Essays about: "Abnormal returns"

Showing result 1 - 5 of 420 essays containing the words Abnormal returns.

  1. 1. “Cheap" property holding stocks: Opportunity of a lifetime or too good to be true? - An empirical test of investment strategies based on stock price / EPRA NAV multiples for Swedish property holding stocks.

    University essay from Göteborgs universitet/Graduate School

    Author : David Goldner Yhlen; Erik Tobisson; [2020-07-01]
    Keywords : EPRA; EPRA NAV; NAV; property holding firms; real estate firms; efficient market hypothesis; behavioral finance; deferred tax; fair value accounting; law of one price; IFRS; IAS 40 investment property; portfolio; Value stocks; growth stocks; investment strategy;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  3. 2. 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. 3. Stochastic Model Identification and Model Metrics with Deep Learning Applications

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Berk Alp Yilmaz; [2020]
    Keywords : Event study; Abnormal Returns; ARIMA; Kalman Filter; Deep Learning;

    Abstract : Each economic event has a dynamic effect on the market due to decision complexity for agents valuating rare events. The more complex is the event, the more it takes for the markets to incorporate the new information. The goal of this thesis is to explore the dynamic effects of economic events on equity returns and statistical indicators. READ MORE

  5. 4. 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

  6. 5. The Impact of Finance Mergers and Acquisitions on Short-Term Performance of Acquiring Companies : An Event Study Focused on the British Isles

    University essay from Jönköping University/IHH, Företagsekonomi; Jönköping University/IHH, Företagsekonomi

    Author : Juan Jose Ramos Nogales; Kreshnik Elshani; [2020]
    Keywords : Event Study; Mergers and Acquisitions; Abnormal Returns; Cumulative Abnormal Returns; Market Model; Finance; British Isles.;

    Abstract : Background: Mergers and acquisitions (M&A’s) are common ways for businesses to expand, compete, and maintain in competitive business environments. A strongly debated question in literature is whether or not these M&A’s provide measurable benefits, as factors such as industry, geographic location, and regulations play key roles in the impacts of the M&A’s. READ MORE