Essays about: "Macbeth"

Showing result 1 - 5 of 46 essays containing the word Macbeth.

  1. 1. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Carl Westerberg; Elvin Rolder; [2023]
    Keywords : Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Abstract : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. READ MORE

  3. 2. Comply or Die: A Study of ESG Factor Returns and Volatility in the Nordic Countries from 2016 to 2022

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jean-Philippe Chakbazof; Amitesh Raghav; [2023]
    Keywords : ESG Factor; Nordic Compass; Fama Macbeth; Volatility Management; ESG Portfolio;

    Abstract : Using corporate environmental, social and governance (ESG) reporting data from 611 publicly traded firms in the Swedish House of Finance's Nordic Compass database, we estimate stock return and volatility exposures to an ESG factor during the period 2016-2022 in the Nordics. Using a Fama-Macbeth methodology, we find that during this time in the Nordic Countries exposure to an ESG factor is compensated with a risk premium and a volatility reduction in a Fama French 4 Factor model. READ MORE

  4. 3. Is there a carbon emission-return relation? Exploring the existence of a carbon emission return relation in the Swedish stock market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gustaf Kaddik; William Lundell; [2023]
    Keywords : emission premium; emission alpha; carbon emissions; emission intensity; stock returns;

    Abstract : We use portfolio sorting and Fama-Macbeth regressions to investigate the potential relation between carbon emissions and stock returns in the Swedish stock market, a country with stringent carbon regulations and taxes. We research the Swedish stock market between 2010-2019 and do not find evidence of such a relationship. READ MORE

  5. 4. Navigating in the ESG score jungle- A cross-sectional approach to determine the ESG risk factor

    University essay from Göteborgs universitet/Graduate School

    Author : Gustav Pettersson; Mattias Öhrn; [2022-06-29]
    Keywords : Asset Pricing; ESG Investing; ESG Risk Score; Factor Models; Fama-MacBeth Regressions; Time-Series Regressions;

    Abstract : 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

  6. 5. "No good being a witch unless you let people know" : The importance of performance in Terry Pratchett's Wyrd Sisters

    University essay from Karlstads universitet/Institutionen för språk, litteratur och interkultur (from 2013)

    Author : Maria Sköld; [2022]
    Keywords : Pratchett; Terry Pratchett; Discworld; Wyrd Sisters; performance; performativity; metafiction; parody; fantasy; theatre; Pratchett; Terry Pratchett; Skivvärlden; Häxkonster; roller; performativitet; metafiktion; parodi; fantasy; teater;

    Abstract : In this analysis of Terry Pratchett’s Wyrd Sisters, I argue that performance of the witch is the most important part of witchcraft on Discworld, and, indeed, what drives the story. To underpin this position, I understand Wyrd Sisters as a work of metafiction and parody, examine witch tropes and stories on Discworld and draw parallels to the weird sisters of Shakespeare's Macbeth. READ MORE