Essays about: "volatility of share prices"

Showing result 16 - 20 of 21 essays containing the words volatility of share prices.

1. 16. The Land of Milk and Honey: A case study of Argentinean trade with a focus on primary commodities

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Hanas Mohammed; Emilia Palm; [2012]
   Keywords : Primary Commodity Dependence; Argentina; Mercosur; Gravity Model; Price Volatility; Trade Patterns; Business and Economics;

   Abstract : Argentina is a country enriched with an abundance of natural resources. This great wealth of primary commodity goods has turned the region into one of the world’s most prominent exporters of agricultural goods like soybeans, wheat and oil. However, there is more to the story than just milk and honey. READ MORE

3. 17. Tick sizes and stock market volatility: A regression discontinuity approach

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Emelie Jonsson; Jesper Welander; [2012]
   Keywords : Tick size; volatility; high-frequency trading; the Stockholm Stock Exchange;

   Abstract : Increasing the tick size has been suggested as a countermeasure to high volatility on stock markets caused by growing high-frequency trading. To identify the potential effects of such an increase, we isolate the effect of the tick size change on volatility through a regression discontinuity design (RDD), utilizing the sharp increase in the tick size at 100 SEK where the tick size changes from 0. READ MORE

4. 18. Scenario Development for the City of Stockholm Towards a Fossil Fuel Free City by 2050

   University essay from KTH/Industriell ekologi

   Author : Panagiotis Giagkalos; [2012]
   Keywords : Scenario Fossil Fuel Free City of Stockholm;

   Abstract : The City of Stockholm’s energy and climate goals are analyzed and projected in several scenarios. Using the year 2015 as the baseline year, a database covering the energy performance and fuel use within the City is created. This starting point is used to project the performance of the City until the year 2050. READ MORE

5. 19. Oil Volatility Spillovers to the US and EU industries

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Natalia Lelis; Leyla Pirhadi; [2011]
   Keywords : Volatility Spillovers; Oil Prices; Industries; Business and Economics;

   Abstract : This essay examines the volatility spillover effects from oil price shocks across different US and EU industries, using a GJR-GARCH(1,1) model. We conclude that the European industries are much more sensitive to oil and stock market shocks compared to their US counterparts. READ MORE

6. 20. Modeling Price Differentials between A Shares and H Shares on the Chinese Stock Market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Manshu Li; Dandan Xu; [2008]
   Keywords : A-share price premium; Panel data analysis; QFII; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : In this paper, we model the price differentials between A shares and H shares in the Chinese stock markets with both macroeconomic factors and firm specific factors, which successfully explain the A share price premium. Discounts of H-share prices relative to A-share prices are related to the contemporaneous movements of the H-share local market index relative to the A-share local market index, the spread of interest rates and inflation rates between Hong Kong and mainland China as well as firm size, liquidity and volatility of the stock. READ MORE