Sökning: "Cumulative Average Abnormal Return"

Visar resultat 1 - 5 av 58 uppsatser innehållade orden Cumulative Average Abnormal Return.

1. 1. Marknadsreaktioner på VD-byten : En studie om svenska marknadens reaktioner på VD-byten

   Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Mats Rehn; Adrick Tuazon; [2023]
   Nyckelord :Finance; CEO turnover; abnormal return; Finansiering; VD-byten; avvikelseavkastning;

   Sammanfattning : This thesis investigates Swedish market reactions to CEO turnover and further studies how the size of these market reactions can be explained by company specific and CEO specific factors. Through t-tests and multivariate analysis this study analyses 136 CEO turnover announcements from the years 2017-2022 to find proof of a market reaction and to find potential explanations to the size of these market reactions. LÄS MER

3. 2. Does size matter? Analysis of stock price reaction to green bonds announcements

   Kandidat-uppsats,

   Författare :Yasmine Ben Rouha; Khaled Khouja; [2021-07-13]
   Nyckelord :Green Bonds; Sustainability; Efficient Market Hypothesis; Signaling Theory; Abnormal Return; Cumulative Abnormal Return; Amount Issued;

   Sammanfattning : The recent large growth in the green bond market has been shown in previous studies to yield abnormal returns as the market value of the stock reacts to the announcement of green bond issuance. This study uses a sample of 90 observations, of which 61 are from the Swedish market and the remaining 29 from the American market. LÄS MER

4. 3. Wealth effects associated with spin-offs: Empirical evidence from the Nordics

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Robin Abrahamsson; Gustav Berneblad; [2021-06-30]
   Nyckelord :Spin-offs; wealth effects; cumulative average abnormal return; announcement date; long-run performance; ; efficient market hypothesis;

   Sammanfattning : This study focuses on the abnormal returns associated with spin-offs in the Nordics. The sample consists of 84 completed spin-offs between 2000 and 2020. Similar to the vast majority of previous studies, a significant three-day cumulative average abnormal return around the announcement date is documented, showing abnormal returns of 3.03%. LÄS MER

5. 4. Abnormal returns for IPOs on the Swedish stock exchange

   Kandidat-uppsats,

   Författare :Björn Landelius; David Molin; [2021-06-28]
   Nyckelord :IPO; Underpricing; Event Study; Multivariate Regression; Efficient Market Hypothesis; Winner s Curse;

   Sammanfattning : We examine the occurrence of underpricing and short-term performance of a sample of 216 Swedish IPOs between 2017-2021. The theories used are the Efficient Market Hypothesis, Underpricing, Information asymmetry which contains both the Principal Agent Theory and the Signaling Theory, and beyond that, the Winner’s curse. LÄS MER

7. 5. Kungörandet av företagsförvärv, vad händer sedan? : En undersökning på hur bolagens storlek och förvärvsform påverkar abnormal avkastning på kort sikt i samband med kungörandet av ett företagsförvärv för bolag noterade på Stockholmsbörsen.

   Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

   Författare :Hasan Beslija; Carl Åkesson; [2021]
   Nyckelord :Abnormal returns; acquisitions; event study; cumulative abnormal return;

   Sammanfattning : Abstract Title: Announcing an acquisition, what happens next? Authors: Carl Åkesson and Hasan Beslija Supervisor: Katarina Eriksson Background: Sweden is the Nordic region's largest market for M&A. Despite this, there is a limited research base for how acquisitions affect abnormal returns on the Swedish stock market. LÄS MER