Essays about: "systematic volatility"

Showing result 1 - 5 of 31 essays containing the words systematic volatility.

1. 1. Socially Responsible and Financially Rewarding: The Relationship Between ESG and Stock Market Returns

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Kristian Eklund; Felix Freiherr von Uslar-Gleichen; [2023]
   Keywords : ESG Performance; ESG Index; Index Returns; Sustainable Finance; Systematic Risk;

   Abstract : We study the link between the ESG-performance of 20 OECD countries and the excess returns of their major stock indices between 2005 and 2015. Our research shows a significant positive relationship between the two metrics. READ MORE

3. 2. 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 paper is 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

4. 3. Training Risk Measure Models to Ascertain Which Continent’ Equity Has the Highest Risk ForInvestment Based On Randomly Selected Individual Continents’ Equities Listed On The New YorkStock Exchange

   University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

   Author : Evelyn Dela Gbadago; [2021]
   Keywords : Continetal investment; New York Stock Exchange; Value-at-Risk; Special Metal Industry and Africa.;

   Abstract : Western countries, institutions, and people from all walks of land, including Africans, have carried the notion that it is riskier to invest in African countries compared to countries in other continents. This study verified if that notion is empirically established or it is just a mere notion born out of people's imagination and unfounded belief. READ MORE

5. 4. Environmental, Social and Governance-Ratings and Risk in Sweden

   University essay from Umeå universitet/Företagsekonomi

   Author : Fredrika Engström; Sanna Martinsson; [2020]
   Keywords : Corporate Social Responsibility; ESG-rating; Volatility; Beta; Idiosyncratic Risk; Sweden; Utility Theory; Modern Portfolio Theory; Stakeholder Theory;

   Abstract : Sustainability and Corporate Social Responsibility (CSR) are increasingly important subjects in today's society. To measure a company's Corporate Social Performance (CSP); the ESG-rating has been developed throughout the years. READ MORE

6. 5. Analysis of Requirements Volatility in Elicitation Process : A Systematic Literature Review & Survey

   University essay from Blekinge Tekniska Högskola/Institutionen för programvaruteknik

   Author : Anil Ganna; Sri Sai Ripughna Rishitosh Sonti; [2020]
   Keywords : Requirements Elicitation; Requirements Volatility; Elicitation Techniques; Software Development Lifecycle.;

   Abstract : Context: In the requirements engineering phase, requirements elicitation is considered as the most important task as it is the initial phase in which the requirements are gathered and prioritised. Changes in requirements may lead to project failure or delay in project deliveries. READ MORE