Essays about: "OMXSPI"

Showing result 1 - 5 of 22 essays containing the word OMXSPI.

1. 1. Market Value Implications of Increasing Passive Investing

   University essay from

   Author : Andreas Gegerfelt; Elsa Olsson; [2023-07-07]
   Keywords : Passive investing; passive investment bubble; active investing; price-to-earnings ratio; Swedish equity market;

   Abstract : This study examines if recent years’ popularity and large inflow of money to passive index funds have led to inflated prices in the Swedish equity market. The problem was investigated by studying the net fund flows to passive funds and comparing them to active funds over time to measure to what extent they affect the market price-to-earnings ratio. READ MORE

3. 2. The Impact of Spin-offs on Shareholder Value : Evidence from the Swedish Market 1991-2022

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Moa Landing; Gustav Swedenborg; [2023]
   Keywords : Spin-offs; Corporate restructurings; Abnormal returns; Determinants of abnormal returns;

   Abstract : This thesis uses an event study methodology to investigate the short- and long-term effect on shareholder value from Lex ASEA-approved spin-offs' on the Swedish market between 1991-2022. The impact of spin-offs has been examined by estimating the effects on the parent firm, the spun-off entity, and a value-weighted pro-forma entity. READ MORE

4. 3. Institutional Ownership and Firm Innovation - A Swedish Study on the Impact of Institutional Ownership on R&D Activity

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Robert Neubauer; Carl Blomberg Persson; [2023]
   Keywords : Institutional Ownership; Firm Innovation; R D Expenditures; Myopic Investment Behavior; Long-Term Value Creation; Business and Economics;

   Abstract : Purpose: The objective of this study is to investigate the relationship between institutional ownership and firm innovation in a Swedish and contemporary context. Theoretical framework: The theoretical framework underlying this study is primarily based on the myopic institutions theory, which suggests that institutional investors have an inherent short-term focus that influences their attitude towards long-term investments such as R&D. READ MORE

5. 4. Portfolio Diversification with Commodities : From a Swedish Perspective

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Simon Derenkow; Max Walméus; [2022]
   Keywords : Commodities; DCC-GARCH; OMXSPI; Inflation; Correlation; Diversification; Modern Portfolio Theory;

   Abstract : This paper investigates the diversification characteristics of commodities in relation to the Swedish equity index OMXSPI. Much of the previous literature concludes that gold and oil possess diversification or hedging properties against the US equity markets. READ MORE

6. 5. ESG scores´ effect on investment strategies : How does Dogs of Dow and The Magic Formula´s performance get effected when weighted according to their ESG score? 

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Oscar Johnsson; Elias Henriksson; [2022]
   Keywords : Dogs of Dow; the Magic Formula; ESG score; Investment strategy; Asset Allocation; Socially responsible investing; Stockholm large cap; CAPM; Stock market;

   Abstract : This thesis investigates the two investment strategies Dogs of Dow and The Magic Formula. We test how the strategies perform when getting weighted to ESG scores and also if they outperform OMXSPI during the years 2012-2022. READ MORE