Sökning: "Fama French Three Factor model"
Visar resultat 11 - 15 av 160 uppsatser innehållade orden Fama French Three Factor model.
11. How Do Unexpected Changes in Interest Rates Explain the Variation of Excess Return: Testing an Extended Fama–French Five-Factor Model on the Swedish Stock Market
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : In the realm of asset pricing models, the Fama-French five-factor model has become a foundational framework for explaining the variation of excess stock returns. However, as financial markets continue to evolve, there arises a need to explore potential extensions to capture additional sources of risk and return. LÄS MER
12. Does purchased goodwill create shareholder value?
C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : In this paper we examine the relationship between the purchased goodwill proportion (PGP) and the long-term stock performance of US acquirers and how this relationship is moderated by industry classification. Our final sample consists of 676 M&As in the period 2007-2017. LÄS MER
13. Do ESG investors pay a price for doing good - A matched pair analysis of the Swedish fund market.
Kandidat-uppsats,Sammanfattning : In this thesis we examine the financial performance of Swedish mutual equity funds. We look at differences between sustainable, defined as ESG, and conventional funds. The financial performance is examined using the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart’s four-factor model. LÄS MER
14. Stockholm Stock Exchange and Environmental Rating – A Multifactor Analysis
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : The thesis investigates if investors can generate positive abnormal performance by investing in Environmental high-rated stocks on the Stockholm stock exchange based on three screening strategies; positive, negative and best-in-class for value-weighted, long-only and long-short portfolios. The sample is between 2010-2020, using CAPM, Fama-French three factor model and Carhart four factor model. LÄS MER
15. Sol, vind och vatten, höga avkastningar och miljökrav : En undersökning om hur Refinitivs Environmental Pillar betyg påverkar aktiens avkastning
Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionenSammanfattning : Det finns ett ökat fokus på hållbarhet på grund av miljömässiga utmaningar vi som global gemenskap ställs inför, såsom klimatuppvärmning. Det har dock funnits en brist på ekonomiska incitament att åtgärda detta. LÄS MER