Sökning: "Monthly Abnormal Return"

Visar resultat 1 - 5 av 18 uppsatser innehållade orden Monthly Abnormal Return.

  1. 1. Stockholm Stock Exchange and Environmental Rating – A Multifactor Analysis

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Carl Helldén; Julia Lamers; [2022-06-29]
    Nyckelord :ESG; Environmental; asset pricing models; screening strategies;

    Sammanfattning : 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

  3. 2. Patience, a New Variable in the IPO-Puzzle? : A quantitative study on whether an early IPO negatively affects aftermarket performance

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Viktor Hansson; Viktor Renström; [2022]
    Nyckelord :Initial Public Offering; Sweden; Aftermarket Performance; BHAR; Monthly Abnormal Return; Private Equity; Long-run Event Study;

    Sammanfattning : The Swedish market has over the past couple of years seen a large increase in companies going public through an IPO. At the same time the capital on the private equity market is increasing for each year which enables companies to stay private longer. Our research focuses on two main areas. LÄS MER

  4. 3. The ROIC Over WACC Measurement

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

    Författare :Adam Sten; Ragnar Turesson; [2021]
    Nyckelord :ROIC; WACC; Portfolios; Efficient Market Hypothesis; stock returns;

    Sammanfattning : McKinsey and Koller et al. (2020) argue that value creation in a company stems from earning a Return on Invested Capital (ROIC) above the Weighted Average Cost of Capital (WACC). This study investigates whether a high ROIC minus WACC measurement is associated with abnormal returns on the OMX Stockholm Large Cap. LÄS MER

  5. 4. Technical analysis

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Alexander Liljenberg; Jesper Linné; Max Vahlgren; [2020]
    Nyckelord :Effective Market Hypothesis; Technical Analysis; Ichimoku Cloud; Month Shift Effect; OMXS30.; Business and Economics;

    Sammanfattning : Abstract Thesis title: Technical analysis - An index-based study of Ichimoku Cloud on the Swedish index OMXS30 Seminar date: 2020-06-01 Subject / Course: FEKH89, Business Administration: Bachelor's degree in finance (15 HP). Author: Alexander Liljenberg, Jesper Linné and Max Vahlgren Supervisor: Göran Andersson Five Keywords: Effective Market Hypothesis, Technical Analysis, Ichimoku Cloud, Month Shift Effect, OMXS30 Objective: The purpose of this study is to test the hypothesis of the effective market in its weakest form with the technical indicator Ichimoku Cloud. LÄS MER

  7. 5. Exploiting Discounts: Evidence from Swedish Investment Companies

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Andreas Flodström; Martin Rosström Ejnar; [2020]
    Nyckelord :investment companies; closed-end funds; discounts; abnormal return; market efficiency; anomaly;

    Sammanfattning : This study examines the relationship between discounts on Swedish closed-end investment companies and abnormal return. By sorting Swedish investment companies by the size of their discounts, we create monthly portfolios over a period of 15 years and construct a hedge-portfolio which generate an annualised abnormal return of 9.99%. LÄS MER