Essays about: "volatility of stock returns"

Showing result 16 - 20 of 148 essays containing the words volatility of stock returns.

  1. 16. The Energy Transition: The Behavior of Renewable Energy Stock During Times of Energy Security Uncertainty : A firm-specific study of the volatility characteristics, crucial drivers & uncertainties of renewable energy stock

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Philip Igeland; Leon Schroeder; [2022]
    Keywords : Renewable energy; Energy security; Green metals; Uncertainty; MS-GARCH;

    Abstract : The global energy sector is experiencing an transition towards renewable energy, a transition that is mainly driven by issues related to climate change and energy security. In this paper, we investigate the time-varying volatility and risk measures of renewable energy and traditional energy firms. READ MORE

  3. 17. The Sensitivity of Banks' Stock Returns to the interest rate risk and exchange rate risk: A Case Study of Germany and South Africa

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Priscilla Yayra Kpoti-Mayor; Rutendo Yvonne Musimwa; [2022]
    Keywords : Bank s Stock Returns Interest rate Exchange Rate Germany South Africa; Business and Economics;

    Abstract : The purpose of this paper is to interrogate the single and joint effect interest and exchange rate movements have on banks’ stock returns. This study also aims to compare the volatility of the banks’ stock returns for countries in different markets using both the short and long-term interest rate and the respective exchange rates. READ MORE

  4. 18. What Goes Up Must Come Down: A Study About Pump-and-Dump Manipulation in the Cryptocurrency Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Julia Qiu; Meja Winbo; [2022]
    Keywords : Cryptocurrency; pump-and-dump; Telegram pump-and-dump; tokens; manipulators;

    Abstract : Unlike in traditional stock market manipulation, manipulators in cryptocurrency pump-and-dumps openly declare their intentions to pump a coin. We investigate why individuals, despite earning negative expected returns, participate in these pumps. READ MORE

  5. 19. Options and analysts : A study on the relationship between option implied volatility and analyst consensus recommendations

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

    Author : Ludwig Flank Zetterström; Krenare Salihu; [2022]
    Keywords : Finance; options; option implied volatility; stock recommendations; revisions; information asymmetries;

    Abstract : The purpose of our thesis is to examine the relationship between option implied volatility and analyst consensus recommendation revisions. We offer a Swedish perspective on the growing popularity of equity options and its relationship with different stock market participants and returns. READ MORE

  6. 20. 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