• A Dynamic ARMA-GARCH Model: Forecasting Returns and Trading at the Oslo Stock Exchange 

      Rønold, Anders Henæs; Hausken, Fredrik Oscar Hellmann (Master thesis, 2018)
      This study aims to contribute to the existing literature in three ways. Firstly, we try to highlight the dynamic forecasting model behaviour, by investigating the values of the forecasting model's input parameters - the ...
    • An assessment of Bitcoins capabilities as a diversifier, hedge and safe haven 

      Stensås, Anders; Nygaard, Magnus Frostholm (Master thesis, 2018)
      In this article, we use a Dynamic Conditional Correlation (DCC) model to assess whether Bitcoin acts as a diversifier, hedge or a safe haven against movements in major developed and developing markets, as well as different ...
    • Can Bitcoin be a diversifier, hedge or safe haven tool? 

      Stensås, Anders; Nygaard, Magnus Frostholm; Kyaw, Khine; Treepongkaruna, Sirimon (Journal article; Peer reviewed, 2019)
      This paper investigates whether Bitcoin acts as a diversifier, hedge or safe haven tool for investors in major developed and developing markets, as well as for commodities. This paper employs the GARCH Dynamic Conditional ...
    • Can board gender diversity promote corporate social performance? 

      Kyaw, Khine; Olugbode, Mojisola; Petracci, Barbara (Journal article; Peer reviewed, 2017)
      Purpose This paper examines if gender diversity on corporate boards promotes corporate social performance across industries and across countries. Design/methodology/approach Fixed-effect panel models are estimated using ...
    • Fundamental verdsettelse XXL ASA 

      Hultin, Tore Fjelde; Flagstad, Martin Johansen; Horgøien, Mathias Malvik; Sørensen, Jonas Holen (Bachelor thesis, 2020)
      XXL har lenge vært et selskap preget av sterk vekst og solid inntjening. De siste par årene har selskapet opplevd motgang, både når det gjelder negative avsløringer rundt selskapet, dårlige værforhold og generell markedsuro. ...
    • Informed Trading in the Norwegian Options Market 

      Lyngestad, Eirik Andreas (Master thesis, 2018)
      This study investigates if informed trading occur in the Norwegian options market prior to quarterly earnings announcements and if firm characteristics like high stock price level and investments in R&D effect the extent ...
    • Market Volatility and Investors’ View of Firm-Level Risk: A Case of Green Firms 

      Kyaw, Khine (Peer reviewed; Journal article, 2020)
      Do investors believe that firm-level (i.e., idiosyncratic) risk of green (i.e., environmentally responsible) firms is relatively lower? How does high market volatility affect the investors’ view on the firm-level risk ...
    • The role of the institutional framework in the relationship between earnings management and corporate social performance 

      Kyaw, Khine; Olugbode, Mojisola; Petracci, Barbara (Journal article; Peer reviewed, 2017)
      This study examines the influence of the institutional framework of European countries: more specifically coordinated market economies and liberal market economies on the earnings management and corporate social performance ...
    • Ulike eiere - ulik risiko og lønnsomhet? 

      Kyaw, Khine; Berg, Terje (Chapter, 2017)
      Denne artikkelen studerer hvordan bestemte kategorier av aksjonærer i ikke-børsnoterte selskaper påvirker bedriftenes risikotaking og lønnsomhet. Basert på en tverrsnittsanalyse av 2155 norske selskaper for 2015, finner ...
    • Verdsettelse av MOWI ASA 

      Bach, Rune; Eidskrem, Elise Wangensteen; Holst, Jakob; Monsen, Kristoffer (Bachelor thesis, 2020)
      I denne semesteroppgaven skal vi gjennomføre en verdivurdering av Mowi ASA. Formålet med oppgaven er å finne ut hva én aksje er verdsatt til pr. 31.12.2019, noe som gjenspeiler problemstillingen ved oppgaven. Verdsettelsen ...
    • Verdsettelse av Telenor ASA 

      Sandland, Ludvig Hoff; Lindemark, Olav; Glåmen, Torbjørn; Jørgenvåg, Knut Sverre (Bachelor thesis, 2020)
      Formålet med denne semesteroppgaven var å anvende vår kunnskap innenfor finansiell styring til å verdsette Telenor Group som et helhetlig konsern. Vår problemstilling er dermed: “Hva er Telenor ASA verdt per aksje den ...