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Aineistot 11-20 / 390
THE IMPACT OF U.S. MACROECONOMIC NEWS ANNOUNCEMENTS ON BOND PRICES: EVIDENCE FROM U.S. BOND MARKETS
(2011)
Pro gradu - tutkielma
Pro gradu - tutkielma
This study analyzes how U.S. macroeconomic news affect daily U.S. government bond yields. More accurately the study tries to find out what is the impact of scheduled U.S. macroeconomic news announcements on bond prices ...
Stock Market Reactions to Layoff Announcements: Ownership Structure
(2016)
Pro gradu - tutkielma
Pro gradu - tutkielma
Earlier studies have shown that layoff announcements cause negative and significant stock price reactions. However, some studies have also found that investors react positively to corporate layoff announcements. Thus, the ...
ARE STOCK MARKET PRICES RELATED TO THE WEATHER EFFECTS? Empirical Evidence from New York City
(2014)
Pro gradu - tutkielma
Pro gradu - tutkielma
Several behavioral finance studies have proved that investor psychology fluctuations can explain some anomalies in stock market. Moreover, there are links between weather condition and stock prices via human mood. This ...
THE HIGH-VOLUME RETURN PREMIUM: EVIDENCE FROM THE FINNISH STOCK MARKET
(2017)
Pro gradu - tutkielma
Pro gradu - tutkielma
This thesis tests whether the high-volume return premium is present in the Finnish stock market during a time horizon from April 1994 to May 2016. It provides a theoretical insight into the importance of trading volume, ...
ARE STOCK MARKET PRICES RELATED TO THE WEATHER EFFECTS? Empirical Evidence from New York City
(2014)
Pro gradu - tutkielma
Pro gradu - tutkielma
Several behavioral finance studies have proved that investor psychology fluctuations can explain some anomalies in stock market. Moreover, there are links between weather condition and stock prices via human mood. This ...
AN EMPIRICAL TEST OF A 14-DAY MONEY FLOW INDEX AND RELATIVE STRENGTH INDEX HYBRID’S PREDICTIVE ABILITIES ON HELSINKI, OSLO AND STOCKHOLM STOCK EXCHANGES
(2011)
Pro gradu - tutkielma
Pro gradu - tutkielma
Technical analysis has been used in stock market forecasts for more than a century and it is one of the basic applications of the modern day finance. However these methods have for decades raised conflicting opinions in ...
THE INFLUENCE OF MACROECONOMIC ANNOUNCEMENTS INTO VIETNAMESE STOCK MARKET VOLATILITY
(2016)
Pro gradu - tutkielma
Pro gradu - tutkielma
Market volatility is influenced by many different factors and researchers are discovering and proving impact of those factors in their studies. Macroeconomic announcement is an important factor to market’s volatility, ...
Lunar effect and other Calendar effects: Evidence from Vietnamese stock market
(2015)
Pro gradu - tutkielma
Pro gradu - tutkielma
There are beliefs that the Moon affects human behaviors and behavioral biases impact investors’ decisions. Although these topics have been well studied in developed stock markets for years, it is still subjected to shortage ...
Market Timing with Stock-Bond Correlation
(2016)
Pro gradu - tutkielma
Pro gradu - tutkielma
The objective of the thesis is to study the market timing capabilities of the stock-bond correlation. Stock-bond correlation is a similar figure as BEYR, which is actively used in investing. Stocks and bonds are the most ...
Testing and Comparing Value-at-Risk Measures in the Bulgarian Stock Market
(2010)
Pro gradu - tutkielma
Pro gradu - tutkielma
The purpose of this thesis is to compare commonly used Value-at-Risk measures calculated through Historical and Monte Carlo Simulations and to answer the question whether these measures adequately capture market risk in ...