Blar i Studentoppgaver (Business) på forfatter "Molnàr, Peter"

Viser treff 1-6 av 6

    • An Improved Model for Long-Horizon Prediction of S&P 500 Return 

      Fagerland, Cathrine B.; Madsen, Eirik A. (Master thesis, 2023)
      In this paper we contribute to the literature of long-horizon predictions by constructing an improved OLS regression model of S&P 500 return. The research of Robert Shiller has found the Total Real Cyclically Adjusted Price ...

    • Can uncertainty predict stock markets? A cross country analysis. 

      Norlin, Karl-Martin; Helseth, Marius Aleksander Emblem (Masteroppgave/UIS-HH/2019;, Master thesis, 2019-07-15)
      Economic intuition suggests that uncertainty could predict stock markets. We consider two uncertainty measures: implied volatility and economic policy uncertainty (EPU). It is wellknown implied volatility is negatively ...

    • Cointegration and Pairs Trading in Major Cryptocurrencies 

      Isaksen, Vegard (Masteroppgave/UIS-HH/2019;, Master thesis, 2019-06-16)
      Abstract This paper applies cointegration tests to identify cryptocurrency pairs which can be used in pairs trading strategies. The aim of this research is twofold. First, I want to examine cointegration in a system of ...

    • Consumer attention and stock returns 

      Christensen, Øyvind; Tursun, Marvina (Master thesis, 2021)
      We investigate whether consumers attention measured by Google searches for company’s names and brands can predict stock returns, volatility and trading volume for smartphone and sporting goods manufacturers. Existing ...

    • The effect of R&D on financial performance: A study of Norwegian oilfield service companies 

      Dyrnes, Magnus; Friestad, Ole Jørgen (Masteroppgave/UIS-HH/2020;, Master thesis, 2020-06)
      Investments in research and development (R&D) may enhance competitive advantage and help sustain profitability over time. With access to a unique dataset covering 14 years of accounting data for Norwegian oilfield service ...

    • Forecasting Volatility - An Extension of Implied Volatility Theory to the Cryptocurrency Market 

      Kværner, Henrik; Strømdal, Seline (Master thesis, 2022)
      Over the last couple of years, volatility forecasting has gained great attention because of its significance in financial markets. In particular, the outbreak and rapid spread of the coronavirus (Covid-19) and the invasion ...