Blar i BI Open på emneord "finacial economics"
Viser treff 1-20 av 45
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An Analysis of the Financial Performance of Companies Rated Best Places to Work Compared to the Market Index: A Comparative Study Pre and Post Covid-19
(Master thesis, 2023)This thesis investigates the performance of companies ranked on Glassdoor´s UK Best Places to Work list from 2017 to 2022, with a particular focus on the impact of the Covid-19 pandemic. By analysing this recent period, ... -
Applying the Black-Litterman Model Using Analyst Recommendations on the Nordic Stock Market
(Master thesis, 2018)In this thesis, we are using consensus stock analyst recommendations which are applied to the Black-Litterman optimization model. We create a portfolio consisting of the Nordic Stock market between 2002 and 2017 to ... -
Banking regulation - A study of its effectiveness in reducing risk in European banks
(Master thesis, 2019)We gathered a dataset of 24 European banks from 10 different countries in order to test the effectiveness of European banking regulation through a fixed effects panel regression. Our results suggest that increased capital ... -
CO2 Emissions and its effect on Economic Growth
(Master thesis, 2023)This thesis examines the economic impact of fossil fuel dependency, measured by CO2 emissions per capita, and analyzes it during different periods ranging from 1800 to 2018. We begin with a univariate model and add time ... -
A comprehensive analysis of Brent Crude oil forecasting methods combining machine learning and quantitative models with application
(Master thesis, 2023)This study utilizes time series analysis and machine learning techniques to forecast Brent Crude oil prices. The forecasting models include an ARIMAX model, three machine learning models (GRU, LSTM, CNN) and an ARIMAX model ... -
Direct Lenders and the Impact of COVID-19
(Master thesis, 2023)This study explores how the COVID-19 shock affected direct lending in the U.S. Using a set of hand-collected data on direct lenders such as business development companies (BDCs) we apply a difference-in-differences model ... -
Do Institutions Put Their Money Where Their Mouths Are? Empirical evidence from analysts' stock recommendations, their firms' ex-ante holding and ex-post trading
(Master thesis, 2023)I empirically study the relationship between analysts' stock recommendations and their affiliated institutions' ex-ante holding and ex-post trading. I use data of 1,014,720 stock recommendations issued by analysts from 80 ... -
Dynamic Factor Strategies: Navigating Business Cycle Adaptation With Factor Timing
(Master thesis, 2023)In this study, we explore the time-series variation in factor premia and its dependence on business cycle stages. Utilizing this observed variation, we devise a dynamic factor timing strategy that aligns with shifts in the ... -
Economic Determinants of Legal Outcomes in Norwegian Public Compulsory Buyouts
(Master thesis, 2021)In this thesis, we ask what the economic determinants are for whether minority shareholders choose to reject the offer in a public compulsory buyout, and for the outcome in court. We have collected and constructed a ... -
The effect of volatility transmission around QE announcements on the Norwegian exchange rate and economy
(Master thesis, 2023)This paper investigates in how far Quantitative Easing announcements made by the Federal Reserve, the Bank of England, and the European Central Bank influence the Norwegian FX market. We measure the impact of these ... -
Equity Share and the Downside Risk at the Norwegian Government Pension Fund Global (GPF-G)
(Master thesis, 2021)This paper studies the changes in asset and equity allocations across asset classes and markets in the Norwegian Government Pension Fund Global’s (GPF-G or "The Fund") portfolio. It evaluates how the shifts in the ... -
Evaluating Modern Asset Pricing Models in the Norwegian Stock Market
(Master thesis, 2021)This master thesis evaluates three different asset pricing models in the Norwegian stock market. We chose to evaluate the CAPM, Fama- French three factor model and the q-factor model. This is the first time the q-factor ... -
Excess stock returns during monetary policy announcement days in the euro area and the US
(Master thesis, 2018)We investigate the excess stock return performance during the ECB monetary policy decision (MPD) and the FOMC days. In particular, why on average there are a high excess return during the FOMC days but not during the ... -
Exploring the Relationship Between Management, Corporate Governance, and Agency Theory: An Empirical Examination of Their Impact on Net Asset Value Premiums or Discounts in Publicly Listed Shipping Companies
(Master thesis, 2023)This paper investigates the relationship between corporate governance and the premiums or discounts between the market capitalization and the net asset value (NAV) of publicly listed maritime shipping companies. We employ ... -
Exploring the Relationship Between the Slope of the Yield Curve, Volatility, and the Profitability of Momentum Trading Strategies in US Stocks: An Empirical Analysis
(Master thesis, 2023)This thesis explores the interplay between yield curve inversions, volatility and Momentum trading strategy performance in the US stock market. We test the theory that yield curve dynamics can predict fluctuations in ... -
Exploring the Role of the Momentum Factor in Asset Pricing Models: An Empirical Analysis of the Oslo Stoel! Exchange (OSE) from July 1989 to June 2020
(Master thesis, 2023)This thesis tests if the Fama and French five-factor model including momentum can explaining stock returns on OSE. The inclusion of momentum factor enhances model performance, with an increased adjusted R2 from 0.65 to ... -
Firm Performance and CEO Turnover in Private Family Firms: Evidence from Norway
(Master thesis, 2019)In this paper, we examine the relationship between firm performance and CEO turnover within the dynamics of private firms. More specifically, we will compare and analyse the differences of CEO turnover in private family ... -
Forecasting and Hedging in the Ship Recycling Market
(Master thesis, 2021)This study examines the accuracy and hedge effectiveness of different static models to forecast and hedge ship demolition prices. Nine international forecasting variables and six futures contracts relevant in the ship ... -
The Impact of ESG on Firm Value: Evidence From M&A
(Master thesis, 2023)This thesis examines the impact of Environmental, Social, and Governance (ESG) factors on shareholder value using a large sample of mergers and acquisitions (M&A) deals in the US. Our findings indicate a significant ... -
The Impact of ESG on Foreign Direct lnvestments in Developing and Emerging Markets
(Master thesis, 2023)This thesis studies whether and how ESG (environmental, social, and governance) factors affect FDI (foreign direct investment) inflows to emerging and developing markets. We use a panel data analysis to test the relationships ...