Sökning: "stock returns"
Visar resultat 1 - 5 av 801 uppsatser innehållade orden stock 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
2. 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
4. 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
5. The Relationship Between Environmental, Social and Governance Factors and Firm Performance. A Study Performed on the Swedish Stock MarketKandidat-uppsats,
Sammanfattning : This thesis investigates the relationship between environmental, social and governance (ESG) factors and firm performance on the Swedish stock market over the years 2013-2017. Using the traditional Carhart’s four-factor model, a quantitative research method has been applied by running panel and OLS regressions on historical stock returns. LÄS MER
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