Sökning: "Nordic equity markets"

Visar resultat 16 - 20 av 36 uppsatser innehållade orden Nordic equity markets.

  1. 16. Oil price effect on Nordic equity market indices

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

    Författare :Linus Hedberg; Carl Wedefelt; [2016-01-27]
    Nyckelord :Return predictability; Oil prices changes; Market Efficiency; Industry-level returns;

    Sammanfattning : This paper empirically investigates the oil price predictability effect documented by Fan and Jahan-Parvar (2012) in the Nordic stock markets at industry-level returns. Using the percentage changes in oil spot prices as a predictor we find that oil price predictability is evident in a relatively small part of the studied industries. LÄS MER

  2. 17. Mispricing in Financial Turbulence, A study of mispricing in public Nordic real estate companies in the 21st century

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

    Författare :Emil Christoffersson; Gustaf Engellau; [2015]
    Nyckelord :Real Estate; Mispricing; Fundamental Valuation; Value Relevance; PVED;

    Sammanfattning : By using the present value of expected dividends model, reversed engineering and the market capitalizations of 14 public Nordic real estate companies between the years 2000-2009, the study examines the reasonableness of the implied return on equity in steady state. The results show that following the stock crash of 2000 the level of implied return on equity in steady state is below reasonable levels, whereas the period leading up to the financial crisis displays levels above historical precedents. LÄS MER

  3. 18. The long-run performance of new listings on the Nordic stock markets: IPOs, Spin-offs and Carve-outs

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

    Författare :Tim Gisslen; Erik Raig; [2015]
    Nyckelord :Nordic IPOs; spin-offs; carve-outs; long-run abnormal returns;

    Sammanfattning : This paper studies the long-run performance of new listings on the Nordic stock markets from January 1996 to April 2014 by analyzing a sample of 203 non-sponsored IPOs, 100 private equity-backed IPOs, 60 spin-offs and 30 carve-outs. First, we investigate the median buy-and-hold abnormal returns associated with the different listing groups. LÄS MER

  4. 19. Den Potentiella Risken med Riskkapital - En studie av riskkapitalbolagens intåg i djursjukvården och de potentiella effekterna detta får på djurförsäkringsmarknaden

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Nationalekonomi

    Författare :Stella Liljeström; Sandra Johansson; [2015]
    Nyckelord :Den Potentiella Risken med Riskkapital;

    Sammanfattning : Fram till 2011 dominerades den svenska djursjukvården av ett fåtal djursjukhus samt ett större antal små och medelstora ägarledda kliniker. Sedan dess har mycket förändrats. Under 2011 och 2012 skedde ett antal sammanslagningar av kliniker samt djursjukhus som resulterade i två stora bolag, Anicura och Evidensia. LÄS MER

  5. 20. The Relative Performance of Conditional Volatility Models - An Empirical Evaluation on the Nordic Equity Markets

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Kristoffer Blomqvist; [2014]
    Nyckelord :Volatility components; forecasting; long-run volatility effects; explanatory power; conditional volatility; Business and Economics;

    Sammanfattning : By regressing volatility series of equity returns on macroeconomic variables using data from the Nordic countries, three conditional volatility models are evaluated on their ability to capture effects of long-run volatility shocks. In addition, the same models' short-run forecasting performance is tested by employing a rolling window approach. LÄS MER