Sökning: "average abnormal return"

Visar resultat 11 - 15 av 142 uppsatser innehållade orden average abnormal return.

  1. 11. 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

  3. 12. 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

  4. 13. How the Stock Market Rewards Green Bond Issuers : A Comparison of the Issuers’ Environmental Profiles

    Magister-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Eric Rahmberg; Zakrisson Jesper; [2022]
    Nyckelord :Green bonds; Event study; ESG; Europe; Sustainability; Abnormal Return;

    Sammanfattning : As global warming is becoming a bigger problem, sustainable investments and the issuance of green bonds have increased. In this article, we study the announcement returns of green bond issuers based on the environmental firm effort and the environmental appearance of the sector to see how the European market reacts to different types of issuers. LÄS MER

  5. 14. Konsekverna av spinoffs : En kvantitativ studie om avkastning och investeringsstrategier

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Patrick Lisumbu; Alex Rönning; [2022]
    Nyckelord :spinoffs; stocks; diversification; avknoppningar; avkastning; aktier; diversifiering;

    Sammanfattning : The purpose of the event study is to analyze the returns in Swedish listed companies that have carried out spinoffs between the period 2006 - 2021. This is done by measuring share price development. The method is observation. LÄS MER

  7. 15. Value Creation in (Serial) Acquisitions - The Nordic Evidence

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Axel Gustavsson; Carl Möllerström; [2022]
    Nyckelord :M A; serial acquirers; agency problems; value creation; Business and Economics;

    Sammanfattning : Evidence of value creation for acquiring companies is revealed by a Nordic sample of acquisitions. The sample of 171 acquisitions, involving 130 acquirers, allows for investigating the performance of companies making several acquisitions. LÄS MER