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Visar resultat 1 - 5 av 17 uppsatser som matchar ovanstående sökkriterier.

1. 1. Mispricing of Climate Risk

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Lovisa Dahlquist; Lena Maria Tschanhenz; [2022]
   Nyckelord :Bloomberg GHG estimates; Risk premium for climate risk; ESG reporting; Sustainable investing; Stock market equilibrium; Business and Economics;

   Sammanfattning : Purpose: Study the relationship between stock returns and GHG emissions regarding a risk premium related to greenness. This by using GHG emissions estimated by Bloomberg rather than companies self-reported estimates. Methodology: The study conducts a time-invariant model by cross-sectional OLS regression to estimate the risk premium for greenness. LÄS MER

3. 2. The Effects of ESG Scores onStock Performance : A study of the risk-adjusted performance on European stocks

   Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Katarina Ovuk; Angelica Grahovac; [2022]
   Nyckelord :ESG; environmental; social; governance; sustainability; abnormal returns; risk-adjusted performance; sustainable investing.;

   Sammanfattning : This thesis aims to examine the relationship between ESG (Environmental, Social and Governance) ratings and the performance of European stocks. The purpose of this study is to examine the existing evidence pertaining to this relationship and the contradictory results that have been offered by previous scholars. LÄS MER

4. 3. EMPIRICAL ANALYSIS OF FACTORS AFFECTING THE EXPECTED RATE OF RETURN FOR ALL-ELECTRIC-VEHICLE MAKERS : USING REGRESSION ANALYSIS TO TEST THE SIGNIFICANCE OF THE CAPM AND FAMA FRENCH FACTORS ON THE CALCULATION OF THE EXPECTED RATE OF RETURN FOR 9 OF THE BIGGEST ALL-ELECTRIC VEHICLE MAKERS.

   Magister-uppsats, Blekinge Tekniska Högskola

   Författare :Dimitrios Felekidis; Sylwia Buczek; [2022]
   Nyckelord :Electric vehicles; All-electric vehicles; Expected return rate; Fama French Three-Factor Model; Fama French Five-Factor Model; CAPM model; Stock;

   Sammanfattning : The All-Electric Vehicle (AEV) industry development has intensified and is connected to governmentefforts to minimize greenhouse gas emissions and encourage people to buy electric vehicles. This hasled to all the lights turning on newly established all-electric vehicle makers and some older players. LÄS MER

5. 4. Är avgiften för aktivtförvaltade fondermotiverad? : En jämförande kvantitativ studie mellanamerikanska och svenska aktiefonder

   Master-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

   Författare :Oskar Björk; Andrew Mackin; Fabian von Koch; [2021]
   Nyckelord :Alpha; Fund fee; Character traits; Carhart 4-factor model; Alfa; Fondavgift; Karaktärsdrag; Carhart 4-faktormodell;

   Sammanfattning : Bakgrund: Under det senaste decenniet har fondsparandet ökat och i samband med detta har konkurrensen mellan fonderna också ökat. Aktivt förvaltade fonder har länge kritiserat för att de inte lyckas konkurrera med passiva fonder. En av anledningarna bakom detta är de höga avgifterna som aktiva fonder tar. LÄS MER

7. 5. Post-Earnings Announcement Drift on the Swedish Stock Market : The Effect of Corporate Governance Quality

   Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Ted Jakobsson; Tobias Severin; [2020]
   Nyckelord :Post-earnings announcement drift; PEAD; corporate governance; information uncertainty; trading strategy; abnormal returns;

   Sammanfattning : This study examines the post-earnings announcement drift (PEAD) anomaly on the Swedish stock market. By constructing a corporate governance index based on share structure, board independence and board gender diversity, we test how the quality of firms’ corporate governance affects the drift – a link which is previously unexplored. LÄS MER