Essays about: "stock return prediction"
Showing result 21 - 25 of 29 essays containing the words stock return prediction.
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21. Modeling and Forecasting Stock Index Returns using Intermarket Factor Models : Predicting Returns and Return Spreads using Multiple Regression and Classication
University essay from KTH/Matematisk statistikAbstract : The purpose of this thesis is to examine the predictability of stock indices with regression models based on intermarket factors. The underlying idea is that there is some correlation between past price changes and future price changes, and that models attempting to capture this could be improved by including information derived from correlated assets to make predictions of future price changes. READ MORE
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22. Improving Portfolio Performance
University essay from Lunds universitet/Matematisk statistikAbstract : The objective of this thesis is to investigate performance for dierent investment alternatives for an investor wanting to track a multidimensional stock index. Performance is measured in terms of transaction cost, active return against the index and tracking error. READ MORE
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23. The Option Volume to Stock Volume Ratio, Market Efficiency and Future Returns
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The study of the information value in options has for decades been at the centre of financial research. Recent findings indicate that informed investors prefer to use options to trade on negative information, causing the option volume to stock volume ratio (O/S) to correlate negatively with future returns. READ MORE
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24. Can industries predict the stock market in China?
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In the thesis we investigate the return predictabilities of ten industry portfolios on the Chinese stock market as well as intra and inter industry predictabilities. We find a number of industry returns, including energy, telecommunication services and financials are able to predict the market up to three days. READ MORE
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25. Financial information relevance with stock return and return disparity study: case for China A-H dual-listed companies
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The relationship between stock return and company financials information as a key component of investment decision making has its highly practical implications for equity market investors. This paper narrows down the scope to examine how this relationship looks like for dual-listing companies in China s developing capital market, more specifically between return or return disparity and two price ratios, earnings to price and book value to price ratio. READ MORE
