Sökning: "Stock Returns"
Visar resultat 1 - 5 av 722 uppsatser innehållade orden Stock Returns.
1. Achieving higher returns with Piotroski’s F_Score model - An empirical study on the Swedish stock marketKandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : This thesis evaluates the success of a fundamental investing strategy on the Swedish stock market between 2004 and 2016. The main purpose is to examine if the F_Score system developed by Piotroski (2000) could be used to identify winners and losers during aforementioned time frame. LÄS MER
2. An Evaluation of Market Efficiency: A study of listing and index population changes on the Swedish stock exchangeD-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : This paper evaluates market efficiency for the Swedish stock exchange by analysing listing changes on the OMX Stockholm Stock Exchange and index constituent changes in the OMXS30. We find presence of persistent large abnormal returns when a company changes its listing from, and to, a smaller Swedish stock exchange onto the OMX Stockholm Stock Exchange. LÄS MER
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : In this thesis, we apply unsupervised and supervised statistical learning methods on the high-yield corporate bond market with the goal of predicting its future excess return. We analyse the excess return of industry based indices of high-yield corporate bonds belonging to the Chemical, Metals, Paper, Building Materials, Packaging, Telecom, and Electric Utility industry. LÄS MER
- Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : This thesis searches for the presence of seasonal anomalies in monthly returns on the Stockholm Stock Exchange. Three indexes are investigated, one small-cap-index OMXSSCPI, one large-firm-index OMXS30, and one index containing all stocks on the exchange OMXSPI. Econometric regressions and statistical methods are used in order to investigate. LÄS MER
- D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : We examine whether short sellers are a source of effective corporate governance in the context of M&A. Using a sample of 9,386 U.S. mergers & acquisitions from 2002 to 2016, we find that acquirers subject to more short interest experience significantly higher announcement period abnormal stock returns. LÄS MER
BEVAKA DENNA SÖKNING
Få ett mail när det kommer in nya uppsatser på ämnet Stock Returns.