Sökning: "excess returns"
Visar resultat 1 - 5 av 212 uppsatser innehållade orden excess returns.
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
- Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik
Sammanfattning : This thesis investigates whether the Swedish stock market shows signs of weak form efficiency between January 2012 and January 2019. Weekly data is gathered from the OMXSPI and from three indices of different capitalization segments, namely Large cap, Mid cap and Small cap. 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