Essays about: "stock price"

Showing result 1 - 5 of 475 essays containing the words stock price.

  1. 1. Does ETF Ownership Increase Stock Volatility?

    University essay from

    Author : Daniel Bysted; John Lundkvist; [2019-07-05]
    Keywords : Exchange Traded Fund; Stock Volatility; EFT ownership; Arbitrage;

    Abstract : Exchange Traded Funds (ETFs) are supposed to be priced equal to the net asset value of their underlying stocks, if not, opportunities of arbitrage occur and are quickly corrected by arbitrageurs. When a demand or liquidity shock hits the ETF market, the price of the underlying stocks are affected due to arbitrage trading. READ MORE

  2. 2. Investigating the move from a traditional warehouse classification to a more sophisticated one: a case study of ABB Jokab Safety AB.

    University essay from Göteborgs universitet/Graduate School

    Author : Athanasia Mitraka; Carolin Svensson Johnson; [2019-07-02]
    Keywords : ABC analysis; warehouse management; inventory management; stock value; warehouse strategies; multi-criteria classification; demand; ; lead time; supply price; Ng-model;

    Abstract : MSc in Logistics and Transport Management.... READ MORE

  3. 3. The Uncertainty Influence on Earnings Announcement Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gustav Kölby; Johan Widén; [2019]
    Keywords : Market Uncertainty; VIX; Unexpected Earnings; Contrast Effects; Earnings Announcements;

    Abstract : We present evidence that market uncertainty influences the magnitude of the stock return response to earnings announcements. In this paper, we find that investors react more strongly to good news when released in a market of high uncertainty, compared with the same news in a market of low uncertainty. READ MORE

  4. 4. The influence of real estate price fluctuations on real estate stocks : An analysis of Swedish asset classes

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

    Author : Jesper Jonasson; Tobias Rosén; [2019]
    Keywords : Real estate; Real estate stocks; Stock market; Supply and Demand; Interest rate; Capital Asset Pricing Model;

    Abstract : With background to recent price growth in Swedish real estate and consequently real estate stocks, our aim is to examine the relationship between real estate price development and real estate stock price development. To test our hypothesis, that real estate price development have had an impact on the return of real estate stocks, we built a capital asset pricing model. 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