Sökning: "alexander handelshögskolan stockholm ekonomi"

Visar resultat 1 - 5 av 40 uppsatser innehållade orden alexander handelshögskolan stockholm ekonomi.

1. 1. "Den 25:e smäller det!" Payday Arbitrage in Swedish Consumer Market Behavior

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

   Författare :Marwan Al-Bardaji; Alexander Wikström; [2023]
   Nyckelord :Payday effect; Behavioral household finance; Time preference; Payday arbitrage; Household liquidity;

   Sammanfattning : This thesis investigates the impact of the Swedish salary disbursement schedule on consumer behavior, particularly on the 25th of each month, a notable payday for most employees in Sweden. The study examines whether the anticipation of a monthly salary influences consumer decisions and spending patterns, potentially leading to payday-related arbitrage opportunities in Swedish marketplaces. LÄS MER

3. 2. Credible Engagements or Empty Promises? A Study of Investors' Reactions to Commitment to the Science-Based Target Initiative

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

   Författare :Theodor Minnhagen; Alexander Stenberg; [2023]
   Nyckelord :Sustainability; ESG; Science-Based Targets Initiative; Event Study; Abnormal Returns;

   Sammanfattning : This paper seeks to explore the short-term financial implications of a commitment to the Science-Based Targets Initiative (SBTi), a previously sparsely researched topic in financial literature. By employing an event study methodology, the findings point towards a non-conclusive link between a commitment to the SBTi and abnormal returns around the date of commitment. LÄS MER

4. 3. Exploring the Diversification Benefits of NFT Sectors

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

   Författare :Alexander Ekberg; Albin Wägmark; [2023]
   Nyckelord :Non-Fungible Tokens; NFTs; Diversification; Bayes-Stein; Markowitz;

   Sammanfattning : This study investigates the evolving diversification benefits of adding Non-Fungible Token (NFT) sector indices to a portfolio consisting of traditional assets. Focusing on two investor types with contrasting risk appetites, this research examines the diversification potential before and after the 2020 Bullrun. LÄS MER

5. 4. Do They Know?: A Study of the Impact of PDMR Transactions on Stock Market Returns During the Uncertain Market Conditions of the Covid-19 Pandemic

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

   Författare :Edvard Bruu; Alexander Silwer; [2022]
   Nyckelord :Covid-19; Insider Trading; Nasdaq Stockholm; Uncertainty; PDMR;

   Sammanfattning : This paper examines how equities listed on Nasdaq Stockholm reacted to transaction announcements by persons discharging managerial responsibilities ("PDMRs") during unprecedented market uncertainty. We find that PDMRs transaction announcements generated abnormal returns for purchases but not for sales. LÄS MER

7. 5. Corporate Bond Inventories and Liquidity Risk Pricing

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

   Författare :Omar Aboumaria; Alexander Ekman; [2022]
   Nyckelord :Liquidity risk; Corporate bond; Inventory cycles; Dealer Inventory;

   Sammanfattning : This paper studies the pricing of liquidity risk in the cross section of corporate bonds for the period of October 2004 to December 2020 following the method presented by Lin et al. (2011). Furthermore, it examines the relationship between liquidity pricing and inventory cycles. LÄS MER