Essays about: "Nordic Stock Market"

Showing result 11 - 15 of 136 essays containing the words Nordic Stock Market.

  1. 11. Equity Greenium in the Nordic Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Hui Li; Yanxu Chen; [2023]
    Keywords : Sustainable investing; ESG; Climate change; Equity premium;

    Abstract : This study investigates the performance of green and brown stocks in the Nordic market, examining whether high realised returns correspond to high expected returns. Using a brown-minus-green portfolio from Nordic stock data, the findings reveal that brown stocks outperformed green stocks during the sample period from 2012 to 2022, with a cumulative return difference of 18. READ MORE

  3. 12. Profit Warnings and the following Stock Market Reaction - Understanding the effect of issuing profit warnings under different circumstances in the Nordics

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Wilda Ager; Sophie Bladin; [2023]
    Keywords : Profit warning; Business cycle; Disclosing quantitative information; Market capitalization; Geographical dependencies;

    Abstract : Our study examines the stock market reaction to profit warnings on the Nordic stock exchange. The results reveal a cumulative abnormal return of -7.09% and 6.09% associated with negative and positive profit warnings respectively, spanning from the day before the issuance to the day after. READ MORE

  4. 13. Long-term performance and Method of Payment: A study of the Nordic Mergers and Acquisitions Market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Jonathan Svensson; Zied Boudabbous; [2023]
    Keywords : M A; BHAR; Method of Payment; The Nordic Region; Financial Constraints.; Business and Economics;

    Abstract : Purpose: The purpose of this study is to test how Nordic acquirers perform post M&A deals and to what extent the Method of Payment affects this performance. An additional analysis is also conducted where the above is tested, conditional on the financial constraints of the acquirer. READ MORE

  5. 14. Mimicking Claimed Alpha Generating Strategies

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Patric Torén; [2023]
    Keywords : Momentum Strategy Mark Minervini Volume Excess return Nordic Market;

    Abstract : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. READ MORE

  6. 15. Empirical investigation on the performance of a feed-forward artificial neural network on the Nordic stock markets

    University essay from Göteborgs universitet/Graduate School

    Author : Niklas Fjordstrand; Nikolaos Voutos; [2022-06-29]
    Keywords : ;

    Abstract : In this paper, the authors have made an empirical investigation on the performance of a feed-forward artificial neural network (ANN) on the four main Nordic stock markets, Sweden, Norway, Denmark, and Finland. First, a benchmark OLS regression model is compared against an ANN model to see which model performs best in terms of predictive accuracy and has the least amount of error. READ MORE