Sökning: "finansiell ekonomi handelshögskolan i stockholm"

Visar resultat 21 - 25 av 1425 uppsatser innehållade orden finansiell ekonomi handelshögskolan i stockholm.

1. 21. Socially Responsible and Financially Rewarding: The Relationship Between ESG and Stock Market Returns

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

   Författare :Kristian Eklund; Felix Freiherr von Uslar-Gleichen; [2023]
   Nyckelord :ESG Performance; ESG Index; Index Returns; Sustainable Finance; Systematic Risk;

   Sammanfattning : We study the link between the ESG-performance of 20 OECD countries and the excess returns of their major stock indices between 2005 and 2015. Our research shows a significant positive relationship between the two metrics. LÄS MER

3. 22. Ferdinand, the Unpredictable Bull : Cash Flow Distribution Behavior During U.S. Recessions - An Event Time Analysis

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

   Författare :Erik Gunnarsson; Tom Mueffelmann; [2023]
   Nyckelord :Business Cycles; Event Time Study; Predictability of the Price-Dividend Ratio; Aggregate Dividends; Net Repurchases;

   Sammanfattning : The paper employs an event study approach to investigate the behavior of aggregate cash flow distributions and stock prices in the U.S. stock market around recessions. Aggregate prices anticipate low aggregate dividend and economic growth until adjusting for the diverse time measurement methodologies. LÄS MER

4. 23. "Den 25:e smäller det!" Payday Arbitrage in Swedish Consumer Market Behavior

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

   Författare :Marwan Al-Bardaji; Alexander Wikström; [2023]
   Nyckelord :Payday effect; Behavioral household finance; Time preference; Payday arbitrage; Household liquidity;

   Sammanfattning : This thesis investigates the impact of the Swedish salary disbursement schedule on consumer behavior, particularly on the 25th of each month, a notable payday for most employees in Sweden. The study examines whether the anticipation of a monthly salary influences consumer decisions and spending patterns, potentially leading to payday-related arbitrage opportunities in Swedish marketplaces. LÄS MER

5. 24. Do Stocks Outperform Treasury Bills? Evidence From a Swedish Setting

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

   Författare :Anton Li; Ricky Yu; [2023]
   Nyckelord :Individual stocks; Treasury bills; Skewness; Buy-and-hold returns; Diversification;

   Sammanfattning : Most Swedish stocks listed since 1983 post lifetime buy-and-hold returns that are less than one-month Swedish Treasury bills. In terms of risk-adjusted returns for the same time horizon, individual Swedish stocks vastly underperform value-weighted benchmarks when measured with a Sharpe ratio. LÄS MER

7. 25. Green Goes Green: To What Extent Does A Company's ESG Rating Correlate With Its Stock Performance During The Covid-19 Pandemic? A Panel Data Regression Study On The EU Stock Market

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

   Författare :Lina Abrahamsson; Ludvig Lindqvist; [2023]
   Nyckelord :ESG; Sustainable Investing; Covid-19; Sector-analysis;

   Sammanfattning : This thesis examines the relationship between ESG scores and financial performance during the early stages of the Covid-19 pandemic, using a sample of over 1,000 stocks from the EU and Schengen countries. For the overall market, the results revealed no significant relationship between the pre-2020 ESG score and financial performance. LÄS MER