Sökning: "the Average Investor"

Visar resultat 1 - 5 av 104 uppsatser innehållade orden the Average Investor.

1. 1. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Benjamin Javidi; Malin Larsson; [2023-08-25]
   Nyckelord :Capital Asset Pricing Model CAPM ; Fama-French three-factor model; ESG; Sharpe ratio; OLS Regression Analysis; Modern Portfolio Theory;

   Sammanfattning : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. LÄS MER

3. 2. Flight to climate: liquidity commonality in brown equities

   Master-uppsats, Stockholms universitet/Företagsekonomiska institutionen

   Författare :Haiping Yu; [2023]
   Nyckelord :ESG; ESG Investing; Climate investing; Liquidity Commonality; Systematic Liquidity Risk;

   Sammanfattning : Emerging ESG studies have established a negative equilibrium correlation between ESG factors and stock returns in an economy predominately influenced by investors with nonpecuniary preference over high ESG credentials. However, little research has delved into a potential systematic liquidity risk phenomenon associated with aggregate trading activities of ESG-motivated investors who share a common nonzero ESG preference component in their utility function. LÄS MER

4. 3. Coverage initiations : an exploratory casestudy

   Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

   Författare :Lina Ek; Maria Karlsson Osipova; [2023]
   Nyckelord :Commissioned equity research; Initiation report; Event study; Abnormal return; Trading volume; Uppdragsanalys; Initieringsrapport; Eventstudie; Abnormal avkastning; Handelsvolym;

   Sammanfattning : This master thesis is exploring the influence of coverage initiation reports issued by commissioned equity research analysts on stock prices and trading volumes. Equity research actors, with their expertise and skill, are providing the market with valuable information and filling the knowledge gaps that investors may have. LÄS MER

5. 4. Can investor sentiment predict the European size premium? An empirical investigation of regional size premium predictability

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Julian Ziemer; Lappalainen Arttu; [2023]
   Nyckelord :Size Premium; Investor Sentiment; Return Predictability; Behavioral Finance; Business and Economics;

   Sammanfattning : Research on the determinants of the size premium, i.e. that small stocks on average outperform large stocks, has traditionally focused on financial and macroeconomic factors. However, recent academic studies shed light on the influence of behavioral factors on the size premium, specifically investor sentiment. LÄS MER

7. 5. Exchanging Bilateral Investment Treaties and Investor-State Dispute Settlement for the Acquis Communautaire : A three-stage analysis of the effects for investors, the level of investment protection and for the flow of Foreign Direct Investment on the internal market

   Uppsats för yrkesexamina på avancerad nivå, Stockholms universitet/Juridiska institutionen

   Författare :Carl Oscarsson; [2022]
   Nyckelord :;

   Sammanfattning : Through the judgements of Achmea and PL Holdings, the Court of Justice of the European Union (CJEU) has prohibited the use of Investor-State Dispute Settlement (ISDS) as well as the enforcement of any awards stemming from such procedures within the European Union (EU). This means that investors on the internal market can no longer enjoy the protection which was awarded to them by the protection standards inherent in the Bilateral Investment Treaties (BITs) which were previously relied upon by investors in the Member States (MS), and which provided for the possibility of ISDS. LÄS MER