Essays about: "Alpha and Stockholm Stock Market."
Showing result 1 - 5 of 21 essays containing the words Alpha and Stockholm Stock Market..
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1. Is there a carbon emission-return relation? Exploring the existence of a carbon emission return relation in the Swedish stock market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We use portfolio sorting and Fama-Macbeth regressions to investigate the potential relation between carbon emissions and stock returns in the Swedish stock market, a country with stringent carbon regulations and taxes. We research the Swedish stock market between 2010-2019 and do not find evidence of such a relationship. READ MORE
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2. Examining the Existence of the Characteristic Liquidity Premium: A Study of the U.S. Stock Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper examines the existence of a characteristic liquidity premium among U.S. stock returns between January 1964 and December 2021 after adjusting for transaction costs. Liquidity is estimated using four different measures in order to capture different dimensions of liquidity (price impact, trading cost, trading speed, and trading quantity). READ MORE
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3. The (in)efficiency of Financial Markets : Applying the Relative Strength Strategy on the Swedish Large cap Exchange
University essay from Mälardalens högskola/Akademin för ekonomi, samhälle och teknikAbstract : This paper examines the efficiency of the Swedish stock market, specifically the Large cap list of the Stockholm stock exchange. This is achieved by implementing the relative strength method of investing during the decade of 2010-2020 and evaluate the results in contrast to the Efficient Market Hypothesis. READ MORE
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4. The ESG Dilemma
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Investing with the purpose of doing good has been gaining a lot of momentum in the past few years. Leading to increased investments in exchange traded products, mutual funds and equities with higher levels of ESG score both in developed and developing countries. READ MORE
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5. A Comparison of Asset Pricing Models on Nordic Markets
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper applies the Fama and French five-factor model to Nordic stock markets, comparing its performance to the Fama and French three-factor model and CAPM. The five-factor model is not found to outperform the three-factor model or CAPM. READ MORE