Essays about: "Calendar-Time Portfolio Approach"

Found 2 essays containing the words Calendar-Time Portfolio Approach.

  1. 1. Underpricing and Long-Run IPO Performance in Italy, Sweden and United Kingdom: a comparative study from 2006 to 2013

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Davide Ramazzina; [2014]
    Keywords : Underpricing; IPO Long-Run Underperformance; Fama-French three-factor model;

    Abstract : In my thesis, I study two IPO anomalies, the underpricing and the long-run underperformance of new listings, from 2006 to 2013, on two peripheral (Sweden and Italy) and on the main European financial market (UK). I also examine the sector specific performances within each market to identify whether some particular industry performed better in one particular market rather than in others. READ MORE

  3. 2. The Effect of CEO Turnover on Long-Term Shareholder Value: An Empirical Study

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Agron Lasku; Joel Andersson; [2008]
    Keywords : CEO Turnover; Abnormal Returns; Long-Term Shareholder Value; Calendar-Time Portfolio Approach;

    Abstract : Chief executive turnovers are escalating towards a new all time high. This trend motivates the investigation of the economic consequences of the turnover event. READ MORE