Essays about: "volatility stock return"

Showing result 21 - 25 of 132 essays containing the words volatility stock return.

  1. 21. The Effect of House Price Risk on Homeowners' Portfolio Choice

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Yuhuang Sun; [2020]
    Keywords : Household finance; House price risk; Limited stock market participation; Hedging motive;

    Abstract : Using the 2017 wave of China Household Finance Survey (CHFS), this paper studies how house price risk affects homeowners' stock market participation and share of liquid financial wealth invested in stocks conditional on not moving. Exploiting the subsample of homeowners whose tenure choices are exogenous due to the institutional changes during the Chinese housing market privatization, this study finds that the correlation between housing return and stock return has a crowding-out effect on both stock market participation and stock shares among participants. READ MORE

  3. 22. Social media and IPOs: investor sentiment's effect on public offerings - A study on the relationship between social media mentions and IPO performance

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Nils Lindahl; Axel Brenner; [2020]
    Keywords : social media; investor sentiment; initial public offerings; asset pricing;

    Abstract : We examine whether company-specific social media mentions are associated with first-day IPO performance on the Swedish stock market. To investigate this topic, we classify social media mentions according to sentiment as a proxy for investor behavior and thought. READ MORE

  4. 23. VALUE-AT-RISK ESTIMATION USING GARCH MODELS FOR THE CHINESE MAINLAND STOCK MARKET

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Dongya Zhou; [2020]
    Keywords : Volatility; Exponential-GARCH; VaR; Dynamic correlation;

    Abstract : With the acceleration of economic globalization, the immature Chinese mainland stock market is gradually associated with the stock markets of other countries. This paper predict the return rate of Chinese mainland stock market using several models from GARCH family, test the predictability by calculating Value-at-Risk, also capture the dynamic correlation between other fifive countries or region and mainland China by DCC-GARCH model. READ MORE

  5. 24. Artificial Intelligence and its Breakthrough in the Nordics : A Study of the Relationship Between AI Usage and Financial Performance in the Nordic Market

    University essay from Umeå universitet/Företagsekonomi

    Author : Frida Ottosson; Martin Westling; [2020]
    Keywords : AI; artificial intelligence; financial performance; ROA; nasdaq; nordic;

    Abstract : As the fourth digital revolution is initiated and digitalization is becoming increasingly evident in today’s society, the concept of artificial intelligence (AI) is experiencing a boom and is continuously transforming a vast variety of industries. Previous studies have found several links between AI usage and economic benefits, such as increased efficiency and lower costs. READ MORE

  6. 25. Stock price volatility and dividend yield: Evidence from Sweden

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : William Sörensen; Olena Deboi; [2020]
    Keywords : Stock Price Volatility; Dividend Yield; Stock Market;

    Abstract : This research aims to examine if a negative relationship exists between the dividend yield and stock price volatility of firms listed on the Swedish Stock exchange market, which is of utter interest and intrinsic for investors and financial analyst in the process of valuing a security’s and a stock portfolio's risk and return. The data that was utilized for this study consists of 52 companies for the period of 2010 to 2019 which makes up for 520 observations. READ MORE