Essays about: "Filip Ternemo"

Found 2 essays containing the words Filip Ternemo.

1. 1. CAPM Beta and Geopolitical Risk

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Filip Ternemo; [2022]
   Keywords : Black Swan Investing; CAPM Beta; Excess Returns; Geopolitical Risk; Mean Reversion.; Business and Economics;

   Abstract : Recent years, geopolitical risks have dominated the news feed for the financial markets. There have historically been some geopolitical events that have resulted in major declines in the stock market and such a market day can be classified as a geopolitical Black Swan. READ MORE

3. 2. The Ups and Downs of SPACs - An analysis of abnormal returns for recent SPACs during its different stages

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ludwig Wolff; Filip Ternemo; [2021]
   Keywords : SPACs; Special Purpose Acquisition Company; Event Study; Agency Theory; Abnormal Returns; CAR; BHAR; Business and Economics;

   Abstract : As Special Purpose Acquisition Companies (SPACs) are becoming the increasingly popular method of taking a company public, the lack of research on abnormal returns for this asset class since its introduction to the major exchanges validates a reason to expand the investigation. This thesis examines the potential abnormal returns found in different stages of recent SPACs lifecycle, dividing the SPACs into its three major events. READ MORE