Sökning: "Long-run return"

Visar resultat 1 - 5 av 104 uppsatser innehållade orden Long-run return.

1. 1. Spatial Price Equilibrium in the World Natural Gas Market

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

   Författare :Linava Lahoni; Mattias Malmgren; [2023-02-09]
   Nyckelord :;

   Sammanfattning : Characteristic for the world natural gas market is that the markets in different continents are not completely integrated. In some cases, this leads to exceptionally large price differences. There are two reasons for this; first the technical difficulties related to shipping natural gas, second the pricing mechanism of the natural gas market. LÄS MER

3. 2. The granddaddy of underreaction events: Post-earnings announcement drift and information noisiness on the Swedish market

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

   Författare :Sofia Berlin; Gustav Sandelin; [2023]
   Nyckelord :Post-earnings announcement drift; market efficiency; earnings surprises; information noisiness; stock price synchronicity;

   Sammanfattning : This paper aims to answer the question of whether there is an existence of post-earnings announcement drift on the Swedish stock market and to what extent it can be explained by information noisiness. A sample of publicly listed firms on the Swedish stock market from 2002 to 2019 is used and the research design includes four different approaches to estimating earnings surprises which is a crucial step in investigating PEAD. LÄS MER

4. 3. Marknadens reaktion vid avslutade aktieåterköpsprogram

   Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Baltzar Loeper; Camarena Ricardo; [2023]
   Nyckelord :Share Buyback Program; Buy-and-Hold Abnormal Return; Abnormal Return; Market Reaction; Market Capitalization; Market-to-Book ratio; Aktieåterköpsprogram; Buy-and-Hold Abnormal Return; Avvikelseavkastning; Marknadsreaktion; Börsvärde; Market-to-Book kvot;

   Sammanfattning : This paper investigates the long-run market effects of open market share repurchase programs, specifically focusing on the influence of firm size (market capitalization) and market-to-book ratio on long-run abnormal returns. The study utilizes data from financial databases, including Nasdaq Stockholm and Eikon, as well as information from initiation announcements and other publicly available documents provided by firms listed on the Stockholm Stock Exchange from 2015 to 2022. LÄS MER

5. 4. Good investments? An investigation into the shortand long-term returns on the Swedish MTFs.

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :William Berntsson; [2022-06-29]
   Nyckelord :;

   Sammanfattning : Multilateral trading facilities (MTFs) are fairly new and rapidly growing secondary tier stock exchanges. This thesis investigate the short- and long-term stock returns for all companies which have ever listed on a Swedish MTFs. LÄS MER

7. 5. THE G-7 GOVERNMENT BOND MARKETS: A COINTEGRATION STUDY

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :William Fridström; [2022]
   Nyckelord :Cointegration; VECM; Goverment bond market; G-7; Market Integration; Business and Economics;

   Sammanfattning : This thesis examines the long-run relationship among government bond total return indexes for the G-7 nations using weekly observations from 1993 to 2022. Using cointegration and error correction models, this study finds long-run relationships for the G-7 government bond markets as a group and evidence for pairwise cointegration between the US government bond market and many of the other G-7 government bond markets. LÄS MER