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Är OMXS 30 effektiv enligt den semi-starka formen av den effektiva marknadshypotesen?
(2022-07-01)
Den effektiva marknadshypotesen gör gällande att informationen som offentliggörs på marknaden skall vara tillgänglig samt bedömas på ett rationellt sätt av investerare. Däremot så är antagandet om ett rationellt beteende ...
Cryptocurrency Spillover Effect on Non-Fungible Token Pricing
(2022-08-18)
The thesis is designated to understand if the pricing of Non-Fungible Tokens (NFTs) is affected by the volatility present in the cryptocurrency market. NFTs are digital assets such as art, music, videos, and virtual property, ...
Do ESG investors pay a price for doing good - A matched pair analysis of the Swedish fund market.
(2022-07-11)
In this thesis we examine the financial performance of Swedish mutual equity funds. We look at differences between sustainable, defined as ESG, and conventional funds. The financial performance is examined using the Capital ...
An Empirical Study About Young People's Risk Preferences and Determinants Affecting them
(2022-07-11)
In this report, the aim was to investigate what determinants or associations may affect an
individual’s choice when facing different risk-related prospectus. Through surveys based on
previous literature, a study on a ...
Svenska fondförvaltares arbete kring hållbara investeringar med avseende på risk och avkastning
(2022-08-16)
Den finansiella aspekten kring hållbarhet har tagit allt större plats i samhällsdebatten de senaste åren. Det är därför nödvändigt att förstå vikten av, samt vilken roll, hållbara investeringar och ESG har inför framtiden. ...
Hållbarhet och fondprestation
(2022-07-11)
The purpose of this paper is to conduct research regarding fund performance based on Morningstar’s Sustainability Rating, with the aim of drawing conclusions about whether funds with high sustainability rating perform ...
How Differences in Forecasted and Actual Values of Macroeconomic Indicators Influences the Stock Market.
(2022-07-01)
The objective of this thesis is to analyse if macroeconomic announcements have a significant influence on the stock prices on the S&P 500 index. It is investigated by various correlation tests, descriptive statistics tables ...
Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics
(2022-06-29)
In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). This is achieved ...
Institutional Investors' Influence on ESG Endeavours: A Study on the Nordic Market
(2022-07-01)
This study examines whether institutional ownership has an effect on the ESG performance of firms on the Nordic market. In order to accomplish this, the study uses linear regression analysis. The final dataset which was ...
Portfolio Optimization: The search for an optimal portfolio with cryptocurrencies and S&P 500
(2022-07-11)
This thesis’ aim is to create an optimal portfolio consisting of Bitcoin, Ethereum and S&P 500. We also examine the minimum variance portfolio with the framework of Markowitz's mean variance optimization model. We evaluate ...