Scriptie

Universiteit van Amsterdam (UvA)

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Bachelor thesis Econometrics - Heterogeneous dividend expectations during the COVID-19 crisis

Bachelor thesis Econometrics - Heterogeneous dividend expectations during the COVID-19 crisis
Thesis • 36 pages • 2020

This was my bachelor thesis for econometrics (UvA). It is an analysis of dividend changes during the COVID-19 crisis for both the AEX and S&P500 and how this impacted stock prices. This was done using heterogeneous expectations and evolutionary switching, based on an original paper by Cars Hommes. For anyone interested in these fields, or behavourial economics in general, this is a valuable document. Achieved grade: 8,5