Sökning: "event study rating"

Visar resultat 1 - 5 av 44 uppsatser innehållade orden event study rating.

  1. 1. Orsakar kreditbetygshändelser onormal avkastning? : En kvantitativ studie om Moody's kreditbetyg av bolag på OMXS Large och Mid Cap

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Emelie Axelsson; Max-Gordon Sundquist; [2023]
    Nyckelord :Credit rating actions; Moody s; Abnormal returns; Event study; Efficient market hypothesis; Kreditbetygshändelser; Moody s; Onormal avkastning; Eventstudie; Effektiva marknadshypotesen;

    Sammanfattning : Bakgrund: Ett osäkert världsläge har lett till högre räntenivåer och många svenska företag hotas med sänkta kreditbetyg. Tidigare forskning har kunnat påvisa att företags aktiekurser påverkas signifikant av kreditbetygsförändringar. LÄS MER

  3. 2. Natural Hazards Impact on Real Estate Value : A Semi - Quantitative Risk Assessment of the Climatic Impact on Commercial Buildings in Milan, Italy

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Agnes Karlsson; Robin Claesson; [2022]
    Nyckelord :Natural Hazards; Real Estate Value; Climate Risk; Vulnerability; Extremväder; Fastighetsvärde; Klimatrisk; Sårbarhet;

    Sammanfattning : In the light of the increased frequency of natural hazards in Europe alongside the high impact a hazardous event has on real estate value, real estate owners need to manage and strengthen assets within their entire portfolio to increase resilience and minimize the vulnerability to future negative impact. Further, a research gap exists in how to incorporate climate variables with real estate specifics which makes it challenging for property managers and other stakeholders to interpret the climatic impact on a particular asset. LÄS MER

  4. 3. Improving stream flow estimation in a montane rainforest stream in Costa Rica : The impact of adding a high flow estimation

    Master-uppsats, KTH/Hållbar utveckling, miljövetenskap och teknik

    Författare :Martin Dahlin; [2022]
    Nyckelord :Streamflow information; Manning s estimation; rating curve; hydrographs; Vattenföring; avbördningskurva; hydrograf; Mannings ekvation;

    Sammanfattning : A key piece of information necessary for water management is accurate streamflow information. However, the available data and resources for gathering information vary around the world. LÄS MER

  5. 4. Does it pay to score high on ESG: An event study on the Swedish Stock Market

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

    Författare :Gauri Aggarwal; Liliana Barbaneagra; [2022]
    Nyckelord :Stock market performance; ESG rating; Sweden; COVID-19; Russia-Ukraine War;

    Sammanfattning : Using daily stock returns of publicly traded Swedish companies, this paper aims to evaluate the difference in return performance between high-rated and low-rated ESG stocks in light of two events - COVID-19 and the Russia-Ukraine War. The overall study is conducted using an event study analysis, wherein the Carhart 4-Factor Model is employed to predict expected returns throughout the event window. LÄS MER

  7. 5. The Effect of Credit Rating Announcements on the GICS Market Sectors

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Karl Rohlén; Tobias Rosén; [2021-06-30]
    Nyckelord :Abnormal returns; Rating Announcements; Credit Rating Changes; Credit Outlooks; Credit Reviews; Standard Poor’s; Moody’s;

    Sammanfattning : The purpose of this paper is to test the effect on the GICS sectors stock returns found on the S&P 500 from credit rating announcements provided by Standard & Poor’s and Moody’s through an event study spanning from 2000 to 2019. We find that the GICS sectors exhibit different effects in stock returns, where the magnitude depends on the rating announcement. LÄS MER