Sökning: "Abnormal Return"
Visar resultat 21 - 25 av 586 uppsatser innehållade orden Abnormal Return.
21. Accounting for the Measurement Bias: A Study of Market Efficiency in the United States and the Relevance of Extensive Fundamental Analysis in Equity Valuation
D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This thesis investigates abnormal returns over the period 1983-2021 from an investment strategy that is based on public accounting information. Investment positions are taken in US manufacturing firms and are held for 36 months using a self-financing (hedged) portfolio. LÄS MER
22. En paj eller två halvor?
Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : Title: One pie or two halves? A quantitative study on how the announcement of a stock split can generate abnormal returns for american Nasdaq firms. Seminar date: 01/06/2023 Course: FEKH89, Corporate Finance Degree Project, Undergraduate level, 15 ECTS Authors: Douglas Freidestam, Erik Petersen, Matilda Åberg Advisor: Maria Gårdängen Key words: Abnormal returns, Signaling Hypothesis, Stock Split, Effective Market Hypothesis, Trading Range Hypothesis Research question: (1) Are abnormal returns generated around the announcement of a stock split for american Nasdaq listed firms? (2) If abnormal returns are generated, which hypothesis can explain the market reactions? Purpose: The purpose with this paper is to examine how the announcement of a stock split can generate abnormal return for American Nasdaq firms. LÄS MER
23. Dividend announcements and the price of stocks
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The goal of this thesis is to answer the question: Will a special cash dividend announcement from a company on NASDAQ GS create abnormal returns? This thesis will therefore find and measure abnormal returns surrounding a special cash dividend announcement. This is done by performing an event study, following the market model, consisting of 96 announcements from companies listed on the Nasdaq GS. LÄS MER
24. Lockup expiration after IPO : Potentially abnormal returns on the Swedish Stock Exchange?
Master-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : We examine 102 share lockup agreements following IPOs on the Swedish stock market and whether any abnormal returns exist in the days surrounding the expiration of lockup agreements. We also test three potential explanatory variables based on previous research, the length of the lockup agreement, the type of pre-IPO ownership for the firm (if it is backed by private equity or not), and if the lockup has multiple expiration dates (staggered lockup) or only one. LÄS MER
25. Sustainable Investments in Times of Crisis
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper examines the effect of Covid-19 on green and brown funds in the Swedish Premium Pension System (PPS). We apply the methodology derived in Berk and van Binsbergen (2015) in a difference-in-difference model with time-fixed effects to estimate the average effect of Covid-19 on green funds for both value added and conventional alpha measures. LÄS MER