Sökning: "announcement days"

Visar resultat 1 - 5 av 83 uppsatser innehållade orden announcement days.

  1. 1. Företagsförvärv och aktielikviditet : En eventstudie av huruvidaföretagsförvärv påverkar aktielikviditeten

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Emelie Magnusson; Nilsson Lucas; [2023]
    Nyckelord :Finansiering; Noterade företag; Företagsförvärv; Aktielikviditet; Marknad;

    Sammanfattning : This paper aims to examine if M&A affects the buying company’s stock liquidity days around the announcement. The study’s population consists of M&A transactions made on the Swedish markets OMXSPI and NASDAQ First North between 2010 and 2021. 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. Reactions to Profit Warnings at the Stockholm Stock Exchange

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Samuel Hanning; Magne Ottersgård; [2023]
    Nyckelord :Profit Warnings; Cumulative Abnormal Return; Stockholm Stock Exchange; Event Study;

    Sammanfattning : The aim of this study is to examine how profit warnings affect company valuation on companies listed on the Stockholm Stock Exchange and what factors contribute to the valuation effects. Using an event study approach, we compute the cumulative abnormal returns following profit warnings between 2016 and 2022. LÄS MER

  5. 4. Post Earnings Announcement Drift in the Stockholm Stock Exchange : How pronounced is PEAD on beta, traded volume and sector allocation?

    Master-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Författare :Ramon Nino; Paula Sander Pettersson; [2023]
    Nyckelord :PEAD; Post Earnings Announcement Drift; Anomalies; Efficient Market Hypothesis; Earnings announcements; beta; volume; sector; price;

    Sammanfattning : Post Earnings Announcement Drift (PEAD) is a market anomaly that challenge the “Efficient Market Hypothesis” (EMH). It was first discovered in 1968 by Ball and Brown. When firms on the stock market have their earnings announcement the stock price will be affected and tend to drift up or down in price for days, weeks or months. LÄS MER

  7. 5. To Merge or Not to Merge: The Shareholder Perspective on M&As

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustaf Sandelin; Serge Terzian; [2023]
    Nyckelord :Mergers and acquisitions; determinants of value creation; event studies; European manufacturing industry.; Business and Economics;

    Sammanfattning : This study examines if abnormal return occurs in conjunction with merger announcements in the short-term and compares it with the compounded one-year buy-and-hold abnormal return in the long-interval for European manufacturing firms. In the final sample, the short-term study consisted of 209 firms, while the long-term incorporated 207, both during a sample period of 20 years. LÄS MER