Sökning: "momentum hhs"

Visar resultat 1 - 5 av 63 uppsatser innehållade orden momentum hhs.

1. 1. Exploring Momentum: The Hidden Drivers of Stock Returns in the Nordic Market

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

   Författare :Axel Dillner; Johanna Roos; [2023]
   Nyckelord :Momentum; Price Momentum; Earnings Momentum; Earnings Surprises; Standardized Earnings Surprise; SES;

   Sammanfattning : This thesis investigates the relationship between price momentum, earnings momentum, and stock returns in the Nordic region by examining the risk-adjusted performance measures of various momentum strategy portfolios. Inspired by Novy-Marx's 2015 theory that momentum in firm fundamentals explains the performance of price momentum strategies, this study seeks to provide deeper insights into momentum drivers and their implications for investment professionals. LÄS MER

3. 2. Yield Curve Dynamics - Exploring Fundamental Factor Sensitivities

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

   Författare :Elvira Eriksson; Meike Wiesenfeller; [2023]
   Nyckelord :factor investing; global bonds; yield curve spread; macroeconomic fundamentals;

   Sammanfattning : Factor investing has gained popularity in recent decades, but while ample research has been conducted in asset classes such as equities and currencies, comparatively less attention has been devoted to the potential of investing in government bonds. This study explores fundamental factor sensitivities on the yield curve spread prior to and after 2018 making the last five years, that are coined by increased volatility in expected returns for government bonds, volatile growth developments, and heightened inflation, a true out-of-sample period to previous research. LÄS MER

4. 3. Is Green the New Black? A Study of the Role of Sustainability in Nordic Venture Capital

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

   Författare :Hanna Louise Forsman; Martin Gothefors; [2022]
   Nyckelord :Venture Capital; Sustainability; ESG Investing; Impact Investing; Case Study;

   Sammanfattning : This thesis investigates the role of sustainability in Nordic venture capital. Using stakeholder interviews, the thesis aims to uncover the key drivers behind the industry sustainability momentum. LÄS MER

5. 4. Frog in the Factor Pan: Continuous information in factor momentum

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

   Författare :Darius Saftoiu; Jinyoung Lee; [2022]
   Nyckelord :Momentum; Factor momentum; Frog-in-the-pan hypothesis; Limited attention; Continuous information;

   Sammanfattning : Since stock momentum stems from momentum within common risk factors, as shown through recent studies, we test whether Da et al. (2014)'s frog-in-the-pan hypothesis of limited attention is able to explain the persistence of the momentum within factor risk premia. LÄS MER

7. 5. The power of momentum: An analysis of momentum extremes within sports betting

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

   Författare :Carl Hellman; [2022]
   Nyckelord :Behavioral finance; Financial markets; Asset pricing; Cognitive bias; misreaction;

   Sammanfattning : In this paper I examine 20862 betting contracts within the sport of soccer for the last decade within 5 major leagues. I perform tests of pricing anomalies for different instances of momentum by using sports betting as a laboratory environment. I find evidence of overreaction within the general price movements and for standard momentum portfolios. LÄS MER