Essays about: "Abnormal Returns"

Showing result 1 - 5 of 366 essays containing the words Abnormal Returns.

  1. 1. Insider timing on the Stockholm Stock Exchange : A study of short-term cumulative returns prior to mid-cap CEOs’ transactions in their own firm

    University essay from Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Author : Stephen Maconi; Alexander Singer; [2019]
    Keywords : insiders; insider transactions; transaction timing; managerial timing; abnormal returns;

    Abstract : This paper investigates how CEOs in public Swedish mid-cap corporations time their transactions in their own company’s stock in a short-term perspective. To investigate this, an event study methodology is employed on cumulative returns surrounding these insiders’ transactions, both absolute and relative to the market. READ MORE

  2. 2. The Post-IPO Performance of Venture Capital-backed Companies - Evidence from the European High-Tech Industry

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jonas Hollacher; Julia van Holt; [2019]
    Keywords : Venture Capital; Operating Performance; Market Performance; Post-IPO; High-Tech;

    Abstract : This thesis focusses on the question whether VC-backing is positively related to the long-term post-IPO performance of companies. It thereby aims to contribute to the clarification of the broader question whether VC funds create lasting value for European high-tech companies through their financing and continued provision of monitoring and advise services. READ MORE

  3. 3. Testing Piotroski's F_SCORE on the U.S. Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Xiangyu Mo; Yuzi Wang; [2019]
    Keywords : Piotroski; Abnormal Returns; Market Efficiency; U.S. Stock Market;

    Abstract : Piotroski (2000) generates a fundamental investing method built upon F_SCORE to identify financially strong firms. In this paper, we investigate whether Piotroski's simple accounting- based fundamental method could still be applied to the U.S. market throughout 12 years from 2004 to 2015. READ MORE

  4. 4. In search for the reputational investment factor

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Birger Myrberg; David Dreja; [2019]
    Keywords : Factor investing; Smart beta investing; Corporate reputation; Performance forecast; Risk-adjusted returns;

    Abstract : This paper looks at corporate reputation and its effect on future firm performance using the Reputation Quotient (RQ) produced by Harris Interactive Inc. as proxy for reputation. READ MORE

  5. 5. The Signaling Effect of Insider Trading on the Swedish Stock Market

    University essay from Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Author : Daniel Rosensand; Martin Karlsson; [2019]
    Keywords : Insider trading; signaling effect; event study; abnormal returns; Swedish stock market; Insynshandel; signaleringseffekt; eventstudie; abnorm avkastning; svenska aktiemarknaden;

    Abstract : This paper investigates the signaling effect of insider trading by analyzing the market reaction to 147 insider transactions executed within the period 2014-2016 on the Stockholm Stock Exchange. We present three major findings. READ MORE