Essays about: "Equity Mutual Funds"

Showing result 1 - 5 of 86 essays containing the words Equity Mutual Funds.

  1. 1. Market Value Implications of Increasing Passive Investing

    University essay from

    Author : Andreas Gegerfelt; Elsa Olsson; [2023-07-07]
    Keywords : Passive investing; passive investment bubble; active investing; price-to-earnings ratio; Swedish equity market;

    Abstract : This study examines if recent years’ popularity and large inflow of money to passive index funds have led to inflated prices in the Swedish equity market. The problem was investigated by studying the net fund flows to passive funds and comparing them to active funds over time to measure to what extent they affect the market price-to-earnings ratio. READ MORE

  3. 2. Do two heads think better than one? Risk Differences in Gender and Team vs. Single Managed Mutual Equity Funds in Sweden

    University essay from

    Author : Zelda Harbecke; Hanna Kyséla; [2023-06-29]
    Keywords : ;

    Abstract : This empirical study examines whether team or single-managed mutual equity funds in the Swedish fund market are more risk-prone conditionally on the management structure during the last five years (2018-2022). Additionally, the gender of each fund manager is analyzed in order to find answers regarding gender's risk approach in investment decisions. READ MORE

  4. 3. Do ESG investors pay a price for doing good - A matched pair analysis of the Swedish fund market.

    University essay from

    Author : Edvin Andersson; Albin Dahlin; Morgan Thisted; [2022-07-11]
    Keywords : ESG; sustainability; Sweden; ESG funds; conventional funds; financial performance; matched pair analysis;

    Abstract : In this thesis we examine the financial performance of Swedish mutual equity funds. We look at differences between sustainable, defined as ESG, and conventional funds. The financial performance is examined using the Capital Asset Pricing Model, the Fama-French three-factor model and Carhart’s four-factor model. READ MORE

  5. 4. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics

    University essay from

    Author : Olle Fröling; Olle Wingstrand; [2022-06-29]
    Keywords : Equity Mutual Funds; Decreasing Returns to Scale; Alpha; Fund Skill; Fama-French Five-Factor Model; Nordic Equity Funds; Asian Equity Funds; Fixed Effects;

    Abstract : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). READ MORE

  6. 5. Do investors care about ESG when markets turn sour? Evidence from the mutual fund industry during the COVID-19 crisis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Marlene Rosenberger; Mohammed Albarbari; [2022]
    Keywords : ESG investing; Sustainable investment; Mutual fund flows; Mutual fund returns; COVID-19 crisis;

    Abstract : This thesis empirically examines the effect of the sustainability rating on sustainable fund returns and fund flows to gain a better understanding of the motivation underlying sustainable investing. By conducting panel regression analyses as well as Difference in Difference analyses on a selected sample of EU equity funds, we show that under normal market conditions sustainable funds outperform conventional funds. READ MORE