Essays about: "Johan Särén"

Found 2 essays containing the words Johan Särén.

  1. 1. A COMPREHENSIVE ANALYSIS OF THE SHAREHOLDER VALUE CREATION FROM SWEDISH SPIN-OFFS

    University essay from Göteborgs universitet/Graduate School

    Author : Niklas Grahn; Johan Särén; [2018-07-04]
    Keywords : Corporate Restructurings; Divestitures; Spin-offs; Abnormal Returns;

    Abstract : This thesis investigates the universe of Swedish tax-exempt Lex ASEA spin-offs since the start of the new millennium from the perspective of short-term and long-term stock price performance. The intention to spin off a subsidiary is viewed positively by investors, represented by a significant increase of the market's valuation of the company's equity by 2. READ MORE

  3. 2. The Effect of Bond Convexity in Abnormal Volatility

    University essay from

    Author : Adam Prinselaar; Johan Särén; [2016-07-06]
    Keywords : Convexity; Duration; Fixed-Income; Volatility; U.S. Treasury Bonds; Bond Returns;

    Abstract : According to earlier empirical studies, convexity in the U.S. treasury market is arbitrage-free priced. This paper study whether the arbitrage-free pricing of convexity held even in the financial crisis and the volatile period that followed. READ MORE