Essays about: "volatility of stock returns"
Showing result 21 - 25 of 148 essays containing the words volatility of stock returns.
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21. Sustainable investing and stock performance during the pandemic : Evidence from Sweden
University essay from Umeå universitet/NationalekonomiAbstract : There is mixed evidence in the existing literature whether environmental, social and governance (ESG) activities are valuable during times of financial crisis. Proponents of ESG argue that such endeavors may act as a resilience factor for companies during market downturns. READ MORE
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22. Establishing the nature of Bitcoin : A DCC-GARCH analysis
University essay from Umeå universitet/FöretagsekonomiAbstract : Since its start in 2008 up until the date of this study, Bitcoin has steadily gained considerablyin popularity. However, the digital cryptocurrency still seems to be surrounded by asubstantial amount of mystery as to whether it deserves a spot in anyone's portfolio. READ MORE
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23. Decomposition of ETFs: Building a synthetic portfolio of ETFs major positions
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper investigates the performance of benchmark indices and according ETFs against the synthetic portfolios that were built using the five major holdings of the selected benchmark index and its ETF. Not only do we test the synthetic portfolios, but from them, we make optimal (re-balanced) portfolios using mean-variance optimization (with short-selling constraints). READ MORE
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24. Dividend Buying and Stock Volatility: Evidence from Sweden
University essay from Umeå universitet/FöretagsekonomiAbstract : 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
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25. Enhanced Risk-Adjusted Returns Through Momentum Adaptations - Analysis on Momentum Strategies in the Nordic Stock Market
University essay from Göteborgs universitet/Graduate SchoolAbstract : 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