Blar i SAM - Master i Økonomi og administrasjon – siviløkonom på emneord "Volatility"
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Does the stock market react to President Trump’s tweets? A study of the stock price reaction of the targeted companies in President Donald Trump’s firm-specific tweets.
(Master thesis, 2020)Does President Donald J. Trump influence the stock market when posting company-specific tweets? In this study we explore the market efficiency theory and whether President Trump’s influence a stock price reaction when ... -
How does COVID-19 Affect the Stock Market in Norway? An Event Study Comparing the Norwegian Stock Market to the Stock Markets in Sweden and Denmark
(Master thesis, 2021)The outbreak of COVID-19 weakened the world economy and the overall stock market crashed. The purpose of this thesis was to examine how the stock market reacted to key events during the COVID-19 pandemic. The first event ... -
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 ... -
Volatility Forcasting and Portfolio Optimization
(Master thesis, 2021)This thesis investigates the relationship between volatility forecasting and portfolio performance. The aim is to use stylized facts about financial asset returns to improve the accuracy of volatility forecasts and see ... -
Volatility Links in the Norwegian Stock Marked
(Master thesis, 2017)In this master thesis, we will analyse the volatility on the Oslo stock exchange to characterise the volatility in the period between 2005 and 2016. We will examine variables we believe can explain the volatility on the ... -
Volatility links in the Norwegian stock market - oslo Stock Market Volatility Characteristics
(Master thesis, 2017)In this master thesis, we will analyse the volatility on the Oslo stock exchange to characterise the volatility in the period between 2005 and 2016. We will examine variables we believe can explain the volatility on the ...