Blar i NHH Brage på forfatter "Pohl, Walter"
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Are seasoned equity offerings predictable? Predicting future SEOs with machine learning algorithms
Hernholm, Peder; Wormsen, Andreas Ore (Master thesis, 2023)This master thesis explores the predictability of seasoned equity issuance in the United States using the machine learning methods based on logistic regression, decision-trees, random forest and XGBoost. In addition, we ... -
Artificial Intelligence and Nord Pool’s intraday electricity market Elbas : a demonstration and pragmatic evaluation of employing deep learning for price prediction : using extensive market data and spatio-temporal weather forecasts
Kolberg, Johannes Krokeide; Waage, Kristin (Master thesis, 2018)This thesis demonstrates the use of deep learning for automating hourly price forecasts in continuous intraday electricity markets, using various types of neural networks on comprehensive sequential market data and ... -
Dividend Price Pressure on Oslo Stock Exchange: Assessing the effect of dividend reinvestments on daily market returns
Borgen, Henning; Musdalslien, Åsmund (Master thesis, 2022)This thesis assesses the existence of dividend price pressure on Oslo Stock Exchange by measuring daily market returns against aggregate dividend payment yields. The thesis studies the period from January 2005 to November ... -
Earnouts - Bridging the Gap : Informational asymmetry and negotiation duration in earnout transactions
Grønli, Jakob; Hussein, Taha (Master thesis, 2021)In this thesis, we look into earnout provisions. We contribute to answering two questions: when earnouts are employed and why they are not more common. By considering asymmetric information in new ways, we augment the ... -
Forecasting Norwegian inflation with deep neural networks : the application and comparison of different feedforward architectures
Aanes, Benjamin; Gullien, Mathias (Master thesis, 2018)This thesis investigates the feasibility of applying deep neural networks to macroeconomic forecastingintheNorwegianeconomy. Thethesisisintendedformacroforecasterscuriousaboutthe possibility of utilizing these approaches ... -
Green is Good? An Empirical Analysis of Incentives in the Green Bond Market
Ellingsen, Fredrik Trøen; Aune, Mathias Krogstad (Master thesis, 2022)Financial innovation has generated many new ideas which has contributed to solve challenges the world, as a community, is facing. Anything from sharing wealth by making the financial markets more accessible for everyone ... -
Initial coin offerings considerations for an investor
Solberg, Håkon Ohma; Hagen, Thomas (Master thesis, 2018)Cryptocurrency and blockchain has conjointly become trending buzzwords in the business world today. As the blockchain technology has become older and more researched, its areas of usage have broadened far beyond payment ... -
Investor Attention to Earnings Announcements on Fridays : An Empirical Analysis of the Market Reactions to Earnings Announcements on the Oslo Stock Exchange
Rødde, Jonas; Solfjell, Daniel (Master thesis, 2021)We use quarterly earnings announcements, analyst estimates, and daily equity data from the Oslo Stock Exchange to analyze if investors are less attentive on Fridays. We test this market anomaly with the following hypotheses: ... -
Predictive power of AIS on marine insurance : a demonstration of how activity level and operational patterns of the merchant fleet can be used to predict P&I insurance claims using machine learning
Møller, Eirik; Sletten, Jonas (Master thesis, 2018)Digitalisation is making a growing appearance across all sectors, and traditional P&I insurance is no exception. Marine insurance is said to be several years behind traditional land-based insurance when it comes to ... -
SPACs off Track: An Empirical Study on Attributes Affecting the Post-Merger Performance of De-SPAC Companies
Hjort, Erik; Hoel, Tom (Master thesis, 2022)Special Purpose Acquisition Companies ( acclaimed as a better alternative to theSPACs) —traditional IPO for taking a company public have been booming since 2020. This thesis—analyzes attributes affecting the post-merger ... -
The predictive power of earnings conference calls : predicting stock price movement with earnings call transcripts
Solberg, Lars Erik; Karlsen, Jørgen (Master thesis, 2018)Earnings conference calls are considered a valuable text based information source for investors. This paper investigates the possibility to predict the direction of stock prices by analyzing the transcripts of earnings ... -
WallStreetBets on Wall Street An Empirical Analysis of the Market Power of WallStreetBets
Jacobsen, Truls; Pedersen, Tobias Fosser (Master thesis, 2021)In this thesis, we apply sentiment analysis techniques to test whether sentiment on WallStreetBets has had an impact on stock returns, trading volume, option volume, and implied volatility from January 01, 2020, to March ...