Essays about: "Factor shares"

Showing result 1 - 5 of 62 essays containing the words Factor shares.

  1. 1. The illiquidity exposure factor: An overlooked driver of mutual fund performance

    University essay from Göteborgs universitet/Graduate School

    Author : Jakob Häger; Tim Hansson; [2023-06-29]
    Keywords : Illiquidity; liquidity; mutual funds; fund performance; factor models; alpha;

    Abstract : This paper examines if Swedish-focused mutual funds with more illiquid holdings produce higher alpha. By extending the classic Fama and French five-factor model, we pinpoint the effect of illiquidity in underlying holdings on mutual fund alpha generation through a two-step regression model with data between 2019-2022. READ MORE

  3. 2. Asset Pricing in Different Periods of Stock Market Volatility : The Varied Effectiveness of Carhart's Four-Factor Model in the Swedish Market

    University essay from Umeå universitet/Företagsekonomi

    Author : Robin Munkhammar; Svensson Hampus; [2023]
    Keywords : Capital Asset Pricing Models; Carhart Four-Factor Model; Swedish Stock Market Volatility;

    Abstract : Investing in the Swedish stock market has over time proven to be an effective way to increase wealth. Nationally speaking, Sweden’s population is also one of the best in the world at investing their savings. Four out of five swedes invest at least some part of their private savings into mutual funds which approximately amounts to 8. READ MORE

  4. 3. The Medium Run Revisited: An Alternative Perspective on Labour Share Developments in European and Anglo-Saxon Countries

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Gero Kunath; [2023]
    Keywords : labour income share; European; Anglo-Saxon; factor prices; factor quantities; Business and Economics;

    Abstract : This thesis revisits one of the most prominent contributions to the literature on labour income shares by \citet{blanchard1997} and offers an alternative perspective on the developments in European and Anglo-Saxon countries between 1970 and 2019. Labour shares in both groups of countries declined resulting from changes in relative factor prices and quantities. READ MORE

  5. 4. Impact of offtake mechanisms on wind turbine selection and design in North and Central Europe

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Gesa Reiter; [2023]
    Keywords : Wind energy; offtake mechanisms; wind turbine configuration and design; rated power; capacity factor; Renewable Energy Sources Act; EEG; PPA; merchant; profitability; NPV; IRR; Vindkraft; upphandlingsmekanismer; vindturbiners konfiguration och utformning; nominell effekt; kapacitetsfaktor; lagen om förnybara energikällor; EEG; energiköpsavtal; handelsprissättning; lönsamhet; NPV; IRR;

    Abstract : Wind power has become a major supplier of electricity in the European market in the last years. In 2020, 13% of electricity generated on the European continent was wind energy (onshore and offshore) and these shares are projected to increase in the next years due to reasons such as climate change and the energy security aspect. READ MORE

  6. 5. Corporate ownership and firm’s ESG performance : A study of Swedish listed firms.

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Erina Liao; Farjana Haque Jesmin; [2023]
    Keywords : Corporate Social Responsibility; Corporate governance; Ownership Concentration;

    Abstract : Growing public awareness of corporate social responsibility (CSR), particularly corporate involvement in environmental, social, and governmental (ESG) issues, has led to extensive discussions on the factors that may influence corporate ESG performance. Prior literature has pointed out that ownership structure can be a crucial factor regarding a firm’s attitude and engagement in ESG. READ MORE