Essays about: "stock returns"

Showing result 1 - 5 of 1057 essays containing the words stock returns.

1. 1. Network Connectedness in Financial Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Andrea Marcolini; [2024]
   Keywords : Systemic risk modeling; US REITs connectedness; S P 500 connectedness; Returns and realized volatilities prediction;

   Abstract : This paper is a collection of two different theses discussing the prediction of the returns and volatilities of the S&P 500 constituents and of US Real Estate Investment Trusts (REITs) by analyzing their centrality within the financial market network. Both empirical works summarize the relevant financial and network literature, demonstrating how modeling stock connectedness within financial markets makes it possible to create returns and volatility predictors, improving investors' portfolio allocations and achieved investment Sharpe ratios. READ MORE

3. 2. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oleksii Chepil; [2024]
   Keywords : value investing; quality investing;

   Abstract : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. READ MORE

4. 3. The impact of firm-level greenness on the transmission of monetary policy shocks to stock market prices in Sweden

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Marcus Boman; Ira Kansara; [2024]
   Keywords : Monetary Policy; Heterogeneity; Sustainable Investing; ESG; Green Transition;

   Abstract : A growing literature has indicated that monetary policy shocks impact the stock prices of brown firms more strongly than the stock prices of green firms. Monetary policy tightening is associated with lower stock prices since it leads to a higher cost of capital and in turn a higher discount rate for the expected stream of cash flows. READ MORE

5. 4. The value of a good deed; ESG-scores and returns in the Nordic stock markets

   University essay from

   Author : Axel Olausson; Axel Pettersson; [2023-11-07]
   Keywords : Stock returns; ESG; Risk-adjusted returns; Adjusted Sharpe ratio; unequal variance t-test; Nordic market;

   Abstract : This paper seeks to answer which effect ESG-scores have on risk-adjusted returns for stocks listed on Nordic stock markets. To answer this, we create five null hypotheses and use unequal variance t-tests to determine if the hypotheses can be rejected. READ MORE

6. 5. Power Play: The influence of energy prices on ESG Stocks’ performance during the Energy Crisis A quantitative study performed on the Swedish stock market

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Daniella Milojkovic; Jennifer Häggander; [2023-08-25]
   Keywords : ;

   Abstract : This research paper is focused on the impact of the European energy crisis on ESG (Environmental, Social, and Governance) stocks. The paper aims to examine the extent to which the performance of stocks with high ESG scores has been affected by energy prices and volatility during the energy crisis. READ MORE