Essays about: "strategy of stock market"

Showing result 1 - 5 of 271 essays containing the words strategy of stock market.

  1. 1. The use of derivatives in corporate risk management - A value adding strategy?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Agnes Strignert; [2024]
    Keywords : Risk Management; Derivatives; Hedging; Modigliani-Miller; Porsche;

    Abstract : Part I:This study highlights the role of active risk management of currency risk exposure within large listed non-financial European firms. In the aftermath of the global pandemic and invasion of Ukraine, many firm across the global has experienced challenges in terms of sustaining stable cash flows. READ MORE

  3. 2. Examining the Impact of Football Tournaments on Equity Markets: An Analysis of Market Anomalies, Market Dynamics and Investor sentiment

    University essay from

    Author : Oskar Edgren; Josef Johansson; [2023-07-06]
    Keywords : ;

    Abstract : This paper investigates whether two international football tournaments have an effect on the performance of four major stock markets during the event period. Some previous literature suggest that the NYSE index tended to fall during every World Cup between 1950 and 2007 due to negative investor sentiment associated with losing and being knocked out of the tournament. READ MORE

  4. 3. Leveling the Playing Field: Can Private Investors Benefit From Mimicking Insider Trades? A quantitative study of insider trading

    University essay from Göteborgs universitet/Graduate School

    Author : Marcus Mattsson; Marcus Lyckhage; [2023-07-04]
    Keywords : Insider Trading; Abnormal Return; Information Asymmetry; Outside Investors; Investment Strategy; Insider Positions;

    Abstract : Historically, investors have been searching for strategies to maximize performance in the stock market. It has been shown that corporate insiders can earn abnormal returns by trading in their own companies as they possess superior information and, to a certain degree, market timing ability. READ MORE

  5. 4. The Impact of ESG-Scores on Portfolio Performance - A quantitative study on sustainable investments.

    University essay from Göteborgs universitet/Graduate School

    Author : Max Ehrnström; Yacob Nehmé; [2023-06-29]
    Keywords : ESG investing; Abnormal returns; Sustainable investing and Financial performance;

    Abstract : This report examines the relationship between ESG-scores and portfolio returns using the Fama-French five-factor and Carhart four-factor models. The data is collected from Refinitiv (2023) between 2003 and 2021 and consists of firms listed on the NYSE and NASDAQ stock exchange. READ MORE

  6. 5. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019

    University essay from

    Author : Jacob Allestam; Filip Sjöberg; [2023-06-29]
    Keywords : Adaptive market hypothesis; market efficiency; market conditions; return predictability; trading strategy;

    Abstract : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. READ MORE