Sökning: "cumulative average abnormal return"

Visar resultat 6 - 10 av 58 uppsatser innehållade orden cumulative average abnormal return.

  1. 6. Spin-off Impact on Shareholder Wealth: A worldwide study on market reactions to spin-off announcements

    Kandidat-uppsats,

    Författare :Susanna Hellström; Arvid Landmark; [2020-07-01]
    Nyckelord :Corporate restructuring; Divestiture; Spin-off; Average cumulative abnormal return; Diversification; Information asymmetry;

    Sammanfattning : This thesis investigate the spin-off wealth effect and its determinant factors for spin-offs announced in the period 2000-2019. The sample is distributed over three regions; Europe, Asia-Pacific, and the US, with 103, 248 and 164 sample transactions, respectively. LÄS MER

  3. 7. SWEDISH BIDDER´S PERFORMANCE FROM TAKEOVERS - A quantitative event study comparing domestic and cross-border targets

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Henrik Molin; Filip Engelholm; [2020-07-01]
    Nyckelord :Swedish takeover market Cross-border acquisition Bidder´s return;

    Sammanfattning : We examine Swedish bidder’s shareholder return on a takeover announcement based on a short-period event study. Further, the bidder return is examined based on whether the target is domestic or cross-border. LÄS MER

  4. 8. The Effects of Monetary Adjustment on the Swedish Stock Market : An Event Study Analyzing the Effects of Monetary Changes in the Repo Rate Set by The Swedish Central Bank on the Stock Market.

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Maja Blomberg; Lukas Forell; [2020]
    Nyckelord :Swedish central bank; Riksbanken; Repo Rate; Swedish Stock Market; Real Estate sector; Bank sector; Event study; Average Abnormal Return and Cumulative Average Abnormal Return;

    Sammanfattning : Between the years 2007 and 2019 Riksbanken, the Swedish central bank, have changed the repo rate 75 different times. This thesis will answer if these changes have an effect on the Swedish stock market for two specific sectors, the bank- and the real estate sector. LÄS MER

  5. 9. Politics, Artificial Intelligence, Twitter and Stock Return : An Interdisciplinary Test for Stock Price Prediction Based on Political Tweets

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Reamflar Elvio Estebano Troeman; Lisa Fischer; [2020]
    Nyckelord :Stock Price Prediction; Politics; Efficient Market Hypothesis; Twitter; Artificial Intelligence; Sentiment Analysis; Event Study;

    Sammanfattning : As the world is gravitating toward an information economy, it has become more and more critical for an investor to understand the impact of data and information. One of the sources of data that can be converted into information are texts from microblogging platforms, such as Twitter. LÄS MER

  7. 10. Sambandet mellan aktiekurseroch hållbarhetsprestation : En eventstudie om Dow Jones Sustainability Index Europe

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Alma Ahlrik; Hertha Kamras; [2020]
    Nyckelord :ESG; Dow Jones Sustainability Index DJSI ; sustainable performance; financial performance; sustainability; ESG; Dow Jones Sustainability Index DJSI ; hållbarhetsprestation; finansiell prestation; hållbarhet;

    Sammanfattning : Denna studie undersöker indexinkluderingar och indexexkluderingars påverkan på europeiska företags aktiekurser genom att studera bolag som inkluderats i eller exkluderats ur hållbarhetsindexet Dow Jones Sustainability Index Europe under perioden 2017–2019. Vidare undersöks även specifikt svenska bolag som inkluderats, exkluderats eller bibehållit sin plats i indexet under samma tidsperiod. LÄS MER