Sökning: "Fama and French three-factor model"

Visar resultat 21 - 25 av 146 uppsatser innehållade orden Fama and French three-factor model.

1. 21. Does ESG pay off? : A quantitative study of how ESG-scores affect Swedish Large-cap Firms Performance and Stock returns

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Nebil Esmail; Andreas Mattsson; [2022]
   Nyckelord :Firm performance; Stock returns; ESG-scores; Sweden; Large-cap; Stakeholder theory; Shareholder theory; Efficient Market Hypothesis; CAPM; Fama- French Three-Factor Model;

   Sammanfattning : Previous scholars have viewed expenditures on ESG (environmental, social, governance) in two distinct ways. In one way, it has been viewed as wasteful if it does not directly contribute to the business. The other perspective being that by addressing ESG-issues, one can improve businesses by improving society. LÄS MER

3. 22. A New Value Premium : Value Creation in the Swedish stock market

   Kandidat-uppsats, Stockholms universitet/Företagsekonomiska institutionen

   Författare :Lemar Jalili; Samuel Höög; Simon Blank; [2022]
   Nyckelord :ROIC; WACC; ROIC-WACC Spread; Fama and French three-factor model; Asset-pricing models; Value Premium; Factor models; Value creation.;

   Sammanfattning : Value creation in any stock market is a highly discussed topic with an abundant amount of generalized models aiming to predict future returns. Although no such tool exists yet there are, however, acknowledged models from peer-reviewed journals that have received a lot of attention over the years in examining company performance. LÄS MER

4. 23. Skin in the Game: Should Investors Care About Manager and Board Member Ownership?

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

   Författare :Ludvig Hylander; Johan Åkesson; [2022]
   Nyckelord :Ownership Structure; Stock Price Performance; Insider Ownership; Incentives; Equity Ownership;

   Sammanfattning : In this study, we investigate if companies where corporate insiders (board members and management teams) own a significant share of the company, have a better stock price performance than companies where corporate insiders own little or no shares. We use the Fama-French three-factor model to break down the stock price performance. LÄS MER

5. 24. The relationship between sustainability and financial performance : An empirical study of Swedish equity funds

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Erik Karlsson; Johan Grundberg; [2022]
   Nyckelord :sustainability; financial performance; msr;

   Sammanfattning : The general relationship between sustainability and financial performance has been well examined, and there doesn't seem to be any general significant tradeoff between the two. However, the results are mixed and the many ways of defining both sustainability and financial performance has provided room for different interpretations and methodologies. LÄS MER

7. 25. EMPIRICAL ANALYSIS OF FACTORS AFFECTING THE EXPECTED RATE OF RETURN FOR ALL-ELECTRIC-VEHICLE MAKERS : USING REGRESSION ANALYSIS TO TEST THE SIGNIFICANCE OF THE CAPM AND FAMA FRENCH FACTORS ON THE CALCULATION OF THE EXPECTED RATE OF RETURN FOR 9 OF THE BIGGEST ALL-ELECTRIC VEHICLE MAKERS.

   Magister-uppsats, Blekinge Tekniska Högskola

   Författare :Dimitrios Felekidis; Sylwia Buczek; [2022]
   Nyckelord :Electric vehicles; All-electric vehicles; Expected return rate; Fama French Three-Factor Model; Fama French Five-Factor Model; CAPM model; Stock;

   Sammanfattning : The All-Electric Vehicle (AEV) industry development has intensified and is connected to governmentefforts to minimize greenhouse gas emissions and encourage people to buy electric vehicles. This hasled to all the lights turning on newly established all-electric vehicle makers and some older players. LÄS MER