Relevant bibliographies by topics / OMXV index

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Academic literature on the topic 'OMXV index'

Author: Grafiati
Published: 3 June 2025
Last updated: 31 July 2025

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Journal articles on the topic "OMXV index"

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Baranauskas, Simas. "Portfolio Formation and Management According to Macroeconomic Indicators Influence on OMXV." Business: Theory and Practice 11, no. (3) (2010): 286–93. https://doi.org/10.3846/btp.2010.31.

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The main purpose of this article is to evaluate various USA and GB macroeconomic indicators influence on OMXV index and analyse possibilities of practical application. Correlation method was applied to determine the relationship between macroeconomic indicators and OMXV index. Shares were bought and sold in equal parts when macroeconomic indicators varied from -1 to +1. So, 6 portfolio groups were formed. Created three adequate portfolio types with 2- month- old historical data were applied to 2- year-old historical data for the purpose to confirm or deny the portfolio type invariability. Afte
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Maksvytienė, Inga, and Giedrius Safonovas. "Ekonometrinių modelių pritaikymas OMXV indekso pokyčių prognozavimui." Applied Economics: Systematic Research 10, no. 1 (2016): 187–204. http://dx.doi.org/10.7220/aesr.2335.8742.2016.10.1.10.

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Paškevičius, Arvydas, and Rūta Mickevičiūtė. "APPLICABILITY OF CONTRARIAN INVESTMENT STRATEGIES IN SMALL CAPITALIZATION MARKETS: EVIDENCE FROM NASDAQ OMX VILNIUS." Ekonomika 90, no. 1 (2011): 101–14. http://dx.doi.org/10.15388/ekon.2011.0.953.

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This study reviews previous research on the contrarian investment strategy as first analyzed by De Bondt and Thaler (1985), and aims at deepening and complementing the existing research on the subject. The paper analyses the results of applying the strategy to NASDAQ OMX Vilnius stocks over the period 2003–2010, dividing the testing into two groups: prior to the economic crisis and the crisis periods, based on the movement of the OMXV index. The method uses holding period returns in evaluating the standard contrarian investment strategy. The paper explains the methodology in detail and present
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Teresienė, Deimantė. "LITHUANIAN STOCK MARKET ANALYSIS USING A SET OF GARCH MODELS." Journal of Business Economics and Management 10, no. 4 (2009): 349–60. http://dx.doi.org/10.3846/1611-1699.2009.10.349-360.

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This article analyses the main factors that influence stock price volatility. The author offers a three‐stage system for explaning a set of stock price volatility factors. The main point is to pay attention to investor's psychology as the main factor of price volatility. For practical analysis the returns of the OMXV index and stock prices of the Lithuanian stock market are taken and applied to a set of GARCH models. The main idea is to choose the best of the general autoregressive conditional heteroskedasticity models (GARCH) for OMXV index and all sectors. All models are ranged according to
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Mileris, Ričardas. "EQUITY INVESTMENTS PORTFOLIO RISK IN DIFFERENT STAGES OF BUSINESS CYCLE." Science and Studies of Accounting and Finance: Problems and Perspectives 9, no. 1 (2014): 163–72. http://dx.doi.org/10.15544/ssaf.2014.18.

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This paper analyzes the stock market dynamics in current business cycle of Lithuania. The research has affirmed that macroeconomic environment has the very strong impact on the share prices of Lithuanian listed companies. The early warning patterns of possible sudden OMXV index decrease were suggested analyzing the changes of companies financial condition and the relative stock market and macroeconomic indicators. The factorial regression model was developed for the support of investments decision making.
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Macijauskas, Lukas. "Seasonality Analysis of Lithuanian Stock Market." Business: Theory and Practice 11, no. (3) (2010): 279–85. https://doi.org/10.3846/btp.2010.30.

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The main purpose of this article is to test if there are any seasonal tendencies in Lithuanian stock market and if so, do they match seasonal anomalies found in other countries. To achieve this ambition, tests were done by dividing returns of OMXV index into three groups: month of the year, week of the month and day of the week. Analysis was made using 10 years of historical data which covers main stages of Lithuanian stock market cycle. Results show that seasonal anomalies do exist in Lithuanian stock market and that their characteristics are similar to those found by researches in other stoc
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Sūdžius, Vytautas, and Daiva Bareikienė. "Financial Crisis Impact on the Lithuanian Stock Market." Business: Theory and Practice 12, no. (3) (2011): 236–45. https://doi.org/10.3846/btp.2011.24.

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The purpose of this article is to evaluate financial crisis impact on the Lithuanian stock market. Nowadays financial crisis of 2007–2010 is a very popular issue between society, government and financial institutions. Such an event changed everyone's daily routine. Besides, this important and specific crisis affected goals, strategies and plans of many institutions. After this crunch lots of investors started to doubt about the reliability of stock market. For this reason, the factors which make impact on the Lithuanian stock market, are determined and the characteristics of the period of 2003
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Urbšienė, Laimutė, Andrius Bugajevas, and Marekas Pipiras. "The Impact of Investment Horizon on the Return and Risk of Investments in Securities in Lithuania." Organizations and Markets in Emerging Economies 7, no. 2 (2016): 88–111. http://dx.doi.org/10.15388/omee.2016.7.2.14209.

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The paper focuses on the impact of time horizon on risk and return, which usually is the object of discussions about “stock versus bond”. The aim of this paper is to investigate the transformation of risk and return when increasing the investment term, and to determine the impact of the investment horizon on investment results when investing in shares and bonds in Lithuania. The authors are proposing a hypothesis that a long-term investment in shares is not only more profitable, but also less risky than investment in bonds.
 Research of developed markets indicated that long-term investmen
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Dzikevičius, Audrius, and Neringa Stabužytė. "Forecasting OMX Vilnius Stock Index – a Neural Network Approach." Business: Theory and Practice 13, no. (4) (2012): 324–32. https://doi.org/10.3846/btp.2012.34.

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Predicting a stock market is a challenging task for every investor. Stock market contains difficult relations and its behavior is heavily forecasted. As the investment's profitability is directly related to the market's predictability, the need for more accurate and sophisticated forecasting techniques arises. The academic literature is showing a growing interest in implementing non- linear techniques in a time series prediction. The paper goes through the process of creating a time series prediction model for OMX Vilnius stock index using artificial neural network approach. A multi layer perc
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Dzikevičius, Audrius, and Svetlana Šaranda. "EMA versus SMA Usage to Forecast Stock Markets: The Case of S&P 500 and OMX Baltic Benchmark." Business: Theory and Practice 11, no. (3) (2010): 248–55. https://doi.org/10.3846/btp.2010.27.

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The academic literature is showing a growing interest in such trading rules as Moving Average. The majority of researches were made using simple moving average. Although semi-professional traders use the technical analysis methods to predict the future stock prices, to identify the stock trend changes, OMX Baltic Benchmark Index was never tested. Previous researches on the S&P 500 Index using the most widely used method of technical analysis – Moving Averages are more or less appellative. Technical analysis is opponent to classical economic theory but investors use it widely all over the w
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Dissertations / Theses on the topic "OMXV index"

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Askeljung, Love. "The index reconstruction effect : An event study on the OMX Stockholm Benchmark Index." Thesis, Blekinge Tekniska Högskola, Institutionen för industriell ekonomi, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-21948.

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Background. Due to prevailing technological development, telecommunication and computers have become very advanced. This has had a tremendous effect on the financial markets as well, various facilitating financial means have become much more common. One of such is passively managed index funds which does not only use index as a benchmark but also trade the stocks in the index. Thus, guaranteeing the fund a return equal to the market return and to a lower cost than an equally good actively managed fund. Index funds have in recent times increased in popularity, which has left its mark. The price
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Westin, Love. "Vad påverkar OMX Real Estate -Substansvärde eller OMXS30?" Thesis, Umeå universitet, Nationalekonomi, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-119971.

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The question in the study is to what extent the Swedish Real estate sector index acts as a follower of larger and broader stock indexes, and to what extent the index follows the asset values owned by the real estate companies in the asset market? The study is interesting for those trying to understand the development of share values in the Swedish real estate market as well as for those interesting in the “efficient market hypothesis”. The study makes an econometric analysis of the relationship between OMXS30, OMXS Real Estate PI, and the asset value of properties owned by Swedish real estate
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Andersson, Jenny, and Pikulik Ewelina. "Den frivilliga redovisningen av humankapitalet : En jämförelse mellan tre sektorer på Nasdaq OMX Stockholm." Thesis, Södertörns högskola, Företagsekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-33471.

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Bakgrund och problemformulering: Trots att humankapital ofta ses som en tillgång, får den inte tas upp i balansräkningen. Istället får företag frivilligt presentera information rörande personal i övriga delar i sina årsredovisningar. Vad för typ av information, och hur den ska redovisas, bestämmer företagen själva. Forskning senaste år har dock visat att företagen har slutat presentera information om humankapitalet, samt att det endast var en trend som nu bytts ut mot andra trender. Dessutom visar forskningen att rapporteringen varit ologiskt, och att företagens rapportering skiljer sig från å
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Frilén, Alexander, and Nicholas Kelly. "Priseffekter och investeringsmöjligheter associerade med indexrevidering : En eventstudie på OMX Stockholm Benchmark Index." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-388078.

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Då ett index ändrar sin sammansättning kommunicerar leverantören information till marknaden om vilka bolag som väljs in och ut ur indexet. I ett senare skede verkställer leverantören förändringarna. I samband med annonseringen och revideringen har tidigare studier funnit att det förekommer priseffekter, på de bolag som omfattas av revideringen. Vissa studier menar att det är möjligt att generera abnormal avkastning genom att agera utefter de mönster som dessa priseffekter uppvisar. Syftet med denna studie är undersöka de kursrörelser som uppstår i samband med indexrevideringar och huruvida de
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Mörk, Mikael, and Carl Olson. "Sambandet mellan hållbarhetsarbete och finansiell risk : En kvantitativ studie på Nasdaq OMX Stockholm." Thesis, Högskolan i Gävle, Företagsekonomi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-26136.

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Syfte: Syftet med denna studie är att undersöka sambandet mellan hållbarhetsarbete och finansiell risk hos de företag vilka är noterade på Nasdaq OMX Stockholm Metod: För att kunna besvara studiens syfte präglas studien av en kvantitativ metod. Vidare har en tvärsnittdesign använts vid undersökningen. De data som har samlats in har hämtats från databasen Retriever, årsredovisningar samt Folksam index för ansvarsfullt företagande 2013. Samtlig data i studien är av sekundär art. Hållbarhetsarbete hos företag har operationaliserats genom Folksam index där poängsättningen från indexet har legat ti
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Mahmood, Ahsan. "What is the correlation level between returns of real estate price index and stock exchange index in Sweden during the period 1989-2008? : Correlation between Three types of Real Estate price index and OMX Stockholm 30 price index." Thesis, Umeå universitet, Handelshögskolan vid Umeå universitet, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-37820.

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Antar, Joyce, Donya Gholamifar, and Robert Viberg. "Acquisitions & Market Performance : A study of the relation of takeover bids, premiums, and financing methods to the OMXS index." Thesis, Jönköping University, Jönköping International Business School, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-293.

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<p>Scientific problem: In order to maintain a competitive position in the market, companies need to create an environment of sustained development. Growing companies basically have two choices: expand internally, known as organic growth, or expand externally by a merger or acquisition (M&A). It is widely known that in almost all acquisitions the price paid by the acquiring firm tends to be much higher than the market value of the target firm before the bid, this is called an acquisition premium. There are different ways of financing an acquisition, for example with cash or stock. Previous rese
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Ceder, Cecilia, and Kim Lissert. "Dolda vinstmöjligheter : En studie om överavkastning vid ändring av indexkompositioner." Thesis, Södertörns högskola, Institutionen för samhällsvetenskaper, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-19331.

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Syfte: Undersökningens syftet är att mäta huruvida det går att få ut en överavkastning av aktier som väljs in i (respektive ut ur) OMX Stockholm Benchmark (OMXSB), som följd av att ett index ändrar sin komposition. Delsyftet är att undersöka om det går att se en signifikant ökning av handelsvolymen i anslutning till ändringsdagen. Metod: Studien tillämpar en eventstudie som undersökningsmetod av kvantitativ karaktär. Studien undersöker indexet OMXSB och innefattade totalt 111 stycken ingående och utgående aktier fördelat på 10 tillfällen. Två eventfönster har konstruerats; ett kring annonserin
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Kiselev, Ilya. "Can algorithmic trading beat the market? : An experiment with S&P 500, FTSE 100, OMX Stockholm 30 Index." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19495.

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The research at hand aims to define effectiveness of algorithmic trading, comparing with different benchmarks represented by several types of indexes. How big returns can be gotten by algorithmic trading, taking into account the costs of informational and trading infrastructure needed for robot trading implementation? To get the result, it’s necessary to compare two opposite trading strategies: 1) Algorithmic trading (implemented by high-frequency trading robot (based on statistic arbitrage strategy) and trend-following trading robot (based on the indicator Exponential Moving Average with the
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Molin, Malin, and Stefan Koch. "I morgon blir det börsfall! : En studie om hur olika börser påverkar varandra i fördröjning." Thesis, Högskolan i Halmstad, Sektionen för ekonomi och teknik (SET), 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-17936.

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Sammanfattning Titel: Imorgon blir det börsfall! En studie om hur olika börser påverkar varandra i fördröjning. Seminariedatum: 28 maj, 2012 Ämne/kurs: FEK 61-90 Kandidatuppsats i Corporate Finance, 15 poäng  Författare: Stefan Koch, Malin Molin Handledare: Hans Mörner Examinator: Kent Sahlgren Nyckelord: Anomali, anomalier, veckodagseffekt, måndagseffekt, index, korrelation, S&amp;P 500, OMXS 30, effektiva marknadshypotesen Syfte: Att undersöka ifall en eventuell anomali på det svenska OMXS 30 indexet eller det amerikanska S&amp;P 500 ger en effekt på nästföljande dag på det motsatta indexet
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Conference papers on the topic "OMXV index"

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Dias, Rui, Mariana Chambino, and Paulo Alexandre. "Strength in Transition: Resilience of Sustainable Energy vs. Fossil Energy." In 7th International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2023. http://dx.doi.org/10.31410/itema.2023.157.

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Promoting clean energy sources necessitates global cooperation through cross-border collaboration, knowledge sharing, and resource alloca­tion. A global imperative exists to transition towards a cleaner, sustainable en­ergy mix to combat climate change and maintain environmental equilibrium. This study assesses the influence of fossil energy prices (Brent Crude Spot, WTI, FTSE 350 Oil, Gas &amp; Coal, EURO STOXX Oil &amp; Gas) on sustainable energy prices (Geothermal Index, Solar Energy Index, NASDAQ OMX Bio Clean Fuels Index, Wind Energy Index, WilderHill Clean Energy Index) in both stable an
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