Essays about: "Cumulative Average Abnormal Returns CAAR"

Showing result 1 - 5 of 7 essays containing the words Cumulative Average Abnormal Returns CAAR.

1. 1. Cultural Distance’s Effect on Short-Term Acquisition Performance - Evidence from Swedish Acquirers

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Alia Rezai; Ludwig Lindau; Vilhelm Thorstenson; [2023]
   Keywords : Cultural distance; Masculinity; Uncertainty Avoidance; Short-term acquisition performance; Cumulative average abnormal returns; Cross-border acquisitions; Business and Economics;

   Abstract : This quantitative study aims to investigate whether cultural distance has any significant effect on short-term acquisition performance, measured as abnormal returns for Swedish cross-border acquisitions. This study adds to previous literature through filling the gap where there has been a lack of a sample of Swedish acquirers, using a multi-measurement approach, and having a broad sample of acquisitions conducted in Europe between the years 2000-2022. READ MORE

3. 2. Market Reaction to Environmental Controversies: The role of perceived behaviour

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Christian Emidi; Sebastian Galan; [2023]
   Keywords : ESG; environmental controversies; market reaction; perceived behaviour; anchoring; Business and Economics;

   Abstract : The rising importance of ESG related issues has been witnessed both by recent literature and surveys. In this paper, we first analyse whether environmental controversies have a significant impact on the involved companies’ stock returns. READ MORE

4. 3. Green Bonds : A study on the signaling effects of issuing green bonds in the Swedish real estate sector

   University essay from KTH/Fastighetsekonomi och finans

   Author : Sophia Solberg; Wilma Olofsson; [2023]
   Keywords : Green bonds; Sustainability; Stock Market Reaction; Signaling Theory; Efficient Market Hypothesis; Real Estate Sector; Gröna Obligationer; Hållbarhet; Marknadsreaktioner; Signaleringsteorin; Effektiv Marknadshypotes; Fastighetssektorn;

   Abstract : Green bonds have rapidly increased in popularity over the past years, and are often seen as afacilitator in achieving the Paris Agreement of limiting global warming to 2°C. The Swedishreal estate sector is one of the most frequent issuers in the Swedish green bond market, as itstands for 49% of the total volume outstanding. READ MORE

5. 4. Does size matter? Analysis of stock price reaction to green bonds announcements

   University essay from

   Author : Yasmine Ben Rouha; Khaled Khouja; [2021-07-13]
   Keywords : Green Bonds; Sustainability; Efficient Market Hypothesis; Signaling Theory; Abnormal Return; Cumulative Abnormal Return; Amount Issued;

   Abstract : The recent large growth in the green bond market has been shown in previous studies to yield abnormal returns as the market value of the stock reacts to the announcement of green bond issuance. This study uses a sample of 90 observations, of which 61 are from the Swedish market and the remaining 29 from the American market. READ MORE

6. 5. The impact of M&A on shareholders’ Value; Determinants of the acquirer value creation; Empirical evidence from the Swedish Market.

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Badi Mousa; Hussam Restum; [2020]
   Keywords : Merger acquisition M A ; Cumulative abnormal returns CAR ; Value creation; Event study; Swedish market.; Business and Economics;

   Abstract : The purpose of this thesis is to investigate the impact of M&A announcement on the acquirer shareholders' value in the Swedish market. We further aim to find the determinants behind these changes in the acquirer stock prices. READ MORE