Sökning: "average abnormal return"

Visar resultat 1 - 5 av 126 uppsatser innehållade orden average abnormal return.

  1. 1. Value Investing on the 21st Century Swedish Stock Market

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Ibou Traore; Jonathan Findin; [2022]
    Nyckelord :Value investing; Fundamental analysis; Efficient markets; Investment strategy; Information; V P; Fscore; Värdeinvestering; Fundamental analys; Effektiva marknader; Investeringsstrategi; Information; V P; Fscore;

    Sammanfattning : Does value investing work on the 21-st century Swedish stock market? We examine the performances of the FScore strategy (Piotroski 2000), the V/P strategy (Frankel and Lee 1998), and a combination of these (Li and Mohanram 2019) on the Swedish stock market between 2000-2020. We find that they produce significant and substantial average raw returns during the period, much above the total return of a comparable market index. LÄS MER

  2. 2. Marknadens reaktion på annonsering av förvärv hos tillväxtföretag

    Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

    Författare :Caspher Maxnér; David Rimbe; [2022]
    Nyckelord :Event study; Acquisition; Growth companies; Efficient market hypothesis; Hubris hypothesis; Abnormal return.; Händelsestudie; Förvärv; Tillväxtföretag; Effektiva marknadshypotesen; Hybrishypotesen; Abnormal avkastning.;

    Sammanfattning : Denna uppsats undersöker huruvida tillväxtföretag genererar en abnormal avkastning i samband med annonsering av ett förvärv. Studien genomför en händelsestudie där 30 noterade företag på Stockholmsbörsen har blivit utvalda genom olika urvalskriterier, till exempel köpeskilling och typ av företag. LÄS MER

  3. 3. Changes in the Insider Trading Scene During the Covid-19 Pandemic : A Comparative Study of Insider Trading Behaviour Before and During Covid-19

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

    Författare :Enzo Cicak; Philip Ekengren; [2022]
    Nyckelord :Insider trading; Covid-19 Pandemic; Informative trading patterns; Working from home; Insider activity;

    Sammanfattning : This thesis examines if insider traders have performed better during a working from home setting imposed by the Covid-19 pandemic during 2020-2021. Building on previous work from (Cohen, Malloy, & Pomorski, 2012), we identify trades as routine or non-routine. LÄS MER

  4. 4. To Spin Off or Not To Spin Off?

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

    Författare :Henrik Nyberg; Johan Fohlin; [2022]
    Nyckelord :Spin-offs; Corporate Focus; Abnormal Returns; Operating Performance; Sharpe Ratio;

    Sammanfattning : This study investigates the value creation of U.S. spin-offs undertaken between 2010 and 2017 from three perspectives. Firstly, shareholder wealth creation is analyzed through tests on unadjusted abnormal announcement-day returns and unadjusted abnormal long-term returns. LÄS MER

  5. 5. Does size matter? Analysis of stock price reaction to green bonds announcements

    Kandidat-uppsats,

    Författare :Yasmine Ben Rouha; Khaled Khouja; [2021-07-13]
    Nyckelord :Green Bonds; Sustainability; Efficient Market Hypothesis; Signaling Theory; Abnormal Return; Cumulative Abnormal Return; Amount Issued;

    Sammanfattning : The recent large growth in the green bond market has been shown in previous studies to yield abnormal returns as the market value of the stock reacts to the announcement of green bond issuance. This study uses a sample of 90 observations, of which 61 are from the Swedish market and the remaining 29 from the American market. LÄS MER