Sökning: "Nordic equity markets"

Visar resultat 1 - 5 av 51 uppsatser innehållade orden Nordic equity markets.

1. 1. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II

   Kandidat-uppsats,

   Författare :Carl Wallquist; Endrit Zymeri; [2023-07-03]
   Nyckelord :Stock recommendations; analyst performance; portfolio construction; rebalancing; regulation MiFID II; trading strategies;

   Sammanfattning : This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on the consensus recommendation for each covered company over four years. LÄS MER

3. 2. Turning with the tide

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

   Författare :Evelina Olsson; Carl Rex; [2023]
   Nyckelord :Herd Behaviour; Nordic capital markets; Equity return dispersion; Investor sentiment;

   Sammanfattning : This paper explores the presence of herding behaviour in the Nordic stock markets, i.e. the tendency of investors to mimic each other and follow the herd whilst disregarding their own beliefs and abilities to make rational investment decisions. LÄS MER

4. 3. Equity Greenium in the Nordic Markets

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

   Författare :Hui Li; Yanxu Chen; [2023]
   Nyckelord :Sustainable investing; ESG; Climate change; Equity premium;

   Sammanfattning : This study investigates the performance of green and brown stocks in the Nordic market, examining whether high realised returns correspond to high expected returns. Using a brown-minus-green portfolio from Nordic stock data, the findings reveal that brown stocks outperformed green stocks during the sample period from 2012 to 2022, with a cumulative return difference of 18. LÄS MER

5. 4. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics

   Kandidat-uppsats,

   Författare :Olle Fröling; Olle Wingstrand; [2022-06-29]
   Nyckelord :Equity Mutual Funds; Decreasing Returns to Scale; Alpha; Fund Skill; Fama-French Five-Factor Model; Nordic Equity Funds; Asian Equity Funds; Fixed Effects;

   Sammanfattning : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). LÄS MER

7. 5. The Impact of COVID-19 on Public Capital Markets - Empirical Evidence from the Nordics

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

   Författare :Yishu Liu; Mashiat Nawal Chowdhury; [2022]
   Nyckelord :COVID-19; Capital market; Nordics; Bond spread;

   Sammanfattning : How did the COVID-19 pandemic affect firms' ability to raise capital? This paper explores how non-financial Nordic firms raised capital from public debt and equity markets during the pandemic. We find that (1) the bond market experiences turbulence during the outbreak period; (2) being a rated bond issuer is only important for access during the outbreak period; (3) factors that determine bond spreads during the normal period do not change fundamentally during the COVID-19 period; (4) the equity market is an important source of capital throughout the COVID-19 period in terms of both IPOs and secondary issues. LÄS MER