Essays about: "variance ratio test"

Showing result 1 - 5 of 28 essays containing the words variance ratio test.

1. 1. The value of a good deed; ESG-scores and returns in the Nordic stock markets

   University essay from

   Author : Axel Olausson; Axel Pettersson; [2023-11-07]
   Keywords : Stock returns; ESG; Risk-adjusted returns; Adjusted Sharpe ratio; unequal variance t-test; Nordic market;

   Abstract : This paper seeks to answer which effect ESG-scores have on risk-adjusted returns for stocks listed on Nordic stock markets. To answer this, we create five null hypotheses and use unequal variance t-tests to determine if the hypotheses can be rejected. READ MORE

3. 2. What are the odds of civil war? Investigating the relationship between quality of government, voter turnout, civil war, and the Democratic peace theory

   University essay from Göteborgs universitet/Institutionen för globala studier

   Author : Salome Nordberg; [2023-10-05]
   Keywords : Quality of government; civil war; voter turnout; democratic peace theory; logistic regression;

   Abstract : The aim of this thesis is to quantitatively investigate the relationship between the quality of government, voter turnout, and civil war. By doing a hypothesistesting analysis through logistic regression. READ MORE

4. 3. 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

5. 4. Personalized Investment Recommendations Using Recommendation Systems

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Lorik Sadriu; [2023]
   Keywords : Recommendation systems; Deep learning; Institutional investors; Investment decision-making; Mean-variance spanning test; Cross-Selling; Business and Economics;

   Abstract : This paper presents a Deep Learning-based Hybrid Recommendation System (DLHR) designed specifically for institutional investors with public portfolio holdings on the Stockholm Stock Exchange. The objective is to provide personalized investment recommendations, complement existing portfolios, and explore untapped cross-selling opportunities. READ MORE

6. 5. Possible Difficulties in Evaluating University PerformanceBased on Publications Due to Power Law Distributions : Evidence from Sweden

   University essay from Högskolan Dalarna/Institutionen för information och teknik

   Author : Haroon Sadric; Sarah Zia; [2023]
   Keywords : Performance Metric; Swedish Universities; Power Law Distribution; Number of Publications; Slope Value; and Kolmogorov-Smirnov test;

   Abstract : Measuring the research performance of a university is important to the universities themselves, governments, and students alike. Among other metrics, the number of publications is easy to obtain, and due to the large number of publications each university produces during one year, it suggests to be one accurate metric. READ MORE