Essays about: "volatility of share prices"

Showing result 11 - 15 of 21 essays containing the words volatility of share prices.

  1. 11. Does Noise Trader Risk Repel Arbitrageurs? Evidence from Chinese A-H Share Premia

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Qing Zhu; Haihui Li; [2020]
    Keywords : noise trader risk; A-H premia; volatility; investor sentiment; limits to arbitrage;

    Abstract : What causes the Chinese A-H share premia puzzle? A-shares enjoy a premium over corresponding H-shares on average by 125%, despite the same rights and dividends. The existing hypotheses such as differential risk, differential demand, liquidity, and asymmetric information cannot successfully account for the great magnitude of inflated A-share prices and are also inconsistent with our sample from 2014-2019. READ MORE

  3. 12. Reference Point Prices in Mergers and Acquisitions and the Influence of Information Asymmetry: Evidence From the UK

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Axel Olofsson Lauri; [2020]
    Keywords : Anchoring; Reference points; Information asymmetry; Mergers and acquisitions; 52-week high;

    Abstract : This thesis examines the role of past peaks in target share prices as reference points in mergers and acquisitions in the UK, with a focus on target 52-week high share prices. The results indicate that there is a positive, non-linear relationship between past peak share prices and offer prices. READ MORE

  4. 13. Short term effects of Covid-19 on stock market performance - a comparison of the fashion and the food industry : A study on how volatility and the expected return affect the share price

    University essay from Högskolan Dalarna/Nationalekonomi

    Author : Alexandra Sömskar; Zlata Zapolskaia; [2020]
    Keywords : Volatility; CAPM; Virus outbreaks; Covid-19; Stockholm Stock Exchange;

    Abstract : The aim of the study is to investigate how the share prices of food and fashion companies listed on the Stockholm Stock Exchange OMX have changed from when Covid-19 started until end of April 2020, by studying how stock price, volatility and expected return have affected the development of the stock. Using the financial theories of CAPM model and volatility, we investigate how the stock market has developed during the pre-Covid-19 period in comparison to the period when Covid19 is ongoing. READ MORE

  5. 14. Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Zethraeus; Magnus Roos; [2017]
    Keywords : Structural models; Merton model; Black Cox model; European corporate bond spreads; Mathematics and Statistics;

    Abstract : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. READ MORE

  6. 15. Impact of German Renewable Energies on the Spot Prices of the French-German Electricity Markets

    University essay from KTH/Elektriska energisystem

    Author : Bich-Thuy Doan; [2013]
    Keywords : ;

    Abstract : Thanks to growing environmental concerns, renewable energies take a higher andhigher share of electricity generating portfolios. In Germany particularly, the installedcapacity of wind and solar plants has increased continuously for the past ten years. READ MORE