Sökning: "excess return"
Visar resultat 1 - 5 av 195 uppsatser innehållade orden excess return.
1. A comparison of sin- and ethical stocks’ performance on the Swedish equity market: with focus on the impact of liquidity, institutional ownership, firm age and equity on the difference in excess returns between sin- and ethical stocks.Master-uppsats, Göteborgs universitet/Graduate School
Sammanfattning : MSc in Accounting and Financial Management.... LÄS MER
2. Testing the Performance of the Capital Asset Pricing Model and the Fama-French Three-Factor Model - A study on the Swedish Stock Market between 2014-2019Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik
Sammanfattning : The returns of potential investments are interesting for every investor. In this thesis we compared two financial models that are often used to predict expected returns of portfolios with different financial instruments. LÄS MER
Sammanfattning : The purpose of the thesis is to investigate whether it is possible to predict future excess returns at the Swedish stock market by observing the insiders' aggregate purchase transactions within the company. The study used two different categories of companies. LÄS MER
- C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : This thesis builds upon the influential paper "The Pre-FOMC Announcement Drift" by Lucca and Moench that was published in the Journal of Finance in 2015. The authors found that the periods leading up to FOMC announcements were accompanied by large excess returns. LÄS MER
5. The influence of real estate price fluctuations on real estate stocks : An analysis of Swedish asset classesKandidat-uppsats, Högskolan i Jönköping/IHH, Nationalekonomi; Högskolan i Jönköping/IHH, Nationalekonomi
Sammanfattning : With background to recent price growth in Swedish real estate and consequently real estate stocks, our aim is to examine the relationship between real estate price development and real estate stock price development. To test our hypothesis, that real estate price development have had an impact on the return of real estate stocks, we built a capital asset pricing model. LÄS MER