Essays about: "thesis event study finance"

Showing result 6 - 10 of 22 essays containing the words thesis event study finance.

1. 6. Options and analysts : A study on the relationship between option implied volatility and analyst consensus recommendations

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

   Author : Ludwig Flank Zetterström; Krenare Salihu; [2022]
   Keywords : Finance; options; option implied volatility; stock recommendations; revisions; information asymmetries;

   Abstract : The purpose of our thesis is to examine the relationship between option implied volatility and analyst consensus recommendation revisions. We offer a Swedish perspective on the growing popularity of equity options and its relationship with different stock market participants and returns. READ MORE

3. 7. Predicting Irrational Market Behavior : Examining the Effects of Football Final Outcomes on Index Returns

   University essay from Jönköping University/IHH, Nationalekonomi

   Author : Arvid Aronsson; [2022]
   Keywords : DID with synthetic controls; Investor Mood; Behavioural Finance; Irrational Investors; Sports;

   Abstract : This thesis investigates the effects football games in major international tournaments have on stock market returns. The major international football tournaments are limited to the FIFA World Cup and the UEFA European Championship, and the games studied are only the finals of these tournaments. READ MORE

4. 8. Bonds with Benefits: An Empirical Investigation of Sustainability-Linked Bonds

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jessica Mattsson; Clara Starrsjö; [2022]
   Keywords : Sustainability-linked bonds; Sustainable Finance; Sustainability premium; Signalling; Incentives;

   Abstract : Sustainability-linked bonds (SLBs) are the youngest and fastest-growing instrument of the sustainable debt market, with unique properties that should incentivise companies to become more sustainable. Yet there is little empirical evidence on SLBs. READ MORE

5. 9. Onormal avkastning vid tillkännagivandet av en nyemission: En jämförelse av företrädesemissioner och riktade emissioner

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Fredrik Eriksson Oppliger; Erik Olshov; Gustav Persson; Alex Skepastianos; [2021]
   Keywords : Event study; Efficient-market hypothesis; Information asymmetry; Market reaction; Equity issuance; Directed share issue; Rights issue; Abnormal return; Announcement date; Business and Economics;

   Abstract : Titel: Onormal avkastning vid tillkännagivandet av en nyemission – en jämförelse av företrädesemissioner och riktade emissioner Seminariedatum: 2021-01-14 Kurs: FEKH89 – Företagsekonomi: Examensarbete i finansiering på kandidatnivå, 15 högskolepoäng. Författare: Fredrik Eriksson Oppliger, Erik Olshov, Gustav Persson, Alex Skepastianos Handledare: Håkan Jankensgård Nyckelord: Eventstudie; Effektiva marknadshypotesen; Informationsasymmetri; Marknadsreaktion; Nyemission; Företrädesemission; Riktad emission; Onormal avkastning; Tillkännagivandedatum Syfte: Syftet med studien är att undersöka om det föreligger någon skillnad i den kortsiktiga aktiemarknadsreaktionen när ett bolag tillkännager ett beslut om en företrädesemission respektive en riktad emission. READ MORE

6. 10. Single Sourcing Financing and Advice in M&A. An Event Study of Selected Non-Financial Companies Listed on Nasdaq Stockholm

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Mercy Abasi-Okoko; Adam Rudolfsson; [2021]
   Keywords : Single Sourcing M A Value Creation Event Study; Business and Economics;

   Abstract : This thesis is done in collaboration with Nordea Corporate Finance. It was borne out of the need to examine the effect single sourcing acquisition deals has on value creation for acquiring shareholders. A short-term event study methodology with varying event windows was employed to empirically test this effect. READ MORE