Sökning: "Buy-and-Hold"

Visar resultat 1 - 5 av 154 uppsatser innehållade ordet Buy-and-Hold.

1. 1. Underpricing and short-term returns - An empirical study on Initial public offerings in the Nordics

   Kandidat-uppsats,

   Författare :Carl Viktorsson; Albin Västertun; [2023-07-03]
   Nyckelord :Initial public offering; Stock performance; Underpricing;

   Sammanfattning : The study examines the effect underpricing has on short-term returns for 291 Initial public offerings in Denmark, Finland, Norway and Sweden. To test for this, two different OLS-regressions have been developed with Buy-and-hold abnormal returns (BHAR) as the dependent variable, and Market-adjusted abnormal returns (MAAR) as the variable of interest, accompanied by a few control variables. LÄS MER

3. 2. Seasoned Equity Offerings and Disclosure Sentiment Effects: Evidence from the U.S.

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Max Mauritz; Phornchanok Phojan; [2023-06-29]
   Nyckelord :Seasoned Equity Offerings; Long-Term Event Study; Buy-and-Hold Abnormal Returns; Textual Analysis; Disclosure Sentiment; Disclosure Tone;

   Sammanfattning : This paper updates the data regarding Seasoned Equity Offering firms (SEOs) long-term performance and finds evidence in line with prior research that they underperform in the longterm. Furthermore, using automated textual analysis on the relevant disclosure filings SEO firms in the United States publish (Form 10-K, Form 8-K and Form 424B), we investigate the relationship between disclosure sentiment variables and long-term return performance. LÄS MER

4. 3. A Markovian Approach to Financial Market Forecasting

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Kevin Sun Wang; William Borin; [2023]
   Nyckelord :Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

   Sammanfattning : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. LÄS MER

5. 4. Do Stocks Outperform Treasury Bills? Evidence From a Swedish Setting

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Anton Li; Ricky Yu; [2023]
   Nyckelord :Individual stocks; Treasury bills; Skewness; Buy-and-hold returns; Diversification;

   Sammanfattning : Most Swedish stocks listed since 1983 post lifetime buy-and-hold returns that are less than one-month Swedish Treasury bills. In terms of risk-adjusted returns for the same time horizon, individual Swedish stocks vastly underperform value-weighted benchmarks when measured with a Sharpe ratio. LÄS MER

7. 5. Marknadens reaktion vid avslutade aktieåterköpsprogram

   Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Baltzar Loeper; Camarena Ricardo; [2023]
   Nyckelord :Share Buyback Program; Buy-and-Hold Abnormal Return; Abnormal Return; Market Reaction; Market Capitalization; Market-to-Book ratio; Aktieåterköpsprogram; Buy-and-Hold Abnormal Return; Avvikelseavkastning; Marknadsreaktion; Börsvärde; Market-to-Book kvot;

   Sammanfattning : This paper investigates the long-run market effects of open market share repurchase programs, specifically focusing on the influence of firm size (market capitalization) and market-to-book ratio on long-run abnormal returns. The study utilizes data from financial databases, including Nasdaq Stockholm and Eikon, as well as information from initiation announcements and other publicly available documents provided by firms listed on the Stockholm Stock Exchange from 2015 to 2022. LÄS MER