Avancerad sökning

Hittade 2 uppsatser som matchar ovanstående sökkriterier.

1. 1. Firm-Specific Variables and Expected Stock Returns - A study on the German Market -

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Dylan Remmits; Viktoria Knittel; [2015]
   Nyckelord :Expected Stock Returns; Fama-MacBeth Cross-Sectional Regression; Risk Premia; German Market; Value Investing; Factor Investing; Portfolio Approach; Conditional Beta; Firm-Specific Variables; Business and Economics;

   Sammanfattning : Purpose: The purpose of this thesis is to investigate which firm-specific variables can explain the cross-section of expected stock returns in the German market. The tested explanatory variables are market beta, firm size, the book-to-market ratio, the earnings-to-price ratio, leverage, the dividend yield, the cash flow-to-price ratio and sales growth. LÄS MER

3. 2. Förekommer insider trading på Stockholmsbörsen?

   Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

   Författare :Ermin Keric; Rejhan Kolasinac; [2014-07-02]
   Nyckelord :;

   Sammanfattning : We have investigated whether insider trading occurs on Nasdaq OMX Stockholm, the Stockholm Stock Exchange. Insider trading refers to transactions made by persons, or those closest to them, within a company that has insight and access to information that is either confidential or has not yet been communicated to the market. LÄS MER