Essays about: "volatility of stock returns"

Showing result 1 - 5 of 127 essays containing the words volatility of stock returns.

  1. 1. Is it possible to forecast which firms will be shorted? : Evidence from S&P 500

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Joakim Mårs; Tobias Stark; [2022]
    Keywords : Short selling; S P 500; fundamental ratios; abnormal returns; OLS regression; significance levels; forecasts; institutional ownership;

    Abstract : This thesis aims to examine whether it is possible to forecast which firmswill be shorted. To do this a regression was constructed using a sample of thecompanies currently included in S&P 500. READ MORE

  2. 2. The Value of AI Investments : An Event Study on Abnormalities in Risk and Return following AI Investment Announcements

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Albin Henriksson; Vidar Nyqvist; [2022]
    Keywords : Artificial Intelligence; Financial markets; AI investments; abnormal returns; abnormal volatility;

    Abstract : Artificial intelligence (AI) is becoming smarter and faster and firms all over the world have entered a race to reap the benefits, investing in AI projects at an increasing rate. The benefits of AI are seemingly plenty and the value of AI in various business processes is often emphasized. READ MORE

  3. 3. Dividend Buying and Stock Volatility: Evidence from Sweden

    University essay from Umeå universitet/Företagsekonomi

    Author : Innocent Massawe; Avijit Kumar Das; [2022]
    Keywords : Dividend Buying; Dividend Yield; Stock Volatility; Stockholm Stock Exchange;

    Abstract : Abstract The relationship between dividend buying and stock volatility is the subject of our research. It focuses on all the listed companies on the Swedish stock market, with a particular emphasis on dividend buying and the impact of stock volatility on the underlying stocks of the indices in our sample. READ MORE

  4. 4. Enhanced Risk-Adjusted Returns Through Momentum Adaptations - Analysis on Momentum Strategies in the Nordic Stock Market

    University essay from Göteborgs universitet/Graduate School

    Author : Felix Nilsson; Bastiaan Picone; [2021-06-30]
    Keywords : Momentum Strategies; Momentum; Price Momentum; Idiosyncratic Momentum; Alpha Momentum; Momentum Adaptations; Constant-Volatility Scaling; Momentum Crash; Nordic Momentum; Volatility; Anomaly; Stock Returns;

    Abstract : Momentum strategies where one buys past winners and sells past losers are one of the most persistent stock market anomalies, showcasing abnormal returns across different markets, asset classes and time periods. Nevertheless, price momentum has been shown by the financial literature to possess considerable hazards, such as high volatility and crash risks. READ MORE

  5. 5. An examination of the hedging properties of gold and bitcoin using volatility

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Mohammed Abdulrahman; Karin Carlsson; [2021-06-23]
    Keywords : ;

    Abstract : Gold has been considered a hedge against inflation for a long time, although researchers have found different results in their examinations. Bitcoin, a relatively new phenomenon in the financial market, is also, for some investors, a monetary protection against central banks' actions resulting in inflation. READ MORE