Essays about: "thesis on stock market"

Showing result 11 - 15 of 649 essays containing the words thesis on stock market.

  1. 11. Flight to climate: liquidity commonality in brown equities

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Haiping Yu; [2023]
    Keywords : ESG; ESG Investing; Climate investing; Liquidity Commonality; Systematic Liquidity Risk;

    Abstract : Emerging ESG studies have established a negative equilibrium correlation between ESG factors and stock returns in an economy predominately influenced by investors with nonpecuniary preference over high ESG credentials. However, little research has delved into a potential systematic liquidity risk phenomenon associated with aggregate trading activities of ESG-motivated investors who share a common nonzero ESG preference component in their utility function. READ MORE

  3. 12. A Markovian Approach to Financial Market Forecasting

    University essay from KTH/Matematisk statistik

    Author : Kevin Sun Wang; William Borin; [2023]
    Keywords : Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

    Abstract : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. READ MORE

  4. 13. Stochastic Portfolio Optimization

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Alexander Tedestedt; Tobias Eriksson; [2023]
    Keywords : stochastic; portfolio; optimization;

    Abstract : The main purpose for an aggressive investor is to maximize the return in theinvestments. But in order to do so the risk should be taken into consideration.In this thesis, we utilize Markowitz portfolio theory, one of the standard modelsfor maximizing return while considering risk. READ MORE

  5. 14. Green Goes Green: To What Extent Does A Company's ESG Rating Correlate With Its Stock Performance During The Covid-19 Pandemic? A Panel Data Regression Study On The EU Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Lina Abrahamsson; Ludvig Lindqvist; [2023]
    Keywords : ESG; Sustainable Investing; Covid-19; Sector-analysis;

    Abstract : This thesis examines the relationship between ESG scores and financial performance during the early stages of the Covid-19 pandemic, using a sample of over 1,000 stocks from the EU and Schengen countries. For the overall market, the results revealed no significant relationship between the pre-2020 ESG score and financial performance. READ MORE

  6. 15. Payment Method and Public Acquiror Returns: Evidence from the U.S. Market for Corporate Control

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Filip Toncev; [2023]
    Keywords : Mergers Acquisitions; Public Acquiror; Payment Method; Financial Stress; Abnormal Return;

    Abstract : This thesis examines the relationship between method of payment, financial stress, and acquiror abnormal returns using a sample of 676 acquisitions by NYSE, NYSE American, and Nasdaq listed non-financial, non-utility firms. In normal market conditions the results are generally consistent with previous findings, with stock acquisitions of private targets generating the highest abnormal returns. READ MORE