Essays about: "Excess return"
Showing result 11 - 15 of 174 essays containing the words Excess return.
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11. Mimicking Claimed Alpha Generating Strategies
University essay from Linköpings universitet/ProduktionsekonomiAbstract : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. READ MORE
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12. Navigating in the ESG score jungle- A cross-sectional approach to determine the ESG risk factor
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis examines the relationship between ESG scores and yearly excess return between 2010 and 2020 on the S&P 500 Index. With a solid theoretical background regarding investor preferences, we ask whether investors accept lower returns for holding greener assets. READ MORE
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13. The impact of the method of payment on the excess return in M&As
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : There is extensive literature regarding M&A and how it is a crucial part in companies growth strategy. Furthermore, several authors have found in their research that there exists a relationship between the method of payment and the performance of the M&A and how it will affect the market reaction around the announcement, where most literature claims that cash as a payment method yields a more positive return than if stock is used. READ MORE
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14. Luck or skills for short sellers
University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Abstract : This study has examined the ten most shorted shares belonging to the Swedish Stockholm Stock Exchange's Large Cap list, by following randomly selected financial institutions that have chosen to take short positions. The purpose of the study is to investigate whether it is possible for short sellers to generate an excess return compared to the index OMXS30GI. READ MORE
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15. Value creation in sponsored and non-sponsored spin-offs
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : I examine whether spin-offs create value and if there is a difference between sponsored and non-sponsored firms by examining announcement-day share price performance, long-term share price performance, and long-term change in operational performance. The measures used were calculated on an unadjusted basis, in line with prior research, and on a risk-adjusted basis, using the Capital Asset Pricing Model. READ MORE