Visar resultat 1 - 5 av 1789 uppsatser innehållade ordet returns.
1. The effects of Environmental, Social and Governance measures on the cross section of stock return, a compensation for risk or mispricing? Evidence from the Swedish stock marketKandidat-uppsats,
Sammanfattning : There is a lack of uniformity throughout the literature regarding the effects of sociallyresponsible investing. By implementing a Fama-MacBeth style regression with theFama French three factors and the momentum factor, extended with several detailedenvironmental, social and governance scores the lack of uniformity of these effects areconfirmed. LÄS MER
- Master-uppsats, Göteborgs universitet/Graduate School
Sammanfattning : MSc in Innovation and Industrial Management.... LÄS MER
3. Can Vice be Vindicated? Examining a potential value premium in vice stocks using Fama and MacBeth regressions - a comparison across three different factor modelsKandidat-uppsats,
Sammanfattning : In this paper, we examine a 30-year period to find whether vice (defined as operations in the alcohol, tobacco, gambling, adult services, and weapons and defense industries) plays a role in determining returns of individual firms on the U.S. stock market. LÄS MER
Sammanfattning : This thesis investigates if investing in a sustainable index yields higher risk-adjusted returns than investing in an ordinary index. Return data from the Swedish stock index OMXS30 was collected, spanning the period 2006-2017. LÄS MER
5. Diversification possibilities in the Swedish financial markets - A correlation analysis of the returns of stock, bonds and real estateKandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik
Sammanfattning : The purpose of this study is to analyse the risk-adjusted returns of Swedish stocks, Swedish fixed income gov.- bonds and real estate return over the last 8 years in combination with the time-varying aspects of the correlation between the asset classes. The method used is a time-series analysis of OMXS30, SWEGOVT115, and SX8600PI. LÄS MER
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