Sökning: "Axel Dillner"

Hittade 2 uppsatser innehållade orden Axel Dillner.

1. 1. Exploring Momentum: The Hidden Drivers of Stock Returns in the Nordic Market

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

   Författare :Axel Dillner; Johanna Roos; [2023]
   Nyckelord :Momentum; Price Momentum; Earnings Momentum; Earnings Surprises; Standardized Earnings Surprise; SES;

   Sammanfattning : This thesis investigates the relationship between price momentum, earnings momentum, and stock returns in the Nordic region by examining the risk-adjusted performance measures of various momentum strategy portfolios. Inspired by Novy-Marx's 2015 theory that momentum in firm fundamentals explains the performance of price momentum strategies, this study seeks to provide deeper insights into momentum drivers and their implications for investment professionals. LÄS MER

3. 2. Do Dividends Matter?

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Isak Abrams; Axel Dillner; [2021]
   Nyckelord :Dividends; Capital Adequacy; ECB; COVID-19;

   Sammanfattning : Following the outbreak of the COVID-19 pandemic in 2020, the ECB issued a series of announcements urging banks not to pay out dividends. We investigate whether the stock market reacted rationally in response to these announcements. LÄS MER