Sökning: "book-to-market value"
Visar resultat 21 - 25 av 37 uppsatser innehållade orden book-to-market value.
21. Trefaktorsmodellen : Undersökning på svenska börsnoterade aktiebolag
Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaperSammanfattning : Previous work by researchers as Eugene F. Fama and Kenneth R. French, show that average return on stocks are related to a firms characteristics like size and book-to-market ratio. These kinds of patterns in average return is not explained by The Capital Asset Pricing Model (CAPM), and are therefore seen as anomalies. LÄS MER
22. How Good Are Analysts at Handling Crisis? - A Study of Analyst Recommendations on the Nordic Stock Exchanges during the Great Recession
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : The purpose of this thesis is to gain better understanding of the value of analyst recommendations. We show, by studying analyst consensus recommendations on four Nordic stock exchanges that during the Great Recession analysts' ability to generate profitable stock recommendations declined. LÄS MER
23. Determinants of Cross-Sectional Stock Returns During a Turbulent Period: An Application to the Athens Stock Exchange
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : With this study we attempt to shed some light in the existing literature concerning the determinants of cross-sectional stock returns. In our analysis we test a turbulent period for the Athens Stock Exchange which ranges from July/2007 to June/2012. LÄS MER
24. Likviditetspremiens vara eller icke vara - Om likviditetspremiens existens på Stockholmsbörsen
C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : Background: Operating on the stock market is associated with risks. If a particular asset is not traded with the same frequency as the average market asset, this particular asset is exposed to a liquidity risk. It means that the investor might not be able to sell the asset at a desired time without incurring expensive transaction costs. LÄS MER
25. Fundamentala analysens möjligheter att skilja på vinnare och förlorare på aktiemarknaden.
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : I det här arbetet har multipel linjär regression tillämpats för att analysera hur olika finansiella signaler påverkar marknadsjusterad avkastning. Analysen baserades på en observerad datamängd hämtad ur årsredovisningar och aktiekurser från åren 2006-2010. LÄS MER