Sökning: "long-run performance"

Visar resultat 1 - 5 av 153 uppsatser innehållade orden long-run performance.

  1. 1. Initial Public Offerings in “Hot” and “Cold” Markets - A Study of the Swedish IPO market

    Kandidat-uppsats,

    Författare :Ikhwan Ali; Patrik Awad; [2020-08-10]
    Nyckelord :Initial public offering; IPO; hot and cold markets; efficient market; long-run performance; Swedish stock market;

    Sammanfattning : Denna uppsats syftar till att undersöka om IPO-marknaden skiljer sig i heta och kalla marknadsförhållanden när det gäller industrikluster, företagsspecifika egenskaper och långsiktig prestation. Studien genomförs på den svenska IPO-marknaden från 1992 till 2020 men för att analysera den långsiktiga utvecklingen används data fram till 2017. LÄS MER

  2. 2. FDI, human capital and economic performance in Mexico : An ARDL cointegration and Granger causality approach

    Master-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Tilda Fredriksson; [2020]
    Nyckelord :Foreign direct investment; Human capital; Economic Performance; ARDL cointegration; Granger causality;

    Sammanfattning : The nexus among foreign direct investment (FDI) inflows and the Mexican economic growth has been the subject of a number of recent papers. Yet, previous studies frequently overlook its relationship to human capital and consequently ignore potential interlinkages between the variables. LÄS MER

  3. 3. The Hot Tech Issue Market: A Study on Underpricing and Long-Run Post-IPO Performance of Swedish IPOs

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

    Författare :Eric Persson; Oskar Johnsson; [2020]
    Nyckelord :Underpricing; Long-Run Post-IPO Performance; Initial Public Offering; Hot Market; High Tech;

    Sammanfattning : We explore the effect on underpricing and long-run post-IPO performance of a firm being classified as high tech or low tech, based on their SIC code. By studying offer prices and post-IPO share prices of a sample of 145 Swedish IPOs between 2004-2017, we do not find support for a difference in long-run post-IPO performance. LÄS MER

  4. 4. Center of Attention - A Study of Retail Investor Attention and IPO Performance in Sweden

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

    Författare :Daniel Mattisson; Jacob Molin; [2020]
    Nyckelord :ipo; underpricing; price-pressure; search data; retail investor attention;

    Sammanfattning : We test an attention-induced price-pressure hypothesis on Swedish data by replicating and extending the methodology of Da, Engelberg and Gao (2011). Using a sample of 233 IPOs on Nasdaq Stockholm and First North from 2004 to 2019, we examine the relationship between retail investor attention, proxied by Google search data, and IPO performance. LÄS MER

  5. 5. Risk Modeling of Sustainable Mutual Funds Using GARCH Time Series

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Erik Malmgren; Annie Zhang; [2020]
    Nyckelord :GARCH; ARMA-GARCH; Risk Modeling; Time Series; Volatility; Value at Risk; Sustainable Investments; SRI; ESG; Mutual Funds; Morningstar; GARCH; ARMA-GARCH; Riskmodellering; Tidsserie; Volatilitet; Value at risk; Hållbara investeringar; SRI; ESG; Fonder; Morningstar;

    Sammanfattning : The demand for sustainable investments has seen an increase in recent years. There is considerable literature covering backtesting of the performance and risk of socially responsible investments (SRI) compared to conventional investments. LÄS MER