Essays about: "Cross-sectional variation"

Showing result 36 - 40 of 65 essays containing the words Cross-sectional variation.

  1. 36. Earnings Surprises and the Cross-Section of Stock Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Benedicte Sofie Damslora; Marcus Engström; [2016]
    Keywords : Earnings surprises; S P 500; Risk factors;

    Abstract : Do earnings surprises affect stock prices during the subsequent quarter? If so, what is the estimated impact, and to what extent can it be clearly distinguished from other factors? To answer these questions we build ten dynamic portfolios in which the companies are continuously reallocated according to their latest earnings surprise. A cross-sectional regression based on these portfolios indicates a distinct albeit nonlinear effect of the earnings surprise. READ MORE

  3. 37. Static and Time-Varying Foreign Exchange Rate Exposure Estimation Methods

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Mihai-Doru Zoicas; [2016]
    Keywords : ;

    Abstract : This study examines the contingency of foreign exchange rate exposure and its antecedents onmodelling techniques utilized in previous literature. Based on a sample of 567 US non-financiallisted companies the analysis reveals that only 11.29% of firms face exposure to the US$ tradeweightedcurrency index when Jorion’s equation is run. READ MORE

  4. 38. The Determinants of Leverage in Buyouts Before and After the Financial Crisis of 2008

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Matilda Dieden Bengtsson; Alexandra Olsson; [2016]
    Keywords : Leveraged Buyout; Private Equity; Capital Structure; Financial Crisis of 2008; Credit Spread;

    Abstract : The number of leveraged buyouts has grown tremendously in both size and frequency during the last decades. Therefore Private Equity firms are large and important players in capital markets, why it is interesting to examine the motivation behind their financing choices. READ MORE

  5. 39. An alternative approach for investigating risk factors

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Erik Graf; Oskar Rosberg; [2016]
    Keywords : Asset pricing; Fama and French five-factor model; Investment variable; Asset turnover; DuPont analysis;

    Abstract : Studying the five-factor asset pricing model developed by Eugene F. Fama and Kenneth R French in 2015, this paper finds conclusive evidence that the premium awarded to non-financial, American firms for exposure towards the newly added investment factor differs depending on firm characteristics. READ MORE

  6. 40. Modelling of Venous Biomechanics and Evaluation using Imaging, Positive Airway Pressure and Postural Changes

    University essay from Umeå universitet/Institutionen för fysik

    Author : Madelene Holmgren; [2016]
    Keywords : Jugular vein; Venous pressure; Positive airway pressure; Cross sectional area; Posture; Ultrasound; Halsven; Ventryck; Positivt luftvägstryck; Tvärsnittsarea; Kroppsposition; Ultraljud;

    Abstract : Knowledge about biomechanical properties of veins is of importance for understanding the physiologyof the venous system. Specifically for this thesis there is a motivation based on an idea of how to usebiomechanics of the vein in the development of new non-invasive measurement techniques for assessingthe pressure in the brain. READ MORE