Sökning: "Bank stock returns"

Visar resultat 16 - 20 av 43 uppsatser innehållade orden Bank stock returns.

  1. 16. The effect of sponsored equity research on stock prices

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jesper Wijk; [2019]
    Nyckelord :Sponsored equity research; commissioned research; event study; abnormal returns; Business and Economics;

    Sammanfattning : This paper examines the effect from issuer-sponsored equity research on stock prices in Sweden. This kind of reports has risen in popularity and today, over 290 firms in Sweden are covered by a sponsored equity research. To reach a conclusion, a traditional event study was performed on 141 Swedish firms between the years of 2008 and 2019. LÄS MER

  3. 17. Bank stock return sensitivity to changes in interest rate level and volatility

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Filip Bengtsson; Alfred Persson; [2018]
    Nyckelord :Banks; stock return; interest rates; volatility; GARCH-M;

    Sammanfattning : This paper examines how the level and volatility of interest rates affect the stock return of banks using a GARCH-M model. Data is collected for Swedish and Danish banks stock return and interest rates on monthly basis for the period January 2000 to April 2018. LÄS MER

  4. 18. Cover me, I'm going public!  : “The relationship between IPO and media coverage”

    Master-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi

    Författare :Ronni Samir Sulaka; Carl Strand; [2018]
    Nyckelord :IPO; Hot Cold Market; Investment bank; Underpricing; Media coverage; Roadshow; Prospectus; POP; media attention; Retriever;

    Sammanfattning : Background: The number of IPOs has been numerous in recent years. Moreover, the returns of the IPOs managed to either be over and underpriced. IPO-firms are generally unknown before they get listed. Therefore, the media outlets play an essential role in the dissemination of information to new investors. LÄS MER

  5. 19. The Pre-Monetary Policy Announcement Drift on the Stockholm Stock Exchange

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

    Författare :Jakob Fager; Max Leijon; [2017]
    Nyckelord :Monetary Policy; Macroeconomic Announcement; Pre-Announcement Drift; Abnormal Returns; Efficient Markets;

    Sammanfattning : This thesis investigates the existence and properties of pre-monetary policy announcement drifts on the Stockholm Stock Exchange. While previous literature has mainly focused on U.S. LÄS MER

  7. 20. The Impact of Competition on Bank Risk Taking Under Negative Policy Rates

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

    Författare :William Hodik; Grim Sjöberg; [2017]
    Nyckelord :Competition; Negative policy rates; Financial stability; Bank risk taking; Policy rate transmission;

    Sammanfattning : We show that competition has a significant impact on the transmission of negative monetary policy rates via bank risk taking. By comparing stock returns for banks before and after the introduction of negative monetary policy rates, it is evident that high-deposit banks in highly competitive financial markets experienced the sharpest decline in net worth. LÄS MER