Essays about: "Equity market"

Showing result 21 - 25 of 831 essays containing the words Equity market.

1. 21. Evaluating the Effect of Meta-Labeling on Equity Market Neutral Strategy

   University essay from Lunds universitet/Statistiska institutionen

   Author : Niclas Wölner-Hanssen; [2023]
   Keywords : Meta-Labeling; Probabilistic Sharpe Ratio; Equity Market Neutral; Mathematics and Statistics;

   Abstract : This thesis aims to construct an Equity Market Neutral (EMN) strategy framework to predict intraday excess returns of stocks within the S&P 500 index by utilizing machine learning techniques proposed by (López de Prado, 2018). The constructed EMN strategies within the framework utilizes techniques such as Stacked Single Feature Importance (SSFI), sample weighting, Probabilistic Sharpe Ratio (PSR), and meta-labeling. READ MORE

3. 22. Call me Maybe?: A case study on SBB's issuance of hybrid bonds

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Agnes Bengtsson; Moa Andersson; [2023]
   Keywords : Hybrid Bonds; Real Estate; Credit Rating; Bond Market;

   Abstract : This single-case study examines why Samhällsbyggnadsbolaget i Norden's (SBB) issued hybrid bonds, its implications, and the value this instrument generates for the corporation, shareholders, and investors. SBB's mission since the start has been to expand into one of the largest real estate companies in the Nordics, accompanied by an improvement in credit rating. READ MORE

4. 23. Measuring Impact: A Case Study of Impact Methodologies in the Nordic Private Equity Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Andreas Panagos; Jonathan Segelman; [2023]
   Keywords : Impact Investing; Private Equity; Impact Methodologies; Verdane; Case Study;

   Abstract : We examine how actors in the Private Equity market define Impact, and how Impact assessments and methodologies are used in practice to source and underwrite investments. We use a case study to gain insight into Impact investing within the world of Private Equity. READ MORE

5. 24. Accounting for the Measurement Bias: A Study of Market Efficiency in the United States and the Relevance of Extensive Fundamental Analysis in Equity Valuation

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Erik Bergmark; Hugo Freudenthal; [2023]
   Keywords : Accounting valuation bias; Fundamental analysis; Horizon Value; Market mispricing; Residual income valuation;

   Abstract : This thesis investigates abnormal returns over the period 1983-2021 from an investment strategy that is based on public accounting information. Investment positions are taken in US manufacturing firms and are held for 36 months using a self-financing (hedged) portfolio. READ MORE

6. 25. Unveiling Value Dynamics: A Comparative Analysis of Underpricing and Long-Term Performance Among PE-Backed, VC-Backed, and Non-Backed IPOs in the Swedish Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Markus Tingvall; Jing Ni; [2023]
   Keywords : Initial Public Offering; Private Equity; Venture Capital; Underpricing; Long-term performance;

   Abstract : This research investigates initial underpricing and subsequent long-term aftermarket performance of private equity-backed, venture capital-backed and non-backed initial public offerings (IPOs) in the Swedish market. With a sample of 401 IPOs from January 2011 to December 2021 on the Nasdaq Stockholm and Nordic Growth Market, the study delves into the distinctive firm and IPO characteristics of the three categories. READ MORE