Essays about: "Abnormal Return on the share market"

Showing result 1 - 5 of 30 essays containing the words Abnormal Return on the share market.

  1. 1. IPO underpricing in Sweden : Is there underpricing in Swedish IPOs? If so, what could possibly explain it?

    University essay from Linnéuniversitetet/Institutionen för management (MAN)

    Author : Oskar Persson; Simon Lindblom; [2023]
    Keywords : IPO; underpricing; swedish stock market; financial economics;

    Abstract : When a company decides to sell their shares to the public for the first time it is called an initial public offering. For quite some time, the literature on the subject has come to the conclusion that the companies going public often undervalue their share price prior to the initial public offering resulting in an abnormal positive return on the first trading day, also known as initial public offering underpricing. READ MORE

  3. 2. Lockup expiration after IPO : Potentially abnormal returns on the Swedish Stock Exchange?

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Timothy Flysjö; Filip Daberius; [2023]
    Keywords : Initial Public Offering; IPO; Lockup agreements; Abnormal returns; Lockup length; Private equity; Staggered Lockups; Event Study;

    Abstract : We examine 102 share lockup agreements following IPOs on the Swedish stock market and whether any abnormal returns exist in the days surrounding the expiration of lockup agreements. We also test three potential explanatory variables based on previous research, the length of the lockup agreement, the type of pre-IPO ownership for the firm (if it is backed by private equity or not), and if the lockup has multiple expiration dates (staggered lockup) or only one. READ MORE

  4. 3. Announcement Effect of Primary Seasoned Equity Offerings of Common Stock: Evidence from the Swedish Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Anna Jóna Reynisdóttir; Guðrún Özurardóttir; [2023]
    Keywords : Seasoned equity offering; Swedish stock market; primary offering; equity issue; financing; increase in share capital; wealth transfer; Business and Economics;

    Abstract : This study investigates the abnormal returns associated with announcements of primary seasoned equity offerings of common stock on the Swedish stock market. It provides a comprehensive discussion on equity offerings and their related theories, in addition to a thorough review of existing empirical research. READ MORE

  5. 4. Does value investing yield abnormal returns?

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Fabian Boberg; Richard Jungner; [2022]
    Keywords : Value investing; Piotroski s F-score; Greenblatt s Magic Formula; Efficient Market Hypothesis; Intangible Assets;

    Abstract : Studies suggest that value investing's performance has deteriorated due to the increasing share of intangibles, which has complicated the process of identifying value stocks. We study the value investing strategies Greenblatt's Magic Formula and Piotroski's F-score in the Nordic region from 2012 to 2022. READ MORE

  6. 5. Onormal avkastning vid tillkännagivandet av en nyemission: En jämförelse av företrädesemissioner och riktade emissioner

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Fredrik Eriksson Oppliger; Erik Olshov; Gustav Persson; Alex Skepastianos; [2021]
    Keywords : Event study; Efficient-market hypothesis; Information asymmetry; Market reaction; Equity issuance; Directed share issue; Rights issue; Abnormal return; Announcement date; Business and Economics;

    Abstract : Titel: Onormal avkastning vid tillkännagivandet av en nyemission – en jämförelse av företrädesemissioner och riktade emissioner Seminariedatum: 2021-01-14 Kurs: FEKH89 – Företagsekonomi: Examensarbete i finansiering på kandidatnivå, 15 högskolepoäng. Författare: Fredrik Eriksson Oppliger, Erik Olshov, Gustav Persson, Alex Skepastianos Handledare: Håkan Jankensgård Nyckelord: Eventstudie; Effektiva marknadshypotesen; Informationsasymmetri; Marknadsreaktion; Nyemission; Företrädesemission; Riktad emission; Onormal avkastning; Tillkännagivandedatum Syfte: Syftet med studien är att undersöka om det föreligger någon skillnad i den kortsiktiga aktiemarknadsreaktionen när ett bolag tillkännager ett beslut om en företrädesemission respektive en riktad emission. READ MORE