Sökning: "efficient-market hypothesis"
Visar resultat 1 - 5 av 454 uppsatser innehållade orden efficient-market hypothesis.
1. The financial performance differences between ESG and Non-ESG Firms in the Nordic Region – A quantitative analysis
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This thesis presents a rigorous empirical analysis on the relationship between financial performance and ESG scores in Nordic firms from 2017 to 2022. The analysis utilizes fixed effects regression methods with cluster-robust standard errors at the company level. LÄS MER
2. ESG and Fund Performance Comparing Funds with Different Strategic Benchmarks
Kandidat-uppsats,Sammanfattning : This thesis aims to identify if there is a positive relationship between ESG and fund performance, and if this relationship is different depending on the strategic benchmark of the funds and how they differ between the given strategic benchmark. Four groups of funds connected to a specific strategic benchmark are divided based on their ESG score into a high ESG score group and low ESG score group. LÄS MER
3. Underpricing and short-term returns - An empirical study on Initial public offerings in the Nordics
Kandidat-uppsats,Sammanfattning : The study examines the effect underpricing has on short-term returns for 291 Initial public offerings in Denmark, Finland, Norway and Sweden. To test for this, two different OLS-regressions have been developed with Buy-and-hold abnormal returns (BHAR) as the dependent variable, and Market-adjusted abnormal returns (MAAR) as the variable of interest, accompanied by a few control variables. LÄS MER
4. Does ESG-score matter to investors? - An EU Taxonomy Perspective
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Since the introduction of the EU Taxonomy, it is still unclear how it affects investors' perception and actions towards high ESG-scoring firms, and whether it effectively promotes sustainable investing. The implications of the EU Taxonomy on finance and the environment are significant and must be addressed. LÄS MER
5. Unveiling the Predictive Power
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : To obtain excessive returns on the stock market, investors should be able to effectively forecast what drives the fluctuations of the stock market. The usage of macroeconomic factors as indicators for stock market performances has been utilized more profoundly in recent times. LÄS MER