Sökning: "Macbeth"

Visar resultat 21 - 25 av 50 uppsatser innehållade ordet Macbeth.

  1. 21. The Predictability of Analyst Coverage on Stock Returns - Empirical Evidence from China's Stock Market

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

    Författare :Zhuoyan Lao; Huaqian Zhu; [2018]
    Nyckelord :Analyst Coverage; Future Stock Return; China s Stock Market;

    Sammanfattning : This paper studies the association between the analyst coverage (both total analyst coverage and abnormal analyst coverage) and future stock returns in Shanghai A-share stock Market over a period of ten years from 2008 to 2017. Our study draws inspiration from the work of Charles M.C. Lee and Eric C. LÄS MER

  3. 22. Development of a Mechanical System to Dynamically Calibrate Pressure Sensors using a Vibrating Liquid Column

    Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för teknikvetenskap och matematik

    Författare :Mugisha Macbeth Ruhweza; [2017]
    Nyckelord :Dynamic calibration; working liquid; pressure sensor; liquid column; Dynamisk kalibrering; arbetsvätska; trycksensor; vätskepelare;

    Sammanfattning : This report describes a simple mechanical system developed for producing dynamic pressures of up to 50 kPa from zero-to-peak and over the frequency range 0-58 Hz. The system is constructed for dynamic calibration of pressure sensors and consists of an open tube, 30 cm in height, mounted vertically on the support plate. LÄS MER

  4. 23. A Study on the Low Volatility Anomaly in the Swedish Stock Exchange Market : Modern Portfolio Theory

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Fysik och elektroteknik

    Författare :George Abo Al Ahad; Denis Gerzic; [2017]
    Nyckelord :Fama and Macbeth; Fama and French; Low Volatility Anomaly; Stock; Market; Portfolio Theory; CAPM; Econometrics; Expected return forecasting;

    Sammanfattning : This study investigates, with a critical approach, if portfolios consisting of high beta stocks yields more than portfolios consisting of low beta stocks in the Swedish stock exchange market. The chosen period is 1999-2016, covering both the DotCom Bubble and the financial crisis of 2008. LÄS MER

  5. 24. Price is What You Pay, Value is What You Get - Dissecting the Quality Anomaly in US Equity Returns

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Filip Düsing; Erik Ivarsson; [2017]
    Nyckelord :Factor Investing; Quality Factor; Quality Screen; Cross Sectional Regression; Conditional Beta Analysis; Selection Bias; Business and Economics;

    Sammanfattning : The purpose of the thesis relates to the Quality anomaly observed in the US equity market, where stocks with Quality characteristics tend to outperform and have higher risk adjusted returns. By dissecting the Quality anomaly, the thesis aims to analyze the drivers of the over performance of Quality and investigate the presence of a systematic Quality premium. LÄS MER

  7. 25. 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