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Visar resultat 1 - 5 av 11 uppsatser som matchar ovanstående sökkriterier.

1. 1. Industry Effects on Stock Price Crash Risk: Quantifying Industry Effects and the Effect of Structural Industry Characteristics

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

   Författare :Indra Berlin; Tuva Broström; [2023]
   Nyckelord :Stock Price Crash Risk; Industry Level Effects; Industry Concentration; Industry Growth Rate; Industry Profitability;

   Sammanfattning : This paper empirically investigates the determinants of stock price crash risk at the industry level. Prior research has largely focused on firm-level and macro-level factors that impact stock price crash risk, with little attention being drawn to inter-industry differences. LÄS MER

3. 2. An Efficient Market Study of European CDS and Equity Markets

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Fredric Wållberg; Leo Lundberg; [2022]
   Nyckelord :Efficient Market Theory; Financial Crash; Price Discovery Process; CDS;

   Sammanfattning : This thesis investigates the price discovery process between the stock and the credit default swap market (CDS). We link the financial theory of efficient markets and the underlying models and conditions involved in CDSs, the stock market and financial crashes. LÄS MER

4. 3. Enhanced Risk-Adjusted Returns Through Momentum Adaptations - Analysis on Momentum Strategies in the Nordic Stock Market

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Felix Nilsson; Bastiaan Picone; [2021-06-30]
   Nyckelord :Momentum Strategies; Momentum; Price Momentum; Idiosyncratic Momentum; Alpha Momentum; Momentum Adaptations; Constant-Volatility Scaling; Momentum Crash; Nordic Momentum; Volatility; Anomaly; Stock Returns;

   Sammanfattning : Momentum strategies where one buys past winners and sells past losers are one of the most persistent stock market anomalies, showcasing abnormal returns across different markets, asset classes and time periods. Nevertheless, price momentum has been shown by the financial literature to possess considerable hazards, such as high volatility and crash risks. LÄS MER

5. 4. ESG påverkan på noterade svenska bolags aktievärde : En kvantitativ studie under 2019 och ett turbulent 2020

   Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

   Författare :Marcus Hammarlund; Carl Stenkvist; [2021]
   Nyckelord :ESG; ESG rating; Stock price; Return; Risk; Risk-adjusted return; Performance measures; Sharpe ratio; Jensen’s Alpha; Treynor ratio; Stock market; ESG; ESG-betyg; Aktievärde; Avkastning; Risk; Riskjusterad avkastning; Prestationsmått; Sharpekvot; Jensens Alfa; Treynorkvot; Aktiemarknaden;

   Sammanfattning : Bakgrund: Aktiemarknaden har aldrig haft en lägre ingångströskel där internetbaserade plattformar för investeringar har ökat tillgängligheten för både privata och institutionella investerare. Den höga aktiviteten på marknaden, i samspel med diverse finanskriser de senaste decennierna, har inneburit högre volatilitet på marknaden. LÄS MER

7. 5. The Relationship Between CSR and Stock Price Crash Risk and the Impact of Mandatory Sustainability Disclosure Regulation - A Study on Listed Nordic Companies

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

   Författare :Andi Kullashi; Oscar Franzén Ehrlich; [2020]
   Nyckelord :Corporate Social Responsibility; Stock Price Crash Risk; Mandatory Sustainability Disclosure; Accounting Transparency;

   Sammanfattning : This study examines the association between corporate social responsibility (CSR) and stock price crash risk in listed Nordic companies using data from 2014-2019, and if mandatory sustainability disclosure regulation has an impact on this association in Sweden and Finland. A CSR based model explaining stock price crash risk is employed to test the aforementioned. LÄS MER