Essays about: "Cumulative Abnormal Return"

Showing result 26 - 30 of 109 essays containing the words Cumulative Abnormal Return.

  1. 26. SWEDISH BIDDER´S PERFORMANCE FROM TAKEOVERS - A quantitative event study comparing domestic and cross-border targets

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Henrik Molin; Filip Engelholm; [2020-07-01]
    Keywords : Swedish takeover market Cross-border acquisition Bidder´s return;

    Abstract : We examine Swedish bidder’s shareholder return on a takeover announcement based on a short-period event study. Further, the bidder return is examined based on whether the target is domestic or cross-border. READ MORE

  3. 27. The Effects of Monetary Adjustment on the Swedish Stock Market : An Event Study Analyzing the Effects of Monetary Changes in the Repo Rate Set by The Swedish Central Bank on the Stock Market.

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Maja Blomberg; Lukas Forell; [2020]
    Keywords : Swedish central bank; Riksbanken; Repo Rate; Swedish Stock Market; Real Estate sector; Bank sector; Event study; Average Abnormal Return and Cumulative Average Abnormal Return;

    Abstract : Between the years 2007 and 2019 Riksbanken, the Swedish central bank, have changed the repo rate 75 different times. This thesis will answer if these changes have an effect on the Swedish stock market for two specific sectors, the bank- and the real estate sector. READ MORE

  4. 28. Do Mergers and Acquisitions Increase Shareholder value? – An Event Study of companies within the renewable energy/cleantech industry

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Christoffer Johansson; Christian Lüning; [2020]
    Keywords : Business and Economics;

    Abstract : This thesis research whether mergers and acquisitions in the renewable energy industry create value for the acquiring firms’ shareholders. To research this, an event study methodology has been employed where three different event windows are studied in the short term, and one event window is studied in the long term. READ MORE

  5. 29. Politics, Artificial Intelligence, Twitter and Stock Return : An Interdisciplinary Test for Stock Price Prediction Based on Political Tweets

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Reamflar Elvio Estebano Troeman; Lisa Fischer; [2020]
    Keywords : Stock Price Prediction; Politics; Efficient Market Hypothesis; Twitter; Artificial Intelligence; Sentiment Analysis; Event Study;

    Abstract : As the world is gravitating toward an information economy, it has become more and more critical for an investor to understand the impact of data and information. One of the sources of data that can be converted into information are texts from microblogging platforms, such as Twitter. READ MORE

  6. 30. The Revaluation Effect Following M&A Withdrawals: Evidence from Europe between 1997-2019

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Anton Gomez; Jonathan Hedin; [2020]
    Keywords : Withdrawn bids; Cancelled bids; Event study; Target revaluation; Cumulative abnormal return; Business and Economics;

    Abstract : The main purpose of this study is to examine the revaluation effect on European target firms following a withdrawn bid. Thereto, investigate if different deal characteristics including method of payment, company status, cross-border versus domestic, and industry relatedness cause any variation in the revaluation effect on target firm wealth. READ MORE