Essays about: "Swedish stock exchange"

Showing result 16 - 20 of 271 essays containing the words Swedish stock exchange.

1. 16. Abnormal returns from insider trading - does insider trading generate abnormal returns for the Swedish stock exchange and large cap Stockholm?

   University essay from

   Author : Erik Andersson; Granit Haliti; [2022-07-11]
   Keywords : Abnormal returns; Insider trading; The Efficient Market Hypothesis; Event study; Market Abuse Regulation; Market Abuse Directive; Day of publication; Day of transaction;

   Abstract : This paper studies insider trading and abnormal returns on the Large Cap list of the Swedish stock exchange using a sample of 119 firms and 10528 individual transactions between the period 2016-2022. The study is built on the theoretical framework of the efficient market hypothesis and information asymmetry. READ MORE

3. 17. High-Frequency Market Reactions to Unscheduled Stock-Speci c News- An Empirical Analysis of the Intraday Market Dynamics of the Stockholm Stock Exchange

   University essay from Göteborgs universitet/Graduate School

   Author : Olle Ekesryd; Tom Carlson; [2022-06-29]
   Keywords : unscheduled news; intraday; e cient market hypothesis; high-frequency trading; sentiment analysis;

   Abstract : This study examines the e ect of unscheduled stock-speci c news on stock char- acteristics of the Swedish stock market and evaluates the opportunity of con- structing a news trading strategy. It especially focuses on volume and volatility reactions between sixty minutes prior to and after the news releases. READ MORE

4. 18. Good investments? An investigation into the shortand long-term returns on the Swedish MTFs.

   University essay from Göteborgs universitet/Graduate School

   Author : William Berntsson; [2022-06-29]
   Keywords : ;

   Abstract : Multilateral trading facilities (MTFs) are fairly new and rapidly growing secondary tier stock exchanges. This thesis investigate the short- and long-term stock returns for all companies which have ever listed on a Swedish MTFs. READ MORE

5. 19. The impact of the method of payment on the excess return in M&As

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Anton Harrie; William Tarnow; [2022-04-07]
   Keywords : Method of payment; M A; Mergers and Acquisitions; Industry related; Information Asymmetry; Excess return;

   Abstract : There is extensive literature regarding M&A and how it is a crucial part in companies growth strategy. Furthermore, several authors have found in their research that there exists a relationship between the method of payment and the performance of the M&A and how it will affect the market reaction around the announcement, where most literature claims that cash as a payment method yields a more positive return than if stock is used. READ MORE

6. 20. Measurement of sectoral concentration with multiple factors

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Victor Norrbin; [2022]
   Keywords : Concentration risk; Sector concentration; Credit risk; Time series analysis; Principal component analysis; Monte carlo simulation; Multi-factor model;

   Abstract : One of banks core businesses today is to, in various ways, lend capital to the market and in return receive interest rate. But giving out credit comes with great risk and, therefore, precautions need to be taken. It is impossible to forecast exactly which obligor (borrower) that will default on its exposure. READ MORE