Sökning: "Erik Orbring Svensson"
Hittade 2 uppsatser innehållade orden Erik Orbring Svensson.
1. Post-Earnings-Announcement Drift and Investor Sophistication: Employing buy-side, sell-side and inside proxies in a Swedish setting
D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This paper studies the post-earnings-announcement drift and its connection to investor sophistication in Sweden over a time period ranging from 2004 to 2013. Using a sample of 215 stocks, it is first hypothesized and shown that a portfolio long (short) in shares with positive (negative) earnings announcement returns yields economically and statistically significant cumulative abnormal returns over a 60-day holding period. LÄS MER
2. Returns to Unethical Investing: New evidence on sin stock performance in Europe
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper studies the returns to unethical investing in Europe over the time period 1965 through 2011. Using a sample of 285 alcohol, defence, gambling and tobacco stocks, it is first shown that the slight sin stock outperformance found is attributable solely to the tobacco industry. LÄS MER