Blar i SAM - Master i Økonomi og administrasjon – siviløkonom på emneord "VDP::Samfunnsvitenskap: 200::Økonomi: 210::Økonometri: 214"
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Avkastning og risiko i kryptovalutamarkedet - Kan inkludering av kryptovaluta øke den risikojusterte avkastningen til en veldiversifisert portefølje?
(Master thesis, 2019)I denne oppgaven har vi analysert kryptovaluta som et investeringsobjekt, og undersøkt om inkludering av kryptovaluta i en veldiversifisert portefølje kan øke den risikojusterte avkastningen. Vi benytter indeksen CCi30 ... -
Capital Structure Decisions in Energy Companies Listed on the Oslo Stock Exchange
(Master thesis, 2018)In this thesis, we have analyzed which factors that may affect the capital structure choices of the oil and gas companies listed on the Oslo Stock Exchange, which historically have paid a huge contribution to the Norwegian ... -
Covered Interest Rate Parity
(Master thesis, 2014)The idea of covered interest rate parity (CIP) states that simultaneous purchase and sale of two currencies should not result in profit. This parity condition is examined using error correction model (ECM), descriptive ... -
The Effect of Twitter Attention on Earnings Announcements. An Event Study Investigating the Relation Between Twitter Attention, by Volume and Sentiment, and Market Efficiency
(Master thesis, 2017)In our thesis, we use event study to analyze relations between Twitter attention and technology companies on the Nasdaq stock exchange. We divide attention into Twitter sentiment and volume. The classification of sentiment ... -
The Effects of Reverse Stock Splits - of the Oslo Stock Exchange 1996-2015
(Master thesis, 2016)We study the effect of reverse stock splits on the return, liquidity and volatility of stocks at the Oslo Stock Exchange in the period 1996 - 2015. A reverse stock split is theoretically a noneconomic cosmetic change to ... -
Har innvandring en effekt på boligprisene i Norge?
(Master thesis, 2019)Det har vært en enorm prisvekst i boligmarkedet og en økning av innvandring til Norge de siste 10 år. Innvandringsstrømmer er et fenomen i flere deler av verden. Dette har ført til at mange land undersøker effekten ... -
How has sustainable competitive advantage been obtained within the Norwegian facilities management industry during the period from 2008 to 2018? An explorative empirical study of the Norwegian Facility Management industry
(Master thesis, 2019)Purpose: The Norwegian Facilities Management (FM) market is classified as an emerging market with approximately 24-32.5 percent degree of outsourcing. Compared to other European countries, third-party facilities management ... -
Hvor godt forklarer gravitasjonsmodellen Norges direkteinvesteringer i utlandet, begrenset til EU/EØS-området?
(Master thesis, 2018)Denne masteroppgaven undersøker om gravitasjonsmodellen er egnet til å kunne forklare Norges direkteinvesteringer i utlandet, begrenset til EU/EØS-landene. Gravitasjonsmodellen, først presentert av Jan Tinbergen i 1962, ... -
The Impact of Target Financial Trends on Bidder Announcement Return: Empirical Evidence from the Norwegian M&A Market
(Master thesis, 2019)We study the relationship between bidder announcement return and prior target financial development in the Norwegian takeover market. Based on a sample of 120 acquisitions of primarily private targets, we find that changes ... -
The relationship between stock returns volatility and price multiples volatility - Investigating the Danish, Swedish, and Norwegian stock market
(Master thesis, 2019)The purpose of this master thesis is to examine the relationship between the volatility of stock returns and the volatility of price multiples. More specifically, we investigate if the volatility of price multiples can ... -
Should well-diversified portfolios contain cryptocurrencies? A quantitative analysis based on portfolio performance measures
(Master thesis, 2018)In this thesis we study whether cryptocurrencies should be included in a well-diversified portfolio or not. Moreover, we try to determine if the capital asset pricing model holds for cryptocurrencies, like other investments ... -
Statistical Arbitrage using High Frequency Pairs Trading - An algorithmic strategy in the US equity market
(Master thesis, 2018)Using three-month minute-by-minute data from S&P 500 constituents we examine and report the return of a high frequency trading strategy by creating an algorithm based on pairs trading. The algorithm is created based on ... -
Valuing Convertible Bonds using Stochastic Dynamic Programming with Monte Carlo Based Regressions - An empirical study of the US convertible bond market
(Master thesis, 2018)Using Monte Carlo simulation combined with least squares regression to estimate continuation values and optimal exercise decisions in a stochastic dynamic programming framework, we estimate fair price for 40 convertible ...