Sökning: "fama"

Visar resultat 21 - 25 av 410 uppsatser innehållade ordet fama.

  1. 21. Revisiting the Idiosyncratic Volatility Puzzle and MAX Effect in European Equity Markets

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

    Författare :David Böckling; Jurgis Druktenis; [2023]
    Nyckelord :Idiosyncratic volatility; Fama-French three-factor model; MAX effect; European equity markets; Asset pricing anomalies;

    Sammanfattning : In light of traditional financial theory's argument that firm-specific risk should not impact future returns, the findings of the Idiosyncratic Volatility (IVOL) puzzle, as well as the Maximum Daily Returns (MAX) effect, have sparked a vibrant academic debate. Using data from January, 1993, to December, 2022, this paper presents European aggregate and country-level evidence at the intersection between the two asset pricing anomalies. LÄS MER

  3. 22. Economic Policy Uncertainty and Stock Market Performance: The Role of CSR

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Albin Hammarberg; Victor Möller; [2023]
    Nyckelord :Economic Policy Uncertainty; Corporate Social Responsibility; Capital Asset Pricing Model; Fama French Three Factor Model; Stock Market Returns;

    Sammanfattning : This research study aims to examine the association between economic policy uncertainty (EPU) and stock market performance, and to investigate whether corporate social responsibility (CSR) has an impact on this relationship. The dataset used in this study comprises firms listed on the S&P 500 index from 2013 to 2022 and is applied on two models, the Capital Asset Pricing Model and Fama French Three Factor Model. LÄS MER

  4. 23. Value investing and the interpretation of performance and risk

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

    Författare :Nils Andersch; Nils Wallgren; [2023]
    Nyckelord :Value Investing; Efficient Market Hypothesis; Behavioural Finance; Investor Biases; Time Varying Risk;

    Sammanfattning : Historically, value investing strategies have been generally accepted by scholars to generate returns significantly above the market. However, if the risk-adjusted returns of these strategies are above the market remains an intense debate. LÄS MER

  5. 24. En studie av momentumeffekter på OMXS30

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Carl Johansson; Anton Almryd; [2023]
    Nyckelord :Momentum; EMH; Bias; Business and Economics;

    Sammanfattning : This paper investigates the literature concerning market efficiency and how that compares to behavioral finance. The works of Fama (1970) who laid the ground for the efficient market hypothesis and Jegadeesh & Titman (1993) who laid the ground for momentum strategies are both analyzed and compared against each other. LÄS MER

  7. 25. Indexeffektens inverkan på reviderade aktier i OMXS30

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Albin Broman; Albin Nilson; [2023]
    Nyckelord :Finance; Stockholm stock exchange; OMXS30; the index effect; revision.; Finansiering; Stockholmsbörsen; OMXS30; indexeffekten; revidering.;

    Sammanfattning : Denna studie undersöker indexeffektens påverkan på reviderade aktier i OMXS30 under åren 1995–2023. Shleifer (1986) är en av pionjärerna att finna stöd för denna anomali. Shleifer fann stöd för indexeffektens existens på S&P 500. LÄS MER