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Visar resultat 1 - 5 av 7 uppsatser som matchar ovanstående sökkriterier.

1. 1. Fund Managers' Awareness of Announcement Premiums: A Study on Fund Managers' Investment Decisions

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

   Författare :Thomas Paal; Anton Svensson; [2023]
   Nyckelord :Mutual Funds; Earnings Announcement Premium; Macroeconomic Announcement Premium; Decreasing Exposure; Fund Outflows;

   Sammanfattning : In this paper, we interview fund managers of actively managed Swedish mutual funds to understand how they trade around earnings announcements. Based on an academic paper that we use as the basis for our paper, the authors of the paper find that fund managers on average tend to decrease their exposure to stocks ahead of earnings announcements, even though there is a significantly increased risk-reward and earnings announcement premium to earn ahead of the announcements. LÄS MER

3. 2. Valutarisken inom Stockholmsbörsen - En kvantitativ undersökning av OMXS30-bolagens valutaexponering

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Felix Hult; Mahdi Rahideh; André Rosdahl; [2023]
   Nyckelord :currency exposure; currency risk; hedging; KIX; OMXS30; Business and Economics;

   Sammanfattning : Title: The Foreign Exchange Risk of the Stockholm Stock Exchange, a Quantitative Analysis of the Foreign Exchange Risk Exposure of OMXS30-Firms. Seminar date: 1 June 2023. Course: FEKH89, Bachelor’s Thesis in Corporate Finance. Authors: Felix Hult, Mahdi Rahideh & André Rosdahl. LÄS MER

4. 3. The Swedish Value Premium and Disasters: The Missing Piece of the Puzzle?

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

   Författare :Majed Habash; David Öhlund; [2019]
   Nyckelord :The Value Premium; Disasters; Time-varying Risk;

   Sammanfattning : This paper examines the value premium puzzle in Sweden for the period 2002 - 2016 and attempts to explain the puzzle by accounting for time-varying risk exposure with the inclusion of a proxy for financial disasters risk. The value premium is one of the most persistent financial anomalies and the reasons for its existence have been a hot topic for debate over the past years, with more recent research suggesting that it is a form of compensation for higher exposure to harsh economic downturns, or disasters. LÄS MER

5. 4. Currency Controls' Consequences for Companies

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

   Författare :Lisa Elander; Gabrielle Johansen; [2016]
   Nyckelord :Currency controls; Developing economy; Exchange rate risk; Exposure puzzle; Argentina;

   Sammanfattning : This paper aims to study the implications of the implementation and relaxation of currency controls in Argentina for multinational firms, using a case study on Ericsson Argentina. Firstly, a qualitative analysis is conducted covering the impacts of currency controls for firms with foreign exchange exposure, ways to cope with the restrictions, and implications of the relaxation. LÄS MER

7. 5. Resolving the Exchange Rate Puzzle

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

   Författare :Oskar Rosberg; Erik Graf; [2015]
   Nyckelord :Exchange rate exposure; Switzerland; SIX Swiss Exchange; Currency peg; Firm value;

   Sammanfattning : This paper aims to contribute to the current discussion on the effects of exchange rate exposure on firm value. Particularly, it makes an attempt to resolve the exchange rate puzzle, a phenomenon based on the ambiguous results derived from existing literature. LÄS MER