Essays about: "Firm Volatility"

Showing result 1 - 5 of 92 essays containing the words Firm Volatility.

  1. 1. Exploring the Idiosyncratic Volatility Anomaly in the Swedish Stock Market: An Empirical Analysis of its Impact on Returns

    University essay from Göteborgs universitet/Graduate School

    Author : Anton Ahlqvist; Walter Uong; [2023-06-29]
    Keywords : ;

    Abstract : We examine the cross-sectional relationship between idiosyncratic volatility relative to the Fama-French three factor model and expected stock returns. We find that portfolios containing the firms with the lowest idiosyncratic risk offers excess returns in relation to the prediction of the Fama-French three factor model, while those with the highest idiosyncratic risk do not. READ MORE

  3. 2. Board diversity, an unsolvable problem? : A comprehensive study about Swedish and Danish listed companies on how board diversification affects a performance measure.

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Jonathan Nagy; Oscar Gustavsson; [2023]
    Keywords : Gender quotas; Sweden; Denmark; Tokenism; Research and Development; Earnings per share volatility; Growth in earnings per share volatility; Diversity; Board of directors; Fraction of women; EU directive 2022 2381 ; Könskvotering; Sverige; Danmark; Tokenism; Forskning och utveckling; Vinst per aktie volatilitet; Tillväxt i vinst per aktie volatilitet; Mångfald; Styrelse; Andel av kvinnor; EU-direktiv 2022 2381 ;

    Abstract : On the surface, Sweden and Denmark are two similar countries, but behind the closed boardroom doors, things look different. These two countries have chosen different approaches to achieving their goals and the diversification within the boards differs markedly. READ MORE

  4. 3. Revisiting the Idiosyncratic Volatility Puzzle and MAX Effect in European Equity Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : David Böckling; Jurgis Druktenis; [2023]
    Keywords : Idiosyncratic volatility; Fama-French three-factor model; MAX effect; European equity markets; Asset pricing anomalies;

    Abstract : In light of traditional financial theory's argument that firm-specific risk should not impact future returns, the findings of the Idiosyncratic Volatility (IVOL) puzzle, as well as the Maximum Daily Returns (MAX) effect, have sparked a vibrant academic debate. Using data from January, 1993, to December, 2022, this paper presents European aggregate and country-level evidence at the intersection between the two asset pricing anomalies. READ MORE

  5. 4. ESG score, stock price, volatility, and sustainable strategic management : A study with focus on 20 Indian companies

    University essay from

    Author : Emma Klint; Lovisa Norell; [2023]
    Keywords : ESG; CSR; sustainability; volatility; stock price; sustainability reports; sustainable strategic management; India.;

    Abstract : Background: Sustainability in business has become an essential part for firms to consider, as stakeholder’s concerns are increasing, and the use of ESG scores has increased in the last years. Prior research mostly examines the European and US market and the relationship between ESG score and financial performance. READ MORE

  6. 5. Leadership Competence: Does Gender Really Matter? : A study on the operational gender diversity and its impact on financial performance and stock volatilty

    University essay from Linnéuniversitetet/Institutionen för management (MAN)

    Author : Simon Nordin; Beata Vangstad; [2023]
    Keywords : Gender Diversity; CEO Gender; Corporate Governance; Agency Theory; Resource Dependence Thoery; Firm Volatility; Financial Performance;

    Abstract : This thesis aims to take part of and contribute to the continuously ongoing debate ongender diversity, more specific about gender diversity in the operational level includingthe gender of CEO in Swedish firms across the Large cap, Mid Cap and Small Cap lists.The purpose is to analyze whether there is a statistical significance between operationalgender diversity and financial performance as well as firm volatility. READ MORE