Sökning: "event study stock market"

Visar resultat 16 - 20 av 430 uppsatser innehållade orden event study stock market.

1. 16. Credible Engagements or Empty Promises? A Study of Investors' Reactions to Commitment to the Science-Based Target Initiative

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

   Författare :Theodor Minnhagen; Alexander Stenberg; [2023]
   Nyckelord :Sustainability; ESG; Science-Based Targets Initiative; Event Study; Abnormal Returns;

   Sammanfattning : This paper seeks to explore the short-term financial implications of a commitment to the Science-Based Targets Initiative (SBTi), a previously sparsely researched topic in financial literature. By employing an event study methodology, the findings point towards a non-conclusive link between a commitment to the SBTi and abnormal returns around the date of commitment. LÄS MER

3. 17. A Sustainable Pioneer in a House on Fire

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Cindy Tieu; Julia Tran; [2023]
   Nyckelord :Climate finance; ESG scores; Event study; Paris agreement; Swedish stock market; Business and Economics;

   Sammanfattning : This paper examines the impact of the Paris agreement on firms on the Swedish stock market. Additionally, the firms were also categorized into sustainable and unsustainable firms by their Environmental Pillar Score (which is part of the ESG score) in order to investigate performance differences between the two groups. LÄS MER

4. 18. Lockup expiration after IPO : Potentially abnormal returns on the Swedish Stock Exchange?

   Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Timothy Flysjö; Filip Daberius; [2023]
   Nyckelord :Initial Public Offering; IPO; Lockup agreements; Abnormal returns; Lockup length; Private equity; Staggered Lockups; Event Study;

   Sammanfattning : We examine 102 share lockup agreements following IPOs on the Swedish stock market and whether any abnormal returns exist in the days surrounding the expiration of lockup agreements. We also test three potential explanatory variables based on previous research, the length of the lockup agreement, the type of pre-IPO ownership for the firm (if it is backed by private equity or not), and if the lockup has multiple expiration dates (staggered lockup) or only one. LÄS MER

5. 19. Aktiesplit: En kosmetisk åtgärd eller en investeringsstrategi? : En kvntitativ studie om relationen mellan aktiesplit och överavkastning

   Kandidat-uppsats, Högskolan i Borås/Akademin för textil, teknik och ekonomi

   Författare :Mattias Aleksandar Gelevski; Simon Roswall; Oliver Nilsson; [2023]
   Nyckelord :Stocksplit; abnormal return; OMXSPI; event study; the efficient market hypothesis; t-test; ANOVA; Tukey’s HSD; Aktiesplit; överavkastning; OMXSPI; eventstudie; den effektiva marknadshypotesen; t-test; ANOVA; Tukey’s HSD;

   Sammanfattning : Syfte: Syftet med denna studie är att undersöka förhållandet mellan aktiesplit och överavkastning och att fastställa om en enskild investerare kan uppnå en överavkastning genom att investera i aktier noterade på OMXSPI som har genomfört en aktiesplit. Genom en genomgå av tidigare forskning samt genomförande av en egen dataanalys kommer denna studie att undersöka huruvida aktier som har genomfört en aktiesplit genererar en överavkastning jämfört med aktier som inte har genomgått en split. LÄS MER

7. 20. Reactions to Profit Warnings at the Stockholm Stock Exchange

   Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Samuel Hanning; Magne Ottersgård; [2023]
   Nyckelord :Profit Warnings; Cumulative Abnormal Return; Stockholm Stock Exchange; Event Study;

   Sammanfattning : The aim of this study is to examine how profit warnings affect company valuation on companies listed on the Stockholm Stock Exchange and what factors contribute to the valuation effects. Using an event study approach, we compute the cumulative abnormal returns following profit warnings between 2016 and 2022. LÄS MER