Blar i Student papers på emneord "finance"
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Analysis of rental prices for the office market in Oslo
(Master thesis, 2018)The main purpose of this paper is to examine the office rental prices in Oslo where there is little previous quantitative work. Norway is an open economy relying sincerely on import and export, where changes in global ... -
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, ... -
Analyzing Market Efficiency and Price Dynamics in the Nordic Electricity Futures Market
(Master thesis, 2023)This paper examines the relationship between monthly spot and futures prices in the Nord Pool electricity market, exploring long and short-term equilibrium dynamics. Using various models, including error correction models, ... -
Applying Salience Theory to Momentum Strategies: Euidence from The Norwegian Equity Market 1992-2022
(Master thesis, 2023)This study examines whether conventional momentum strategies can be improved when different percentages of stocks with the highest (lowest) salience theory values are removed from the top (bottom) decile portfolios in the ... -
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 ... -
Assessing predictability of the tendencies in economic activity using the yield curve
(Master thesis, 2017)We study the power of the yield curve to predict changes in economic activity in countries at different stages of economic development. Using the yield spread, we assess the relationship between the slope of the yield ... -
Asset allocation of the Norwegian Government Pension Fund Global with programming in Python
(Master thesis, 2018)This thesis aims to assess if the optimal asset allocation for the Norwegian Government Pension Fund – Global could be improved. We were curious to see if we were able to optimize the portfolio by only looking at the ... -
Back to Basis: Recent Evidence on Arbitrage Strategies and Interest Rate Derivatives
(Master thesis, 2019)We examine near-arbitrage strategies in the market for interest rate derivatives. Using futures and forward rate agreements, we construct replication portfolios that match cash flows of vanilla interest rate swaps. ... -
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 ... -
The Behavioural Implications of Passive Robo-Advising on Personal Savings - Evidence from Kron AS
(Master thesis, 2020)The political shift and technological development since the 2008 financial crisis have shaped a new era, taking financial wealth management to robo-advisory (RA). This thesis studies the behavioural implications of a ... -
Biotech IPOs: a study on the determinants of stock performance
(Master thesis, 2020)This thesis investigates the short-run and long-run performance of 459 Biotech IPOs issued between 1991 and 2016 in the United States, by analyzing determinants such as the underwriter's prestige, the syndicate involved, ... -
Board Characteristics and CSR Engagement on Firm Performance: Evidence from Norwegian Listed Firms
(Master thesis, 2019)This study investigates the effect of externally observable board characteristics and corporate social responsibility (CSR) on firm performance for Norwegian listed firms. Board regulations have influenced Norwegian ... -
Board diversity and financial performance: evidence from Norway
(Master thesis, 2017)This paper contributes to the growing body of research examining the link between gender diversity in decision-making organs and financial performance. Board diversity has been a hot topic in recent years, and a substantial ... -
Breaking down anomalies: comparative analysis of the q-factor and fama-french five-factor model performance
(Master thesis, 2017)The continuous development of the asset pricing supplies investors and researchers with the new empirical models and it might get challenging to pick one to use. This thesis provides an empirical comparison of the Fama-French ... -
Can a trading strategy based on predictions from a nonlinear support vector machine outperform a passive investor holding the S&P500 index?
(Master thesis, 2019)In this empirical research, we compare the forecasting performance of a supervised Support Vector Machine technique to a passive buy-and-hold strategy on the S&P500 index. By introducing two investment strategies, we ... -
Can commodity prices predict exchange rates in developed commodity-exporting economies?
(Master thesis, 2017)In this paper, we study the exchange rate behavior of the commodity exporting economies Canada, Norway, Australia, and New Zealand, by testing the relationship to commodity prices and macroeconomic fundamentals. We find ... -
Can employee welfared as measured by an Employee Welfare Index in publicly traded European companies predict firm performance?
(Master thesis, 2023)This paper investigates the predictive power of a constructed Employee Welfare Index (EWI) and Workforce Index (WFI) on firm performance for European firms, measured as forward stock returns and Tobin’s Q. To address ... -
Can Fluctuations in Exchange Rates Predict Changes in the Norwegian Stock Market?
(Master thesis, 2023)This thesis examines the relationship between the OBX Index and NOK/EUR exchange rate, exploring both the short-term dynamics and long-term relationships between these variables. With a dataset including these two main ... -
Can foreign aid (ODA) effectively contribute to the UNs sustainable development goal for economic growth in the least developed countries?
(Master thesis, 2019)Examining a panel of 40 countries and variables observed over the past 24 years, this study provides evidence of foreign aids’ short- and long-term effects on real Gross Domestic Product (GDP) growth. By including both ... -
Can fundamental factors justify the Norwegian house price development in recent years?
(Master thesis, 2023)This master thesis investigates if the recent run-up in Norwegian house prices can be justified by the development in fundamental factors. By estimating a model of house prices from 1990Q2 until 2022Q4, we find that lending ...