Sökning: "Investment Horizon"

Visar resultat 31 - 35 av 78 uppsatser innehållade orden Investment Horizon.

  1. 31. Hur maximerar man abnormal avkastning på den svenska IPO-marknaden? : En studie om underprissättning och aktiekursutveckling gällande svenska börsnoteringar

    Magister-uppsats, Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Carl Wilhelm Edstroem; David Svensson; [2018]
    Nyckelord :IPO; underpricing; abnormal return; IPO; underprissättning; abnormal avkastning;

    Sammanfattning : Background and problem: Underpricing has been examined and determined on multiplefinancial markets around the world, but there is no consensus concerning what exactlydrives it. The phenomenon creates possibilities to identify attractive investment strategiesthat may generate abnormal returns. LÄS MER

  3. 32. How accuracy of time-series prediction for cryptocurrency pricing is affected by the sampling period

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Gustav Segerstedt; Theodor Uhmeier; [2018]
    Nyckelord :;

    Sammanfattning : Cryptocurrencies and their pertaining market currently succeeds $300billion and has had an all time high surpassing $850 billion. Being able to predict market movements and future valuations for a cryptocurrency would be an invaluable and very profitable tool for designing successful investment strategies. LÄS MER

  4. 33. Investing on the risk of company bankruptcy

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Jan Wocalewski; Simon Bergman; [2017]
    Nyckelord :Skogsvik 1990 s pfail; Distress risk anomaly; CAPM; Portfolio analysis; Cross sectional regressions;

    Sammanfattning : We investigate the risk-return relationship between bankruptcy risk, measured by Skogsvik (1990)'s probability of firm failure ("pfail"), and stock returns on a refined stock sample on Stockholmsbörsen between 2002 and 2017. Using portfolio analysis and cross sectional regressions inspired by Fama-MacBeth (1973), we find lacking evidence to support a distress risk premium. LÄS MER

  5. 34. Systemic Risk in the Insurance Sector under Solvency II: An Analysis of the Pro-Cyclicality Channel

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Anne Beck; [2017]
    Nyckelord :Cyclicality; Investment Behavior; Financial Stability; Insurance regulation;

    Sammanfattning : This thesis studies the effect of a change in the regulatory environment on the cyclicality of insurers' investment behavior. Given their large amount of asset holdings, insurers have the potential to reinforce or dampen market and asset price movements. LÄS MER

  7. 35. Cornerstone Investors on the Swedish IPO Market – Salvation or Damnation?

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Jonathan Engman; Markus Leveen Pehrson; [2017]
    Nyckelord :Business and Economics;

    Sammanfattning : Title: The effect of cornerstone investors on the Swedish IPO market - An event study on underpricing, aftermarket performance and effects of cornerstone investors Seminar date: 2017-05-29 Course: BUSN79: Degree Project in Accounting and Finance: Corporate Financial Management, Master level, 15 ECTS Authors: Jonathan Engman & Markus Levéen Pehrson Supervisor: Maria Gårdängen Purpose: The primary goal of this paper is to investigate cornerstone investor effect on underpricing and aftermarket performance in Swedish IPOs. By collecting an original and meticulous data set, the study examines underpricing, measured as first day returns, and aftermarket performance, measured in abnormal returns, one week to six months’ post-IPO. LÄS MER