Sökning: "Firm volatility"

Visar resultat 1 - 5 av 106 uppsatser innehållade orden Firm volatility.

  1. 1. Exploring the Idiosyncratic Volatility Anomaly in the Swedish Stock Market: An Empirical Analysis of its Impact on Returns

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Anton Ahlqvist; Walter Uong; [2023-06-29]
    Nyckelord :;

    Sammanfattning : We examine the cross-sectional relationship between idiosyncratic volatility relative to the Fama-French three factor model and expected stock returns. We find that portfolios containing the firms with the lowest idiosyncratic risk offers excess returns in relation to the prediction of the Fama-French three factor model, while those with the highest idiosyncratic risk do not. LÄS MER

  3. 2. Board diversity, an unsolvable problem? : A comprehensive study about Swedish and Danish listed companies on how board diversification affects a performance measure.

    Magister-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Jonathan Nagy; Oscar Gustavsson; [2023]
    Nyckelord :Gender quotas; Sweden; Denmark; Tokenism; Research and Development; Earnings per share volatility; Growth in earnings per share volatility; Diversity; Board of directors; Fraction of women; EU directive 2022 2381 ; Könskvotering; Sverige; Danmark; Tokenism; Forskning och utveckling; Vinst per aktie volatilitet; Tillväxt i vinst per aktie volatilitet; Mångfald; Styrelse; Andel av kvinnor; EU-direktiv 2022 2381 ;

    Sammanfattning : On the surface, Sweden and Denmark are two similar countries, but behind the closed boardroom doors, things look different. These two countries have chosen different approaches to achieving their goals and the diversification within the boards differs markedly. LÄS MER

  4. 3. Revisiting the Idiosyncratic Volatility Puzzle and MAX Effect in European Equity Markets

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

    Författare :David Böckling; Jurgis Druktenis; [2023]
    Nyckelord :Idiosyncratic volatility; Fama-French three-factor model; MAX effect; European equity markets; Asset pricing anomalies;

    Sammanfattning : In light of traditional financial theory's argument that firm-specific risk should not impact future returns, the findings of the Idiosyncratic Volatility (IVOL) puzzle, as well as the Maximum Daily Returns (MAX) effect, have sparked a vibrant academic debate. Using data from January, 1993, to December, 2022, this paper presents European aggregate and country-level evidence at the intersection between the two asset pricing anomalies. LÄS MER

  5. 4. Högre andel kvinnor, lägre bolagsrisk?

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Johan Larsson; Simon Nordstrand; Victor Ivarsson; [2023]
    Nyckelord :Risk; Riskaversion; Volatilitet; Skuldsättningsgrad; Könsfördelning; Jämställdhet; Business and Economics;

    Sammanfattning : Syfte: Undersöka om könsfördelning i styrelser påverkar risken i bolag på noterade på Large och Mid cap i Sverige, Finland och Danmark. Metod: Studien är av kvantitativ natur och följer en deduktiv ansats. Studien använder paneldata och OLS regressioner för att ta fram ett resultat. LÄS MER

  7. 5. ESG score, stock price, volatility, and sustainable strategic management : A study with focus on 20 Indian companies

    Magister-uppsats,

    Författare :Emma Klint; Lovisa Norell; [2023]
    Nyckelord :ESG; CSR; sustainability; volatility; stock price; sustainability reports; sustainable strategic management; India.;

    Sammanfattning : Background: Sustainability in business has become an essential part for firms to consider, as stakeholder’s concerns are increasing, and the use of ESG scores has increased in the last years. Prior research mostly examines the European and US market and the relationship between ESG score and financial performance. LÄS MER