Sökning: "value stocks"
Visar resultat 1 - 5 av 251 uppsatser innehållade orden value stocks.
- D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : This study shows that the information content of valuation ratios can be highly dissimilar. It presents a value measure that outperforms book-to-market not only in terms of the abnormal returns a zero-cost portfolio formed on this sorting variable generates relative to factor models, but also in terms of its ability to capture firms with a high level of profitability and a strong profitability persistence. LÄS MER
2. Accelerate your returns? An examination of Earnings Acceleration and a range of other earnings-related stock market anomalies - The Swedish CaseD-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering
Sammanfattning : In this study, we aim to explore whether an investor can use earnings acceleration (EA), defined as quarterly change in earnings growth, to construct a viable trading strategy that is able to separate future winners and future losers on the Swedish stock market. Using a sample from 2004 to 2016, we document that a trading strategy that goes long in top decile EA stocks and short in bottom decile EA stocks is unable to generate abnormal returns in both the month- and quarter-long windows. LÄS MER
3. A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.Kandidat-uppsats,
Sammanfattning : We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR and retrieving tracking error and r-squared from Bloomberg. Afterwards we calculate the cost to investors by comparing the cost of investing in comparable explicit index funds and the cost of the closet indexers. LÄS MER
4. Will Good Deeds Redeem Your Sins? A quantitative study of the effects of corporate charitable donations in a sin stock settingMaster-uppsats, Göteborgs universitet/Graduate School
Sammanfattning : MSc in Accounting and Financial Management.... LÄS MER
- Master-uppsats, Göteborgs universitet/Graduate School
Sammanfattning : MSc in Finance.... LÄS MER