Welcome!
  • Home
  • GCP data research
    • Stock Returns and the Mind
    • Revisiting Stock Returns and the Mind
    • Validating the GCP data hypothesis using internet search data
    • GCP data effect indexes
    • A Novel Market Sentiment Measure 
  • Other research
    • Macroeconomic tail probabilities
    • Macroeconomic Impact of the Net Zero Transition
      • Analysis: Are we really making rational climate investments?
    • Assessing the profitability of intraday opening range breakout strategies
    • Value at Risk and Expected Shortfall for large portfolios
    • The Credit Market and the Determinants of CreditCrunches: An Agent Based Modeling Approach
    • Error Corrected Disequilibrium
    • Comparing Centralized and Decentralized Banking: A Study of the Risk-Return Profiles of Banks
    • An analysis of the fixation period for Swedish mortgages
    • Essays on credit markets and banking
  • Research related

Welcome!

Welcome!

  • Home
  • GCP data research
    • Stock Returns and the Mind
    • Revisiting Stock Returns and the Mind
    • Validating the GCP data hypothesis using internet search data
    • GCP data effect indexes
    • A Novel Market Sentiment Measure 
  • Other research
    • Macroeconomic tail probabilities
    • Macroeconomic Impact of the Net Zero Transition
      • Analysis: Are we really making rational climate investments?
    • Assessing the profitability of intraday opening range breakout strategies
    • Value at Risk and Expected Shortfall for large portfolios
    • The Credit Market and the Determinants of CreditCrunches: An Agent Based Modeling Approach
    • Error Corrected Disequilibrium
    • Comparing Centralized and Decentralized Banking: A Study of the Risk-Return Profiles of Banks
    • An analysis of the fixation period for Swedish mortgages
    • Essays on credit markets and banking
  • Research related
  • More
    • More child

Below is a list of some previous research projects.


- Assessing the profitability of intraday opening range breakout strategies

- Value at Risk and Expected Shortfall for large portfolios

- The Credit Market and the Determinants of CreditCrunches: An Agent Based Modeling Approach

- Essays on credit markets and banking

- Error Corrected Disequilibrium

- Comparing Centralized and Decentralized Banking: A Study of the Risk-Return Profiles of Banks

- An analysis of the fixation period for Swedish mortgages




Other research

ulf.e.holmberg@me.com
Related

Copyright ©

All rights reserved