Essays about: "Buy-and-Hold Abnormal Return"

Showing result 16 - 20 of 28 essays containing the words Buy-and-Hold Abnormal Return.

1. 16. Short Selling: Domestic and Foreign Performance Differences : A study of the Swedish Short Selling Market

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Oscar Eriksson; Olle Sahlman; [2018]
   Keywords : short selling; domestic and foreign investors; performance differences; performance variation; abnormal return; cumulative abnormal return CAR ; buy-and-hold abnormal return BHAR ; Swedish financial market;

   Abstract : The purpose and intent of this study is to conduct comparative research between domestic and foreign investors in regard to short selling positions on the Swedish financial market. The performance differences are measured by compounding short selling positions by the investors between 2015-2018. READ MORE

3. 17. The Effect of Terminated Bids in Mergers & Acquisitions - A study on the effect of terminated bids’ buy-and-hold abnormal returns in a short- and long-term perspective on the European market 1990-2015

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Erik Will Johansson; Oscar Will Johansson; [2018]
   Keywords : Mergers and Acquisitions; Terminated bids; Buy-and-Hold Abnormal Return; Short-Term; Long-Term; Business and Economics;

   Abstract : The purpose of this thesis is to examine the target firm’s abnormal returns in two aspects; short-term and long-term after a bid gets terminated for different categorizations and payment methods. The approach is the buy-and hold abnormal returns presented by Barber & Lyon (1997). READ MORE

4. 18. Stock Performance Differences in Swedish Life Science Companies with or without Research-based Science Park Affiliation

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Eric Isacsson; Liana Trichkova; [2018]
   Keywords : Science park affiliation; university ownership; life science; long-term buy and- hold-abnormal return; short-term cumulative abnormal return.; Business and Economics;

   Abstract : Stock Performance Differences in Swedish Life Science Companies with or without Research-based Science Park Affiliation Seminar date 2018-06-01 Course BUSN 79 Business Administration: Degree Project in Accounting and Finance - Master Level, 15 ECTS Authors: Eric Isacsson and Liana Trichkova Advisor: Håkan Jankensgård Key words: Science park affiliation, university ownership, life science, long-term buyand- hold-abnormal return, short-term cumulative abnormal return. Purpose: The purpose of the study is to investigate if there is a difference in the publicly traded stock performance of science park affiliated and non-affiliated life science firms. READ MORE

5. 19. Do Mergers and Acquisitions Create Value for Acquirers? Short- and Long-Term Event Study on the Pharmaceutical Industry of Europe

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Anton Lindström; Aleksi Kekkonen; [2018]
   Keywords : Event study; Buy- and hold abnormal return; Cumulative abnormal return; Pharmaceutical industry; Efficient market hypothesis; Business and Economics;

   Abstract : In this thesis, the short- and long-term event study methodology are applied in order to assess whether M&As, in the pharmaceutical industry, create any abnormal return for the acquirer. The majority of the previous research finds a negative abnormal return but the short-term event study seems to generate slightly positive abnormal returns outside the U. READ MORE

6. 20. Interpreting the Repurchase Signal

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Alexander Truedsson; Adam Kindstrand; [2018]
   Keywords : Information asymmetry; Insider trading; Share repurchases; Undervaluation; Abnormal returns; Signaling.; Business and Economics;

   Abstract : The purpose of this study is to examine the potential of improving the interpretation of signals of undervaluation inherent to share repurchases, by accounting for insider trading, level of insider and cash holdings. The goal is to contribute to decreased information asymmetry and increased efficiency in capital markets. READ MORE