Sökning: "efficient-market hypothesis"

Visar resultat 6 - 10 av 454 uppsatser innehållade orden efficient-market hypothesis.

  1. 6. Is Bitcoin a Safe Haven?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :William Stockfors; [2023]
    Nyckelord :Cointegration Bitcoin S P 500 Safe Haven; Business and Economics;

    Sammanfattning : The objective of this bachelor thesis is to assess the safe haven property of Bitcoin by conducting an augmented Dickey-Fuller test and Engle and Granger cointegration test with price data from the COVID-19 crash. The analysis revealed a cointegration relationship between Bitcoin and the S&P 500, indicating a long-run equilibrium between the two and thus providing evidence against the safe haven property. LÄS MER

  3. 7. At the Sustainable Finance Frontier - Sustainability-Linked Bonds: Targets, Sustainability Profiles and Yield Spreads

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Mikko Ala-Porkkunen; Rasmus Roth; [2023]
    Nyckelord :Sustainability-Linked Bonds; Yield Spreads; Sustainability Performance Target; Corporate Social Responsibility; Efficient Market Hypothesis; Business and Economics;

    Sammanfattning : Purpose: To investigate whether the ambitiousness of sustainability performance target and/or issuer sustainability profile have an influence on Sustainability-Linked Bond (SLB) yield spreads. Methodology: The utilized econometric approach is OLS regressions on a cross-sectional data. LÄS MER

  4. 8. Market reaction to Basel III : An event study on the stock market reaction to the announcement by the Basel Committee on Banking Supervision on December 7th, 2017

    Magister-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :David Kinch Palvig; Anton Östlund Wessberg; [2023]
    Nyckelord :Banks; Basel III; Capital regulation; Efficient Market Hypothesis; Event study; Financial leverage; Stock markets;

    Sammanfattning : This paper investigates the impact of Basel III on the valuation of banks in the EEA through an event study of the stock market. It contributes to academic literature by enhancing the study by Bruno, Onali & Schaeck (2018) with another event date after the conclusion of their study. LÄS MER

  5. 9. Are ESG-ratings related to financial strength? : A panel data analysis of Swedish publicly traded firms

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Vendela Sandström; William Jörding; [2023]
    Nyckelord :ESG; financial strength; Piotroski F-score; Altman´s Z-Score;

    Sammanfattning : In a world facing environmental destruction and social injustices, corporations are called upon to act more sustainably. There has been an upswing in demand for green investments in the last decades, a trend further facilitated by the covid-19 pandemic. LÄS MER

  7. 10. Does the Fee Affect the Performance of Real Estate Funds? : An Explanatory Study on the Swedish, Norwegian, Finnish Market

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Nellie Rönnqvist; Oskar Vigren; [2023]
    Nyckelord :Mutual funds; Real estate funds; Annual fee; Risk-adjusted return; Real estate market; Investors; Performance; Diversification; Savings; Efficient Market Hypothesis; Relationship; Motive; Sweden; Norway; Finland;

    Sammanfattning : Over the past decades, investing and saving in mutual funds has become a popular alternativefor generating returns. Interest continues to grow and is widespread among different types ofinvestors, ranging from small-scale savers to professional investors, as well as differentgeographic markets. LÄS MER