Essays about: "Factors"

Showing result 1 - 5 of 11209 essays containing the word Factors.

  1. 1. Arbitrage Pricing Theory: A study on the Stockholm Stock

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Richard Johansson; Pierre Petersson; [2019-03-01]
    Keywords : Arbitrage Pricing Theory; APT; Stockholm Stock Exchange; Macroeconomic Factors; Multi Factor Model;

    Abstract : This thesis investigates the macroeconomic factors that affect the returns on the different portfolios in Stockholm Stock Exchange by using Arbitrage Pricing Theory (Stephen Ross 1976). We use the portfolios of Large Cap, Mid Cap, Small Cap, and All Caps. Specifically, multiple index model is used. The sample period is 2012-2017. READ MORE

  2. 2. What are the main determinants for companies to behave in sustainable way?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Siri Aasma; [2019-02-21]
    Keywords : Sustainable Development; Corporate Sustainability; Institutional Theory; New Institutional Economics; Norms; OLS;

    Abstract : Using a novel dataset collected from a web survey sent out to Swedish large companies, this thesis examines whether institutional factors or basic economic factors are the main determinants for companies’ level of sustainability work. This is done through studying a company’s level of corporate sustainability in relation to their self-perceived determinants. READ MORE

  3. 3. Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Andreas Carlsson; Erik Hulth; [2019-02-20]
    Keywords : Performance Evaluation; Asset pricing; Size Effect; Sharpe Ratio; Treynor ratio; Jensen´s alpha; Risk-Adjusted Returns; Fama-French Three-Factor Model; Carhart Four-Factor Model; Multi-factor models; Single-factor model;

    Abstract : This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the Swedish equity market (NASDAQ OMX) over the years 2011 to 2016. A number of studies focused on asset pricing have during the last decades indicated that the original Capital Asset Pricing Model (CAPM) is misspecified and has limited power to explain cross-sectional and temporal variations in expected equity returns. READ MORE

  4. 4. A CURRENCY UNION’S EFFECT ON INTERNATIONAL TRADE - EMU membership effect on international trade for Slovenia, Cyprus, Malta and Slovakia

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : John Elveljung; Stina Oad; [2019-02-15]
    Keywords : Common currency areas; Currency union; Optimal Currency Area; EMU; EU; Export; Gravity Model; International rate;

    Abstract : This thesis investigates if there is an increase in international trade from joining a currency union. This is done by looking at the European Monetary Union with a focus on four countries that became members in 2007-2009: Slovenia, Cyprus, Malta and Slovakia. READ MORE

  5. 5. The Balancing Act of Disclosure: Experiences of Stigma and Resistance Among Men Who Sell Sex to Men

    University essay from Göteborgs universitet/Institutionen för socialt arbete

    Author : Linda Laura Palhamn; [2019-02-13]
    Keywords : Disclosure; MSW male sex work ; stigma; and resistance;

    Abstract : Little attention has been given in previous research to disclosure about sex work and even lessto men’s experience of disclosure about selling sex. There is a lack of understanding of thechoices behind disclosure and how men who have experiences of selling sex use disclosure. READ MORE