Sökning: "Abnormal Returns"

Visar resultat 1 - 5 av 583 uppsatser innehållade orden Abnormal Returns.

  1. 1. Nordic IPOs and Private Equity affiliation

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Rasmus Selin; Sebastian Wigartz; [2020]
    Nyckelord :Initial Public Offering; Private Equity; Nordic market; After-market performance; Business and Economics;

    Sammanfattning : Using a sample of 250 Nordic IPOs, consisting of private equity-backed (PE) and non-backed (NB) issues from January 2010 to March 2017, this paper examines the long-term performance of IPOs in the Nordic market. We compare and contrast the after-market performance of PE-backed IPOs to NB IPOs in an event study regime. LÄS MER

  2. 2. Överavkastning på Knoppar och Avknoppare

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Malcolm Holm; Andreas Magnusson; Wahidullah Barikzay; [2020]
    Nyckelord :Anormal avkastning; Överavkastning; BHAR; Ren avknoppning; Business and Economics;

    Sammanfattning : Title: Abnormal Return on Spin-offs and its Parent– A study on the performance of the Spin-off and the Parents performance over 2 yers Seminar date: June 4, 2020 Course: FEKH89, Business Administration: Degree Project undergraduate Level, 15 University Credit Points Authors: Wahidullah Barikzay, Malcolm Holm, Andreas Magnusson Advisor: Anamaria Cociorva Keywords: Spin-off, Abnormal Return, BHAR, Efficient Market, M&A Purpose: The purpose of the study is to investigate whether it is possible to obtain abnormally positive returns by buying and retaining shares in spin-offs and its parent company for two years. Methodology: The study has been conducted as a quantitative event study to investigate the abnormal return compared to the index. LÄS MER

  3. 3. Mutual Fund Performance : An analysis of determinants of risk-adjusted performance for mutual equity funds available for Swedish investors

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Författare :Sandra Carlsson; Erica Eikner; [2020]
    Nyckelord :Mutual equity funds; risk-adjusted performance; Total Expense Ratio; fund characteristics; Swedish investors; Efficient Market Hypothesis; Carhart four factor model; Sweden;

    Sammanfattning : The mutual fund industry in Sweden has grown rapidly over the past years. Research has been made on the topic for over 50 years, however there are still uncertainties about the determinants of fund performance. LÄS MER

  4. 4. Stock price dynamics of Nordic pharmaceutical firms - An event study of scientific announcements

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

    Författare :Mikael Kozyra; [2020]
    Nyckelord :Pharmaceutical industry; Scientific announcements; Trading strategy; Market efficiency;

    Sammanfattning : The pharmaceutical industry is characterized by advanced preclinical and clinical scientific research with the utmost goal to develop new drugs that can improve human health. There is currently lack of comprehensive information on how the stock market values different scientific achievements in relation to the development phase of pipeline drugs. LÄS MER

  5. 5. Positively deviating : A study on reversed profit warnings and market reactions

    Magister-uppsats, Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Författare :Johan Fransson; Philip Curry; [2020]
    Nyckelord :Reversed profit warnings; abnomal returns; event study; efficient market hypothesis; Nordic markets;

    Sammanfattning : This thesis examines the initial and long-term market reactions following reversed profit warnings on the Nordic markets. Furthermore, it investigates if firm size and trading volume can explain the magnitude of the market reaction. LÄS MER