Essays about: "short-term stock market reactions"

Showing result 1 - 5 of 16 essays containing the words short-term stock market reactions.

1. 1. Credible Engagements or Empty Promises? A Study of Investors' Reactions to Commitment to the Science-Based Target Initiative

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Theodor Minnhagen; Alexander Stenberg; [2023]
   Keywords : Sustainability; ESG; Science-Based Targets Initiative; Event Study; Abnormal Returns;

   Abstract : This paper seeks to explore the short-term financial implications of a commitment to the Science-Based Targets Initiative (SBTi), a previously sparsely researched topic in financial literature. By employing an event study methodology, the findings point towards a non-conclusive link between a commitment to the SBTi and abnormal returns around the date of commitment. READ MORE

3. 2. Share Price Reaction To Insider Transactions

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Jesper Sundelin; Simon Jaukkuri; [2022]
   Keywords : Insider transactions; Abnormal returns; Event study; Market abuse regulation; Information asymmetry;

   Abstract : This paper examines the market reactions to insider transactions on the Swedish stock market after the implementation of the EU market abuse regulation in 2016. We have used an event-study methodology to quantitatively study the abnormal returns generated by insider trades in the short term. READ MORE

4. 3. ESG and Stock Prices

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Soroor Mansouryar; Isabella Larsson; Veronica Larsson; [2022]
   Keywords : Corporate Social Responsibility; ESG; Volatility; Efficient-Market Hypothesis; Stock Valuation; Business and Economics;

   Abstract : This paper examines the relationship between positive change in ESG scores and instantaneous stock price volatility as well as the direction of price change. For this purpose, a sample of 536 large- and medium cap companies within the EU market were selected and classified into three groups of excellent, good and poor-satisfactory performance based on their ESG scores. READ MORE

5. 4. Stock Market Reactions to Firms’ First Publication of Sustainability Reports: Evidence from multiple industries in Nordic countries, the United States, and China

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jiabao Yan; Biyun Meng; [2021]
   Keywords : sustainability reports; ESG; sentiment analysis; LASSO; event study; machine learning; Business and Economics;

   Abstract : This study investigates the market reactions to firms’ first publication of sustainability reports. The data of listed companies in the Nordic, the United States, and Chinese stock markets are utilized to examine whether the event leads to abnormal returns in the short term and whether the results are identical across regions. READ MORE

6. 5. The value of personality - Using algorithms and econometrics to analyze CEO conscientiousness and its impact on M&A performance

   University essay from Göteborgs universitet/Graduate School

   Author : Axel Gillmert; Henrik Persson; [2019-08-12]
   Keywords : M A performance; CEO acquisitiveness; Big Five personality traits; Conscientiousness;

   Abstract : Even after years of extensive and rigorous research, there is still a puzzling question relating to why managers keep engaging in M&A activities in spite of their tendency to destroy value for the shareholders of the acquiring firm. By seeking explanations in personality psychology, we examine the relationship between CEO conscientiousness, short-term stock market reactions and CEO acquisitiveness. READ MORE