Sökning: "fama french factor sweden"

Visar resultat 1 - 5 av 27 uppsatser innehållade orden fama french factor sweden.

1. 1. Do ESG investors pay a price for doing good - A matched pair analysis of the Swedish fund market.

   Kandidat-uppsats,

   Författare :Edvin Andersson; Albin Dahlin; Morgan Thisted; [2022-07-11]
   Nyckelord :ESG; sustainability; Sweden; ESG funds; conventional funds; financial performance; matched pair analysis;

   Sammanfattning : In this thesis we examine the financial performance of Swedish mutual equity funds. We look at differences between sustainable, defined as ESG, and conventional funds. The financial performance is examined using the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart’s four-factor model. LÄS MER

3. 2. The ESG-Risk Relationship - A study of the relationship between ESG and firm-specific risk of publicly traded firms in Sweden

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jonathan Bark; Melker Lundberg; [2022]
   Nyckelord :Idiosyncratic Volatility; ESG; Fama-French three-factor model; ESG-risk relationship; Business and Economics;

   Sammanfattning : Non-financial metrics have come to play a larger role in financial markets as years pass, impacting decisions made by businesses, investors and policy makers alike. A significant non-financial metric captured by the term ESG or Environmental, Social and Governance. LÄS MER

4. 3. Does ESG pay off? : A quantitative study of how ESG-scores affect Swedish Large-cap Firms Performance and Stock returns

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Nebil Esmail; Andreas Mattsson; [2022]
   Nyckelord :Firm performance; Stock returns; ESG-scores; Sweden; Large-cap; Stakeholder theory; Shareholder theory; Efficient Market Hypothesis; CAPM; Fama- French Three-Factor Model;

   Sammanfattning : Previous scholars have viewed expenditures on ESG (environmental, social, governance) in two distinct ways. In one way, it has been viewed as wasteful if it does not directly contribute to the business. The other perspective being that by addressing ESG-issues, one can improve businesses by improving society. LÄS MER

5. 4. The Effects of ESG Scores onStock Performance : A study of the risk-adjusted performance on European stocks

   Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Katarina Ovuk; Angelica Grahovac; [2022]
   Nyckelord :ESG; environmental; social; governance; sustainability; abnormal returns; risk-adjusted performance; sustainable investing.;

   Sammanfattning : This thesis aims to examine the relationship between ESG (Environmental, Social and Governance) ratings and the performance of European stocks. The purpose of this study is to examine the existing evidence pertaining to this relationship and the contradictory results that have been offered by previous scholars. LÄS MER

7. 5. Skin in the Game: Should Investors Care About Manager and Board Member Ownership?

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

   Författare :Ludvig Hylander; Johan Åkesson; [2022]
   Nyckelord :Ownership Structure; Stock Price Performance; Insider Ownership; Incentives; Equity Ownership;

   Sammanfattning : In this study, we investigate if companies where corporate insiders (board members and management teams) own a significant share of the company, have a better stock price performance than companies where corporate insiders own little or no shares. We use the Fama-French three-factor model to break down the stock price performance. LÄS MER