Sökning: "Market distress"

Visar resultat 1 - 5 av 70 uppsatser innehållade orden Market distress.

  1. 1. Momentum Factor in Swedish Industries A Comprehensive Study during 2016-2022, with Emphasis on the COVID-19 Period

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Alex Holm; Ellioth Tilly; Thomas Eklind; [2023-09-01]
    Nyckelord :Momentum strategies; Volatility; Excess return; Jensen s Alpha; Covid -19. 1;

    Sammanfattning : The momentum strategy is a widely recognized investment approach that aims to generate abnormal returns by buying past winners and selling past losers. The purpose of this thesis is to investigate if the momentum strategy is applicable at Swedish industries and see if there are any differences between a longer and shorter holding and ranking period. LÄS MER

  3. 2. The Impact of Share Repurchases on Stock Liquidity During Market Distress

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Björn Landelius; Kasper Lindqvist; [2023-07-04]
    Nyckelord :Share repurchase; Stock liquidity; Market distress; Information asymmetry; Competing market;

    Sammanfattning : Since stock repurchases were first introduced in the late 1960 its growth has been significant. This has led to increasing interest among researchers regarding the motives behind them and their post-effects. While stock repurchase research is extensive, the focus on the effect of stock repurchases on liquidity is limited. LÄS MER

  4. 3. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Vilhelm Samuelsson; [2023]
    Nyckelord :Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

    Sammanfattning : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. LÄS MER

  5. 4. ESG Ratings and Stock Market Performance: Evidence of a Shift in Investor Preferences during a Period of Economic Distress in Scandinavia

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Johanna Hallstedt; Tim Nyllinge; [2023]
    Nyckelord :Socially Responsible Investing; ESG; Sustainable Investments; Corporate Resilience; Financial Risk;

    Sammanfattning : During the Covid-19 crisis, firms with high environmental, social, and governance (ESG) ratings traded within the Scandinavian markets had more significant pandemic-induced drops in stock returns than firms with low profiles in ESG. The difference was close to ten percentage points more severe for high-ESG compared to low-ESG firms. LÄS MER

  7. 5. Performance Comparison of Growth vs. Value Stock Portfolios in Denmark and Finland.

    Magister-uppsats, Jönköping University

    Författare :Sandybell Shamoun; Anisa Muratovic; [2023]
    Nyckelord :Growth-Value Stocks; Performance metrics; Portfolio Allocation; Stock Return.;

    Sammanfattning : This study evaluates the performance of Growth and Value Stock Investment Strategies and investigates the relative performance of these two types of stocks in Denmark and Finland. The research compares the historical returns and consequences of investing in value and growth stocks and examines the factors that drive their performance. LÄS MER