Essays about: "stock markets"

Showing result 21 - 25 of 676 essays containing the words stock markets.

1. 21. Exploring the impact of economic and social factors on stock market performance

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Vincent Hallberg; [2023]
   Keywords : regression analysis; societal development; domestic stock market; bachelor thesis; applied mathematics; macroeconomic factors;

   Abstract : This study seeks to investigate the relationship between human development factors and domestic stock markets using a multiple linear regression model. Despite efforts to improve the model's explanatory power, the findings indicate that the model fails to confirm the research question. READ MORE

3. 22. The Risk Spillover Effect Between the EUA Carbon Market and Carbon-intensive Sectors in European Stock Markets

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Yuhan Chen; Hsin-Ying Chiu; [2023]
   Keywords : Risk spillover; EUA carbon market; Carbon-intensive sectors; European stock markets; Diebold and Yilmaz model.; Business and Economics;

   Abstract : This study examines the risk spillover effect between European emission allowance (EUA) carbon price and the indices of energy-intensive industries in the stock market in the European countries. To achieve this, we employ the Diebold and Yilmaz model to investigate both the static and dynamic risk spillover effect and discuss the impact of the economic conditions and policy changes on the carbon market. READ MORE

4. 23. IPO underpricing in Sweden : Is there underpricing in Swedish IPOs? If so, what could possibly explain it?

   University essay from Linnéuniversitetet/Institutionen för management (MAN)

   Author : Oskar Persson; Simon Lindblom; [2023]
   Keywords : IPO; underpricing; swedish stock market; financial economics;

   Abstract : When a company decides to sell their shares to the public for the first time it is called an initial public offering. For quite some time, the literature on the subject has come to the conclusion that the companies going public often undervalue their share price prior to the initial public offering resulting in an abnormal positive return on the first trading day, also known as initial public offering underpricing. READ MORE

5. 24. Empirical Asset Pricing via Machine Learning - Evidence from the Chinese stock market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Bao Liu; Chuyue Huan; [2023]
   Keywords : Machine learning; Asset pricing model; Chinese stock market;

   Abstract : This thesis builds upon existing research on the application of machine learning in asset pricing in the US and European stock markets, by incorporating unique predictive indicators specific to the Chinese stock market, to explore whether machine learning can also be successfully applied in the Chinese stock market. Empirical results show that machine learning models outperform OLS significantly in predicting A-share returns, and this conclusion also applies to different portfolios we have constructed. READ MORE

6. 25. To Sin or Not to Sin? A Study of Traditional and New Sin Stocks on the American Stock Market

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Filip Eriksson; Herman Ljungberg; Oliver Lönegård; [2023]
   Keywords : Sin Stocks; New Sin Stocks; Sustainable Investments; Social Norms; Socially Responsible Investing; Business and Economics;

   Abstract : This study aims to investigate the difference in stock return between traditional sin stocks, new sin stocks, and their respective peer stocks. The purpose was to expand the scarcely researched area of new sin stocks by being the first one to focus on new sin stocks on the American stock market (United States NYSE, AMEX, and NASDAQ stock exchanges), as this area has only been researched in Europe before. READ MORE