Essays about: "Five-factor model"

Showing result 16 - 20 of 79 essays containing the words Five-factor model.

  1. 16. ESG: The Relationship Between “Ethical” Investing and Abnormal Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Per Malm; [2022]
    Keywords : ESG; Abnormal Returns; High Minus Low; Asset Pricing Model; Business and Economics;

    Abstract : This essay examines the relationship between ESG and abnormal returns and its implications on investing. To investigate this topic, I allocate stocks into zero-investment portfolios based on high and low ESG, using three different weighting methods, equal weighting, value weighting and portfolio optimization. READ MORE

  3. 17. Playing mind gamification : Theoretical evidence of addictive nature of gamification and identification of addictive game elements used in mobile application design

    University essay from Jönköping University/JTH, Avdelningen för datateknik och informatik

    Author : Bushra Qazi Abbasi; Samrah Awais; [2022]
    Keywords : Gamification; addiction; game elements; Self- Determination Theory SDT ; Smartphone Addiction SA ; Intrinsic Motivation IM ; Extrinsic Motivation EM ; Flow; Five-Factor Model FFM Big Five Model; Hexad framework;

    Abstract : Gamification is a modern concept that makes physical and digital activities engaging and enjoyable just like games. Game elements are added to mobile applications for user retention and engagement. One of the dark sides of gamification i.e. READ MORE

  4. 18. EMPIRICAL ANALYSIS OF FACTORS AFFECTING THE EXPECTED RATE OF RETURN FOR ALL-ELECTRIC-VEHICLE MAKERS : USING REGRESSION ANALYSIS TO TEST THE SIGNIFICANCE OF THE CAPM AND FAMA FRENCH FACTORS ON THE CALCULATION OF THE EXPECTED RATE OF RETURN FOR 9 OF THE BIGGEST ALL-ELECTRIC VEHICLE MAKERS.

    University essay from Blekinge Tekniska Högskola

    Author : Dimitrios Felekidis; Sylwia Buczek; [2022]
    Keywords : Electric vehicles; All-electric vehicles; Expected return rate; Fama French Three-Factor Model; Fama French Five-Factor Model; CAPM model; Stock;

    Abstract : The All-Electric Vehicle (AEV) industry development has intensified and is connected to governmentefforts to minimize greenhouse gas emissions and encourage people to buy electric vehicles. This hasled to all the lights turning on newly established all-electric vehicle makers and some older players. READ MORE

  5. 19. Principal Component Analysis and the Cross-Sectional Variation of Returns

    University essay from

    Author : Armin Ramovic; Mikael Åkerman; [2021-06-23]
    Keywords : Principal Component Analysis; PCA; principal components; cross-sectional variation of returns; risk premia; asset pricing; demensionality reduction; risk factors; machine learning;

    Abstract : We utilize Principal Component Analysis (PCA), a dimensionality reduction technique, on a set of 142 risk factors, including macroeconomic factors, proposed in financial literature to construct factor models with high explanatory powers when analysing the cross-sectional variation of portfolio returns. We apply a Fama and Macbeth (1973) two-pass regression to estimate risk premia commanded by our principal components. READ MORE

  6. 20. Who are the Most Committed at Work? : Linking Personality to Organizational Commitment

    University essay from Högskolan Väst/Avdelningen för psykologi, pedagogik och sociologi

    Author : Lisa Guppy; Carl-Johan Holmberg; [2021]
    Keywords : Five-factor model of personality; organizational commitment;

    Abstract : Organizational commitment has been linked to several important outcomes, including employee turnover and work performance. Despite that the antecedents of organizational commitment have been a subject of research for several decades, the relation between personality and organizational commitment is relatively unexplored. READ MORE