Sökning: "stock returns"

Visar resultat 1 - 5 av 722 uppsatser innehållade orden stock returns.

  1. 1. Achieving higher returns with Piotroski’s F_Score model - An empirical study on the Swedish stock market

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fabian Brandl Lopez; Viktor Börnfors; [2018]
    Nyckelord :F_Score; Fundamental investing; Value investing; Abnormal returns; Market efficiency; Business and Economics;

    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. 2. An Evaluation of Market Efficiency: A study of listing and index population changes on the Swedish stock exchange

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

    Författare :Carl-Thomas Ledmyr; Richard Karlsson; [2018]
    Nyckelord :Market efficiency; Abnormal returns; OMX Stockholm Stock Exchange; OMXS30 Index; Event study;

    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

  3. 3. Forecasting High Yield Corporate Bond Industry Excess Return

    Master-uppsats, KTH/Matematisk statistik

    Författare :Carlos Junior Lopez Vydrin; [2018]
    Nyckelord :;

    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

  4. 4. MIsbehaving Months

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oscar Hallgren Johansson; [2018]
    Nyckelord :Seasonal Anomaly; Stockholm Stock Exchange; Return Patterns; OMXSPI; OMXS30; OMXSSCPI; Business and Economics;

    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

  5. 5. A Short Walk on Wall Street - Does Short Selling Exposure Improve M&A Quality?

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

    Författare :Julius Lühr; Daniel Schmidt; [2018]
    Nyckelord :Short Selling; Mergers Acquisitions; Corporate Governance; Regulation SHO; Governance by Trade;

    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.

Din email-adress: