Sökning: "Investor behaviour"

Hittade 3 avhandlingar innehållade orden Investor behaviour.

1. 1. Investor behaviour : an empirical study of how large Swedish institutional investors make equity investment decisions

   Författare :Niclas Hellman; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : By describing investors' decision-making processes and actions, this thesis provides a background to the share prices that millions of people follow closely everyday. It focuses on the reasons for institutional investors' investment actions on the stock market, and in particular the role of financial information about the quoted companies. LÄS MER

3. 2. Trust as a strategy for handling uncertainty in private savings choices

   Författare :Anders Carlander; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Trust; Uncertainty; Investments; Delegated portfolio management;

   Sammanfattning : This thesis examines trust in banks and financial expertise as a way of coping with the uncertainty involved in financial decision making. Trust is considered to be beneficial in general and uncertainty is assumed to induce adverse feelings that people will want to get rid of. LÄS MER

4. 3. Nonlinear and Nonparametric Dynamical Methods in Economics and Finance

   Författare :Gazi Salah Uddin; Bo Sjö; Ramo Gencay; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Commodity markets; Nonlinear causality testing; Dependence structure; Business cycles; Timescale analysis; Growth dynamics; Portfolio management;

   Sammanfattning : The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in financial investment analysis, iii) probing into the role of commodity futures in constructing optimal portfolios as well as iv) investigating growth dynamics via aggregated and disaggregated indices.The first paper named “Analyzing causal interactions between sectoral equity returns and commodity futures returns in the aftermath of the global financial crisis: The case of the US and EU equity returns”, aims to explore and compare the dependence and co-movement structure between commodity and various asset classes’ returns including the USA and EU stock markets via the use of linear and non-linear causality testing in a comparative context with the additional adjustment for cointegration and conditional heteroscedasticity. LÄS MER