Essays about: "Erik Orbring Svensson"

Found 2 essays containing the words Erik Orbring Svensson.

1. 1. Post-Earnings-Announcement Drift and Investor Sophistication: Employing buy-side, sell-side and inside proxies in a Swedish setting

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

   Author : Hjalmar Kågerman; Erik Orbring Svensson; [2014]
   Keywords : post-earnings-announcement drift; investor sophistication; institutional ownership; analyst experience; insider trading;

   Abstract : This paper studies the post-earnings-announcement drift and its connection to investor sophistication in Sweden over a time period ranging from 2004 to 2013. Using a sample of 215 stocks, it is first hypothesized and shown that a portfolio long (short) in shares with positive (negative) earnings announcement returns yields economically and statistically significant cumulative abnormal returns over a 60-day holding period. READ MORE

3. 2. Returns to Unethical Investing: New evidence on sin stock performance in Europe

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Erik Orbring Svensson; Rickard Zetterqvist; [2012]
   Keywords : unethical investing; sin stocks; socially responsible investing; performance evaluation; comparable portfolios;

   Abstract : This paper studies the returns to unethical investing in Europe over the time period 1965 through 2011. Using a sample of 285 alcohol, defence, gambling and tobacco stocks, it is first shown that the slight sin stock outperformance found is attributable solely to the tobacco industry. READ MORE