Sökning: "Abnormal Rate of Return"

Visar resultat 6 - 10 av 23 uppsatser innehållade orden Abnormal Rate of Return.

1. 6. Trading Opportunities You Missed on the Swedish Equity Market : An Analysis of the Persistence of Calendar Anomalies

   Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Markus Halldestam; Katarina Karlsson; [2018]
   Nyckelord :Calendar anomalies; Seasonal anomalies; Abnormal return; Sweden; Equity market; Day of the week; Monday effect; Weekend effect; Turn of the year; January effect; Turn of the month; Holiday effect; Holiday effect abroad;

   Sammanfattning : This Study uses a period between 1939-2017 to analyse calendar anomalies on the Swedish equity market. We test whether calendar anomalies’ return deviates from the return of ordinary trading days. LÄS MER

3. 7. Empirical evidence of stock return predictability using macroeconomic variables

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

   Författare :Jonatan Gustafsson; Carl Ferm; [2018]
   Nyckelord :Granger Causality; Predictive Regressions; Trading Strategies; Macroeconomic Variables; Repo Rate;

   Sammanfattning : We investigate whether macroeconomic variables can predict returns of the OMXS30 index in the short run, and if an investor can generate abnormal profits from using the variables with significant predictive power. Granger causality tests, along with a predictive OLS regression framework show that the first difference of the repo rate and the log difference in exchange rates significantly Granger cause stock returns on the Swedish market. LÄS MER

4. 8. Nordic Private Equity Performance - Do Nordic Private Equity funds outperform public markets, and how do they compare to their global counterparts?

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

   Författare :Michael Wielondek; Daniel Espelund; [2018]
   Nyckelord :Private Equity; Nordic; Performance; PME; TWR;

   Sammanfattning : This paper sets out to examine the cross-sectional performance of Nordic Private Equity funds. More specifically, the paper aims to evaluate the performance of the buyout and venture capital funds with vintages 1994-2012, and assess it in relation to relevant benchmarks in order to appraise the value creation potential as compared to public markets, and global competitors within the field. LÄS MER

5. 9. Bransch kontra börsvärde : En studie angående den förväntade reporäntans effekt på small- och large-cap bolag inom olika branscher

   Kandidat-uppsats, Södertörns högskola/Företagsekonomi

   Författare :Aldin Basic; Christoffer Wallin; [2017]
   Nyckelord :Consumer discretionary; commodities; small-cap; large-cap; prime rate; monetary policy; abnormal return; event study; market model; market efficiency; WACC; Gordon model; Adaptive market hypothesis; superstition; underwriters; institutional investors; herd behavioral; Sällanköpsvaror; dagligvaror; small-cap; large-cap; reporänta; penningpolitik; onaturlig avkastning; eventstudie; marknadsmodellen; marknadseffektivitet; WACC; Gordonmodellen; adaptiva marknadshypotesen; övertro; underwriters; institutional investors; flockbeteende;

   Sammanfattning : Trenden inom världsekonomin har på senare år indikerat på en mognad där tillväxten ligger på låga tal historisk. Detta har tvingat centralbanker runt omkring jorden att drastiskt ta till åtgärder för att stimulera tillväxten. Reporäntan har använts som det mest centrala instrumentet för detta ändamål. LÄS MER

7. 10. The Effect of Bond Convexity in Abnormal Volatility

   Kandidat-uppsats,

   Författare :Adam Prinselaar; Johan Särén; [2016-07-06]
   Nyckelord :Convexity; Duration; Fixed-Income; Volatility; U.S. Treasury Bonds; Bond Returns;

   Sammanfattning : According to earlier empirical studies, convexity in the U.S. treasury market is arbitrage-free priced. This paper study whether the arbitrage-free pricing of convexity held even in the financial crisis and the volatile period that followed. LÄS MER