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Visar resultat 1 - 5 av 214 uppsatser som matchar ovanstående sökkriterier.

  1. 1. A comparison of sin- and ethical stocks’ performance on the Swedish equity market: with focus on the impact of liquidity, institutional ownership, firm age and equity on the difference in excess returns between sin- and ethical stocks.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Henrik Leimalm; Ludwig Olofsson; [2019-08-09]
    Nyckelord :Sin stocks; ESG stocks; Sweden; OMXSPI; stakeholder theory; shareholder theory; efficient market hypothesis; excess return; CAPM; liquidity; institutional ownership; firm age; book value of equity;

    Sammanfattning : MSc in Accounting and Financial Management.... LÄS MER

  2. 2. Testing the Performance of the Capital Asset Pricing Model and the Fama-French Three-Factor Model - A study on the Swedish Stock Market between 2014-2019

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Frida Gustafsson; Robert Gustavsson; [2019-07-12]
    Nyckelord :;

    Sammanfattning : The returns of potential investments are interesting for every investor. In this thesis we compared two financial models that are often used to predict expected returns of portfolios with different financial instruments. LÄS MER

  3. 3. Testing the weak form EMH - An empirical study of the Swedish stock market

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Joel Frank; Viktor Öhrström; [2019-07-11]
    Nyckelord :;

    Sammanfattning : This thesis investigates whether the Swedish stock market shows signs of weak form efficiency between January 2012 and January 2019. Weekly data is gathered from the OMXSPI and from three indices of different capitalization segments, namely Large cap, Mid cap and Small cap. LÄS MER

  4. 4. Insynshandel som indikator på övervavkastning

    Kandidat-uppsats,

    Författare :Anton Karlsson; William Regnstrand; [2019-07-09]
    Nyckelord :;

    Sammanfattning : The purpose of the thesis is to investigate whether it is possible to predict future excess returns at the Swedish stock market by observing the insiders' aggregate purchase transactions within the company. The study used two different categories of companies. LÄS MER

  5. 5. The Rise and Fall of the Pre-FOMC Announcement Drift

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

    Författare :Carl Kugelberg; Hannes Hjärne; [2019]
    Nyckelord :Pre-FOMC announcement drift; ; excess return; monetary policy; Sweden;

    Sammanfattning : This thesis builds upon the influential paper "The Pre-FOMC Announcement Drift" by Lucca and Moench that was published in the Journal of Finance in 2015. The authors found that the periods leading up to FOMC announcements were accompanied by large excess returns. LÄS MER