Essays about: "the daily stock exchange"

Showing result 1 - 5 of 41 essays containing the words the daily stock exchange.

1. 1. Stock Market Volatility in the Context of Covid-19

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Liu Kunyu; [2022]
   Keywords : The U.S. stock market; COVID-19; volatility clustering; GARCH models; leverage effect;

   Abstract : The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has also experienced greater volatility. READ MORE

3. 2. The Sensitivity of Banks' Stock Returns to the interest rate risk and exchange rate risk: A Case Study of Germany and South Africa

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Priscilla Yayra Kpoti-Mayor; Rutendo Yvonne Musimwa; [2022]
   Keywords : Bank s Stock Returns Interest rate Exchange Rate Germany South Africa; Business and Economics;

   Abstract : The purpose of this paper is to interrogate the single and joint effect interest and exchange rate movements have on banks’ stock returns. This study also aims to compare the volatility of the banks’ stock returns for countries in different markets using both the short and long-term interest rate and the respective exchange rates. READ MORE

4. 3. Predicting the Future with Stock Market Liquidity: A Study of the Swedish Stock Market Liquidity as a Leading Indicator of the Future Business Cycle

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Sofia Derninger; Anna Hagman; [2022]
   Keywords : Stock Market Liquidity; Business Cycle; Forecasting; Recession; Sweden;

   Abstract : Using daily stock data from the Stockholm Stock Exchange, this paper investigates the relationship between stock market liquidity and the real economy. We find restricted support for stock market liquidity containing leading information about real economic growth. READ MORE

5. 4. The Performance of Stocks Earning Extreme Single-Day Returns: Evidence from Sweden

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Dominik Schleuss; Tavish Gantz; [2021]
   Keywords : MAX Effect; Extreme returns; Cross-section of returns; Lottery-like payoffs; Behavioral Finance;

   Abstract : In 2011, Bali et al. presented evidence that stocks with extreme one and multi day-returns significantly underperform stocks with less extreme returns in the following month. They attributed this to investors exhibiting a preference for stocks with lottery-like payoffs. READ MORE

6. 5. 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