Blar i Master of Science på emneord "finacial economics"
Viser treff 21-40 av 45
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The Impact of ESG Policies on the Secondary Market: Euidence from China
(Master thesis, 2023)In the wave of rapid development of ESG around the world, China enters into its rapid growth stage of ESG development since 2018. A series of essential national policies have been released in a more systematic way to ... -
The impact of fundamental shocks on bond ETF premiums
(Master thesis, 2023)This thesis explores how fundamental shocks in form of surprising changes in the federal funds rate can impact bond exchange-traded fund (ETF) premiums. We utilize a linear model with interaction terms, and ETF fixed ... -
Inflation and Its Distributional Effects on Wealth
(Master thesis, 2023)This paper examines the impact of inflation on wealth distribution in the United States. Through a synthesis of empirical findings and economic theory, we undertake a comprehensive analysis of how inflation influences the ... -
Input and output Hedging and Firm Value: Evidence from the Gold Mining Industry
(Master thesis, 2019)This study explores the relationship between firm value and the use of commodity derivatives to hedge gold output and fuel input for a sample of gold mining firms during 2009-2017. We find no empirical support for a ... -
Investigating the merits of using a Kalman Filter in equity Beta estimation
(Master thesis, 2018)The concept of using alpha and beta to gauge the validity of an investment has been used extensively in both an academic as well as a professional setting. Despite its extensive use, the method of obtaining the alphas ... -
IPO Underpricing and Long-run Performance in Scandinavia: The Impact of governmental restrictions
(Master thesis, 2023)This thesis investigates IPOs issued between 2013 and 2022 in the Scandinavian countries. We analyze the impact of government restrictions during COVID-19 on underpricing and long-run performance. We found that restrictions ... -
Managing the risk of momentum on the Oslo Stock Exchange
(Master thesis, 2018)The concept of managing the risk of momentum trading has rendered the notion of momentum portfolios more appealing to investors, as it addresses the potential for devastating losses in the aftermath of periods of financial ... -
Master thesis does quality matter (in emerging countries)? a cross-country analysis of different quality-based trading strategies and the evaluation of the price of quality with a focus on emerging markets.
(Master thesis, 2019)Given the theoretical foundation, as well as empirical support from previous studies, especially by Asness, Frazzini and Pedersen (2019), this research examines the effect of firm quality on scaled prices. The research ... -
News Impact by Announcement Frequency on the Oslo Stock Exchange
(Master thesis, 2018)This study looks at company-filing return variation with respect to firms’ rate of market communication; the study spans all news-filings for every currently listed company on the Oslo Stock Exchange over the last twenty ... -
Overnight Return Anomalies in the Oslo Stock Exchange: Causes and Potential Exploitations
(Master thesis, 2023)We investigate the overnight return anomaly in the Oslo stock exchange, confirming that overnight returns significantly outperform intraday returns. We calculate fractions of value-weighted average prices (VWAP) throughout ... -
Ownership Governance Mechanisms and Firm Performance in Norway
(Master thesis, 2023)We investigate the relationship between ownership governance mechanisms and firm performance using extensive panel data of medium- and large-sized Nor-wegian firms from 2000 to 2015 and find that several mechanisms are ... -
The Power of Sentiment and Attention: Twitter and Google Trends as predictors of stock returns
(Master thesis, 2023)This thesis examines the impact of Twitter sentiment and Google Trends-derived investor attention on stock returns of Apple, Amazon, Microsoft, and Tesla. Spanning from January 1, 2018, to February 1, 2023, we extracted ... -
Predictability of Bond Risk Premia
(Master thesis, 2018)The notion of time-varying risk premia has great implications from an economic standpoint. We study the predictability of bond risk premia in the US, Australia, Canada, Switzerland, Germany, UK, and Japan, and whether ... -
The Price of Virtuous Mergers and Acquisitions
(Master thesis, 2023)By using ESG scores from three different data providers (Bloomberg, Refinitiv and Sustainalytics) this thesis aims to investigate their respective impacts on deal premia in M&A activities. The sample construction is based ... -
Pricing American-Style Options by Monte Carlo Simulation
(Master thesis, 2018)We replicate (in some parts) and extend Tompaidis and Yang’s (2014) analysis by comparing the performance of Ordinary Least-Squares (OLS) Regression to Tikhonov Regularization and Classification & Regression Trees (CART), ... -
Quantitative Momentum in the Nordic Markets
(Master thesis, 2018)There is a considerable amount of research on momentum investing in the Nordic markets based on the Generic Momentum Strategy (GMS) of Jegadeesh & Titman (1993). In their Quantitative Momentum Strategy (QMS), Gray & Vogel ... -
The relationship between earnings yield, size, and stock returns across capital markets of different sizes
(Master thesis, 2023)We study the relationship between earnings yield, size, and stock returns across capital markets of different sizes. Using data from 2002-2022, we group index constituents of the SPX, ASX, NIKKEI 225, HEX, and OSEAX into ... -
Revealing Macro Momentum: A Systematic Global Macro Investing Strategy
(Master thesis, 2023)This thesis examines a systematic global macro investing strategy that utilizes a novel approach of investing called macro momentum. We find consistent abnormal returns after controlling for common asset pricing factors, ... -
Spending on advertising, managerial incentives and firm performance
(Master thesis, 2018)We analyse the incentives of managers to spend on marketing and the relationship between advertising expenses and financial performance of companies. Three hypotheses on managers’ behaviour are stated - real need of ... -
Subsidiary uncertainty shocks and their effect on parent companies
(Master thesis, 2019)We investigate the impact of subsidiary cross-sectional uncertainty shocks on the future investment decisions of multinational European Global Ultimate Owners during the period 2007 to 2017. We expand on the academic ...