Hae
Aineistot 1-10 / 271
Profitability of technical trading rules among cryptocurrencies with privacy function
(Elsevier, 2020-03-18)
- article
This paper studies simple moving average trading strategies employing daily price data on the ten most-traded cryptocurrencies that exhibit the ‘privacy function’. Investigating the 2016–2018 period, our results indicate ...
Assessment and Optimization of Clean Energy Equity Risks and Commodity Price Volatility Indexes : Implications for Sustainability
(Elsevier, 2020-01-10)
- article
Although clean energy equities have emerged as a new asset class for market participants, especially environmentally concerned investors, existing and previous studies pay very little attention to how equity investors in ...
The Informational Role of Implied Volatility : Examining the relation between implied volatility and S&P 100 returns around FOMC announcements
(2020-06-08)
Pro gradu -tutkielma
Pro gradu -tutkielma
Volatility has been a widely discussed subject in financial research and many papers consider it synonymous with the risk of an investment. However, further research has revealed that besides exhibiting the level of risk, ...
Momentum in smart beta exchange-traded funds
(2020-04-27)
Pro gradu -tutkielma
Pro gradu -tutkielma
Momentum is one of the most puzzling pricing anomalies discussed in the academic literature as past returns should not predict future returns under the efficient market theory. Asset pricing models have failed to explain ...
When Bitcoin has the flu : on Bitcoin's performance to hedge equity risk in the early wake of the COVID-19 outbreak
(Taylor & Francis, 2020-06-26)
- article
Using the coronavirus COVID-19 outbreak as a set-up for a quasi-experiment, this study derives novel insights on the dynamic correlation between Bitcoin and US stocks. Given the unprecedented scale of infections and the ...
Kosmeettinen tuloksenohjaus Suomessa
(2020-09-01)
Pro gradu -tutkielma
Pro gradu -tutkielma
Tässä tutkielmassa tutkitaan yhtiöiden harjoittamaa nettotuloksen pientä pyöristämistä, joka tunnetaan myös kosmeettisena tuloksenohjauksena. Yhtiöiden uskotaan harjoittavan kosmeettista tuloksenohjausta, jotta voitollinen ...
Modelling the volatility of crude oil returns : Jumps and volatility forecasts
(John Wiley and Sons, 2020-07-22)
- article
We contribute to the scarce literature on the oil market volatility index (OVX) by examining the presence of time‐varying jumps in OVX and by assessing the ability of OVX to predict the conditional variance of crude oil ...
Machine Learning in Management Accounting Research : Literature Review and Pathways for the Future
(Taylor & Francis, 2022-11-04)
- article
This paper explores the possibilities of employing machine learning (ML) methods and new data sources in management accounting (MA) research. A review of current accounting and related research reveals that ML methods in ...
ENVIRONMENTAL RESPONSIBILITY AND FIRM FINANCIAL PERFORMANCE IN THE NORDIC COUNTRIES
(2020-05-06)
Pro gradu -tutkielma
Pro gradu -tutkielma
Increasing attention of media and the public towards climate change issues and ongoing legislative procedures such as EU ETS and EU Action Plan are pressuring firms to act on behalf of a more sustainable future. As ...
Have the anomalies following share buybacks disappeared?
(Taylor & Francis, 2015-12-10)
- article
Although several empirical studies report significant positive long-run abnormal stock returns following share buybacks, a recent event study paper claims that such anomalies have disappeared in the most recent decade and ...