Sökning: "value stocks"

Visar resultat 1 - 5 av 218 uppsatser innehållade orden value stocks.

  1. 1. Does the sinner beat the saint? An empirical study of the Nordic stock market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Jonathan Winberg; [2019-11-27]
    Nyckelord :Sin Stocks; Sin Stock Anomaly; Nordic Stock Market; Fama-French Three-Factor Model; CAPM; Asset Pricing Models; Portfolio Asset Management; OLS; Gambling; Tobacco; Alcohol; Weapons; Oil Gas; Self-Financing; Portfolio Strategy;

    Sammanfattning : MSc in Finance.... LÄS MER

  2. 2. A comparison of sin- and ethical stocks’ performance on the Swedish equity market: with focus on the impact of liquidity, institutional ownership, firm age and equity on the difference in excess returns between sin- and ethical stocks.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Henrik Leimalm; Ludwig Olofsson; [2019-08-09]
    Nyckelord :Sin stocks; ESG stocks; Sweden; OMXSPI; stakeholder theory; shareholder theory; efficient market hypothesis; excess return; CAPM; liquidity; institutional ownership; firm age; book value of equity;

    Sammanfattning : MSc in Accounting and Financial Management.... LÄS MER

  3. 3. A Study of the Size and Value effect on the Stockholm Stock Exchange - Are there pricing anomalies present on the Stockholm Stock Exchange?

    Kandidat-uppsats,

    Författare :Milan Arif; Daniel Bezaatpour; [2019-07-09]
    Nyckelord :;

    Sammanfattning : This thesis evaluates the financial performance of Swedish small cap stocks over the period 2000-2016. By applying CAPM and the Carhart four-factor model, we find no evidence for a size or a value effect. LÄS MER

  4. 4. Does ETF Ownership Increase Stock Volatility?

    Kandidat-uppsats,

    Författare :Daniel Bysted; John Lundkvist; [2019-07-05]
    Nyckelord :Exchange Traded Fund; Stock Volatility; EFT ownership; Arbitrage;

    Sammanfattning : Exchange Traded Funds (ETFs) are supposed to be priced equal to the net asset value of their underlying stocks, if not, opportunities of arbitrage occur and are quickly corrected by arbitrageurs. When a demand or liquidity shock hits the ETF market, the price of the underlying stocks are affected due to arbitrage trading. LÄS MER

  5. 5. Research on How Managerial Overconfidence Impacts Cash Dividends Policy Case of the U.S. market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Yifei Yan; Qiwen Ni; [2019]
    Nyckelord :overconfidence; cash dividends; Tobit model; Logistics model; options; Business and Economics;

    Sammanfattning : The main purpose of this thesis is to statistically analyze the impact of managerial overconfidence on cash dividends policy via fifty U.S. selected case firms during year 2008 to 2017. LÄS MER