Essays about: "Abnormal return"

Showing result 1 - 5 of 253 essays containing the words Abnormal return.

  1. 1. Spin-off Impact on Shareholder Wealth: A worldwide study on market reactions to spin-off announcements

    University essay from

    Author : Susanna Hellström; Arvid Landmark; [2020-07-01]
    Keywords : Corporate restructuring; Divestiture; Spin-off; Average cumulative abnormal return; Diversification; Information asymmetry;

    Abstract : This thesis investigate the spin-off wealth effect and its determinant factors for spin-offs announced in the period 2000-2019. The sample is distributed over three regions; Europe, Asia-Pacic, and the US, with 103, 248 and 164 sample transactions, respectively. READ MORE

  2. 2. SWEDISH BIDDER´S PERFORMANCE FROM TAKEOVERS - A quantitative event study comparing domestic and cross-border targets

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Henrik Molin; Filip Engelholm; [2020-07-01]
    Keywords : Swedish takeover market Cross-border acquisition Bidder´s return;

    Abstract : We examine Swedish bidder’s shareholder return on a takeover announcement based on a short-period event study. Further, the bidder return is examined based on whether the target is domestic or cross-border. READ MORE

  3. 3. Mutual Fund Performance : An analysis of determinants of risk-adjusted performance for mutual equity funds available for Swedish investors

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Sandra Carlsson; Erica Eikner; [2020]
    Keywords : Mutual equity funds; risk-adjusted performance; Total Expense Ratio; fund characteristics; Swedish investors; Efficient Market Hypothesis; Carhart four factor model; Sweden;

    Abstract : The mutual fund industry in Sweden has grown rapidly over the past years. Research has been made on the topic for over 50 years, however there are still uncertainties about the determinants of fund performance. READ MORE

  4. 4. The Effects of Monetary Adjustment on the Swedish Stock Market : An Event Study Analyzing the Effects of Monetary Changes in the Repo Rate Set by The Swedish Central Bank on the Stock Market.

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

    Author : Maja Blomberg; Lukas Forell; [2020]
    Keywords : Swedish central bank; Riksbanken; Repo Rate; Swedish Stock Market; Real Estate sector; Bank sector; Event study; Average Abnormal Return and Cumulative Average Abnormal Return;

    Abstract : Between the years 2007 and 2019 Riksbanken, the Swedish central bank, have changed the repo rate 75 different times. This thesis will answer if these changes have an effect on the Swedish stock market for two specific sectors, the bank- and the real estate sector. READ MORE

  5. 5. Carbon Risk and Swedish Mutual Funds

    University essay from Stockholms universitet/Nationalekonomiska institutionen; Stockholms universitet/Nationalekonomiska institutionen

    Author : Edward Lindén; Kasper Nilson; [2020]
    Keywords : Carbon Risk; Carbon Risk Score; Swedish Mutual Funds; Green Investments; Sustainable Investments; Greenwashing;

    Abstract : This paper analyzes sustainable investments of Swedish mutual funds. Morningstar’s CarbonRisk Score (CRS) - funds exposure to a future of low-carbon economy - is analysed in termsof returns, management fees and flows. The CRS measure was introduced March 2018 with ahistorical series from March 2017, without the market being aware. READ MORE