Essays about: "thesis on the stock market risk"
Showing result 1 - 5 of 177 essays containing the words thesis on the stock market risk.
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1. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. READ MORE
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2. The use of derivatives in corporate risk management - A value adding strategy?
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : 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
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3. Exploring Momentum: The Hidden Drivers of Stock Returns in the Nordic Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis investigates the relationship between price momentum, earnings momentum, and stock returns in the Nordic region by examining the risk-adjusted performance measures of various momentum strategy portfolios. Inspired by Novy-Marx's 2015 theory that momentum in firm fundamentals explains the performance of price momentum strategies, this study seeks to provide deeper insights into momentum drivers and their implications for investment professionals. READ MORE
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4. Flight to climate: liquidity commonality in brown equities
University essay from Stockholms universitet/Företagsekonomiska institutionenAbstract : 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
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5. A Markovian Approach to Financial Market Forecasting
University essay from KTH/Matematisk statistikAbstract : 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