• An evaluation of performance and levels of risk associated with investments in the cryptocurrency market 

      Håberg, Elena; Klungland, Janne Rasmussen (Masteroppgave/UIS-HH/2019;, Master thesis, 2019-06-16)
      Bitcoin is a decentralized digital currency, invented by Satoshi Nakamoto in the wake of the financial crisis in 2008/09. Since then thousands of cryptocurrencies have been created. We evaluate Bitcoin along with Dash, ...
    • 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 ...
    • Can Google Trends predict gold returns and its implied volatility? 

      Ho, Jenny; Kristiansen, Lars Henrik (Masteroppgave/UIS-HH/2019;, Master thesis, 2019-06)
      We investigate the impact of investor attention and economic uncertainty on gold price changes and their volatility. We use Google searches for “gold” as a measure of investor attention, considering searches originated in ...
    • 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 ...
    • Empirical investigation of the relationship between Google search volume index and mutual fund performance and flows: evidence from Norway 

      Igeh, Sofia Aarstad; Wijerathne, Iddamalgodage (Masteroppgave/UIS-HH/2018;, Master thesis, 2018-06-15)
      We investigate the relationship between Google search volume index (SVI) and Norwegian mutual fund performance and flows. We use abnormal SVI (ASVI) and relative fund flows as measures of investor attention. The aim of ...
    • Testing for Bubbles in the Bitcoin Market 

      Hoang, Hang Thuy; Mørken, Sebastian Eriksson (Masteroppgave/UIS-HH/2018;, Master thesis, 2018-06-14)
      Intrigued by Bitcoin’s exceptional value development and media attention the last years, we assess if there have been any speculative bubbles in the Bitcoin market and if it exists any bubble today. Our empirical analysis ...
    • The Invasion of Ukraine and Stock Returns 

      Lohne, Sigve Dalsbø; Saltvik, Sindre Mathias Aalberg (Master thesis, 2023)
      This master's thesis examines how Norway's stock market volatility is affected by the continuing invasion of Ukraine. Our study attempts to offer useful insights for investing strategies and decision-making by investigating ...
    • The Invasion of Ukraine and Stock Returns 

      Lohne, Sigve Dalsbø; Saltvik, Sindre Mathias Aalberg (Master thesis, 2023)
      This master's thesis examines how Norway's stock market volatility is affected by the continuing invasion of Ukraine. Our study attempts to offer useful insights for investing strategies and decision-making by investigating ...
    • The role of investors' fears on crude oil volatility forecasting 

      Behzadi, Nicole Renie (Master thesis, 2022)
      We study whether investors’ fears can predict oil price volatility. The proxies used for investors’ fears are CBOE Crude Oil Volatility Index (OVX), Google searches for “oil price”, and United States Oil Fund (USO) trading ...