Essays about: "Abnormal Return"

Showing result 1 - 5 of 353 essays containing the words Abnormal Return.

  1. 1. Momentum Factor in Swedish Industries A Comprehensive Study during 2016-2022, with Emphasis on the COVID-19 Period

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Alex Holm; Ellioth Tilly; Thomas Eklind; [2023-09-01]
    Keywords : Momentum strategies; Volatility; Excess return; Jensen s Alpha; Covid -19. 1;

    Abstract : The momentum strategy is a widely recognized investment approach that aims to generate abnormal returns by buying past winners and selling past losers. The purpose of this thesis is to investigate if the momentum strategy is applicable at Swedish industries and see if there are any differences between a longer and shorter holding and ranking period. READ MORE

  3. 2. Buy the Rumor - Sell the News? A study on Swedish corporate green bond announcements

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Simon Gustafsson; Anton Ingesson; William Peterson; [2023-09-01]
    Keywords : ;

    Abstract : The utilization of corporate green bonds as a means of financing that promotes sustainable practices and environmentally-conscious investments has grown in its scope across the world. By issuing green bonds, firms commit to future contractual obligations while simultaneously communicating a dedication to sustainable growth. READ MORE

  4. 3. Navigating the IPO Landscape - The Influence of Stock Exchange Regulations on IPO Underpricing in Sweden

    University essay from

    Author : Alec Hoff; Andreas von Essen; [2023-07-06]
    Keywords : ;

    Abstract : The study explores the phenomenon of IPO underpricing in the Swedish market, specifically the impact of stock exchange regulations on the first-day abnormal return of IPOs. The paper analyzes data from 2018 to 2022 and compares the first-day abnormal returns of IPOs listed on regulated markets with those listed on unregulated exchanges. READ MORE

  5. 4. Leveling the Playing Field: Can Private Investors Benefit From Mimicking Insider Trades? A quantitative study of insider trading

    University essay from Göteborgs universitet/Graduate School

    Author : Marcus Mattsson; Marcus Lyckhage; [2023-07-04]
    Keywords : Insider Trading; Abnormal Return; Information Asymmetry; Outside Investors; Investment Strategy; Insider Positions;

    Abstract : Historically, investors have been searching for strategies to maximize performance in the stock market. It has been shown that corporate insiders can earn abnormal returns by trading in their own companies as they possess superior information and, to a certain degree, market timing ability. READ MORE

  6. 5. The Influence of Payment Methods on Acquiror Stock Price in Mergers and Acquisitions Bachelor

    University essay from

    Author : Ludwig Germunder; Gustav Hagström; [2023-07-04]
    Keywords : Acquiror Cumulative Abnormal Return CAR ; Cash Acquisitions; Stock Acquisitions; Mergers and Acquisitions M A ; Method of Payment;

    Abstract : This study is examining acquiror CAR on the day of announcement following acquisitions made by Swedish public companies. The study investigates whether the acquiror CAR differs between cash and stock based acquisitions. Furthermore, it is tested to what extent a set of chosen independent variables explain the acquiror CAR. READ MORE