Essays about: "French market"

Showing result 16 - 20 of 289 essays containing the words French market.

  1. 16. Value investing and the interpretation of performance and risk

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Nils Andersch; Nils Wallgren; [2023]
    Keywords : Value Investing; Efficient Market Hypothesis; Behavioural Finance; Investor Biases; Time Varying Risk;

    Abstract : Historically, value investing strategies have been generally accepted by scholars to generate returns significantly above the market. However, if the risk-adjusted returns of these strategies are above the market remains an intense debate. READ MORE

  3. 17. How Does the Three-factor Model Perform and What Explains its Performance? Empirical tests on Swedish stock portfolios

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Daniel Björck; [2023]
    Keywords : Three-factor model; stock returns; Swedish stocks; CAPM; Business and Economics;

    Abstract : In this study the three-factor model of Fama and French (1992; 1993) is evaluated on portfolios of Swedish stocks. Both a cross-section and time series approach are used to evaluate the model. The results show that beta, size, and book-to-market are significant variables in explaining excess returns of Swedish stock portfolios. READ MORE

  4. 18. CSR and the fashion industry, closely linked : CSR in the online fashion industry, opportunities and challenges: The French example

    University essay from Linnéuniversitetet/Institutionen för marknadsföring och turismvetenskap (MTS)

    Author : Malo Delcroix; Louis Meyer; [2023]
    Keywords : Corporate social responsibility; online fashion industry; France; competitive advantage; consumer behavior; decision making process.;

    Abstract : In recent years, CSR has taken on great importance in the life of companies, which are much more aware of the existing social, economic and environmental problems. So, when Ecommerce has taken an important place in the life of different industries, these companies (especially in the world of textiles) have had to adapt and understand how to exist and use CSR to stand out and enter the market. READ MORE

  5. 19. How Do Unexpected Changes in Interest Rates Explain the Variation of Excess Return: Testing an Extended Fama–French Five-Factor Model on the Swedish Stock Market

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Telo Johar; [2023]
    Keywords : Fama-French five-factor model; excess return; Swedish stock market; Fama-French five-factor model; överavkastning; svenska aktiemarknaden;

    Abstract : In the realm of asset pricing models, the Fama-French five-factor model has become a foundational framework for explaining the variation of excess stock returns. However, as financial markets continue to evolve, there arises a need to explore potential extensions to capture additional sources of risk and return. READ MORE

  6. 20. Sin Stocks: An Analysis of the Sin Premium in the US, European, and Asia-Pacific Markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Tizian Widmer; Tim Scholl; [2023]
    Keywords : Sin Stocks; Factor Models; USA; Europe; Asia-Pacific; Business and Economics;

    Abstract : This thesis aims to explain the return of so-called sin stocks, which include businesses operating in the alcohol, tobacco, gambling, weapon, and oil & gas industries. Due to their negative public perception, these stocks are anticipated to yield a sin premium. READ MORE