Essays about: "Axel Dillner"

Found 2 essays containing the words Axel Dillner.

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

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

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

    Abstract : 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. READ MORE

  3. 2. Do Dividends Matter?

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

    Author : Isak Abrams; Axel Dillner; [2021]
    Keywords : Dividends; Capital Adequacy; ECB; COVID-19;

    Abstract : Following the outbreak of the COVID-19 pandemic in 2020, the ECB issued a series of announcements urging banks not to pay out dividends. We investigate whether the stock market reacted rationally in response to these announcements. READ MORE