Sökning: "Abnormal Liquidity"

Visar resultat 1 - 5 av 26 uppsatser innehållade orden Abnormal Liquidity.

  1. 1. Determinants of Bidders' Abnormal Returns in Technology Mergers and Acquisitions

    Kandidat-uppsats,

    Författare :Filip Dahlfors; Stefan Padjen; [2019-07-08]
    Nyckelord :Event Study; Technology Industry; Mergers and Acquisitions; Shareholder Value;

    Sammanfattning : We study 314 mergers and acquisitions (M&As) of European and American technologyfirms between 2004 and 2018. Using the standard event study methodology,this paper analyzes the abnormal returns of bidders in the event window around theM&A announcement date to investigate whether or not technology M&As createvalue. LÄS MER

  2. 2. Chasing Sustainable Stocks: A Superior Investment Decision? - An ESG Investment Study

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

    Författare :Sebastian Johansson; Gustav Nilsson; [2019]
    Nyckelord :ESG; Socially Responsible Investing; Trading Strategy; Portfolio Performance;

    Sammanfattning : Sustainable investing is trending, amounting to $30 trillion in assets under management world-wide in 2018 and it is predicted to grow even larger in the years to come. This thesis studies ESG portfolio performance of three comparable portfolios, a Sustainable, a Good Enough and an Unsustainable portfolio constructed using ESG-score in relation to their Global Industrial Classification Standard (GICS), between 2004 - 2018 in the U. LÄS MER

  3. 3. Predictability of return and volatility in Bitcoin markets

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Martin Eimer; Lina Karlsson; [2018-07-03]
    Nyckelord :Bitcoin; Price Manipulation; Abnormal Liquidity; Spoofing; Limit Order Book; High Frequency Trading;

    Sammanfattning : MSc in Finance.... LÄS MER

  4. 4. Do Banks Suffer From Stigmatization In Equity Capital Markets?

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Maximilian Pagel; [2018]
    Nyckelord :Federal Reserve Liquidity Programs; Financial Crisis; Stigma;

    Sammanfattning : This Master's Thesis investigates which effect the Federal Reserve's release of detailed Discount Window transaction data on March 31, 2011 had on the borrowing banks' stock performance. Three sets of event studies indicate that those banks did not experience negative abnormal stock returns, rejecting the hypothesis that, in equity capital markets, there is a negative stigma attached to borrowing under the Discount Window facility. LÄS MER

  5. 5. Big Data Strategies - Worth the Hype?

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

    Författare :Ksenia Parviainen; [2018]
    Nyckelord :google; big data; stock market prediction; SVI;

    Sammanfattning : This paper combines studies around investor attention, equity home bias puzzle and gradual diffusion of local information hypothesis. I study whether Google's Search Volume Index (SVI) has the ability to predict abnormal returns, volatility and liquidity on an industry level. LÄS MER