub-Sectors; Sharpe Ratio; Swedish Investor; Financialization; Diversification; Hedge; Precious Metals; Inflation; Råvaror; Optimal Allokering; Ädelmetaller;

    Abstract : Commodities have historically been seen as great diversifiers to stocks and bonds. Following the financialization in late 1990s and early 2000s this began to be questioned by previous research due to increasing correlations with the stock market, which has created a need for further research with in the field. READ MORE

  3. 3. Swedish family ownership and its influence on stock performance

    University essay from Göteborgs universitet/Graduate School

    Author : Navid Ghate; Trf Fjällström; [2021-08-04]
    Keywords : Abnormal returns; Fama-French; Swedish stock exchange; Family firms; Ownership structure; Firm characteristics; Agency cost; Performance; Valuation;

    Abstract : MSc in Finance.... READ MORE

  4. 4. Stock market response to unsustainable conduct within listed companies

    University essay from

    Author : Preet Kawal Kaur; Claudia Koozi; [2021-07-13]
    Keywords : Corporate scandal; Social scandal; Unethical act; Environmental scandal; Stock price; Investing Reaction; CSR; Behavioral Finance; Sustainability;

    Abstract : News spreads quickly in our rapidly innovative world, which has implications for companies when scandals are exposed to the public. In this report, we explore whether there is a connection between unethical actions and the reaction and publication of those acts in terms of environmental and social issues. READ MORE

  5. 5. Does size matter? Analysis of stock price reaction to green bonds announcements

    University essay from

    Author : Yasmine Ben Rouha; Khaled Khouja; [2021-07-13]
    Keywords : Green Bonds; Sustainability; Efficient Market Hypothesis; Signaling Theory; Abnormal Return; Cumulative Abnormal Return; Amount Issued;

    Abstract : The recent large growth in the green bond market has been shown in previous studies to yield abnormal returns as the market value of the stock reacts to the announcement of green bond issuance. This study uses a sample of 90 observations, of which 61 are from the Swedish market and the remaining 29 from the American market. READ MORE