Essays about: "JEL Classifications"

Found 4 essays containing the words JEL Classifications.

  1. 1. THE MARKET'S REACTION TO THE BASEL IV ANNOUNCEMENT

    University essay from Göteborgs universitet/Graduate School

    Author : Sofie Björk; Erika Venäläinen; [2020-07-07]
    Keywords : Capital Requirements; Basel; Banking Performance; Event Study; JEL Classifications; G14; G21; G28; G32;

    Abstract : Stricter capital requirement for banks is one of the key measures to make the banking system more resilient and eventually counteract financial crises. Established by the Basel Committee on Banking Supervision (BCBS) since 1988, the Basel Accords are a series of regulatory acts of bank capital requirements. READ MORE

  3. 2. The profitability of momentum trading strategies: A comparisonbetween stock markets in the Netherlands and Germany

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Oliver Weil; [2017]
    Keywords : Momentum; Efficient markets; The Efficient Market Hypothesis; Transaction costs JEL classifications: G10; G11; G14; G15; G19;

    Abstract : Can momentum trading strategies beat Dutch or German stock market indices? If so, dothose strategies show significant positive net returns? For the period from March 2009 to March 2016this appears to be the case for only one out of the nine momentum trading strategies investigated withrespect to the Dutch stock market and for none of those same momentum trading strategiesinvestigated with respect to the German stock market. Furthermore, this research finds that the netmomentum returns seem to be winner- instead of loser-portfolio driven and that the longer the holdingperiod, the higher the net momentum returns realized. READ MORE

  4. 3. The effect of corporate social responsibility on the cost of equity from a legal origin and cultural perspective

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Joëla M. A. Jansen; [2017]
    Keywords : Corporate Social Responsibility; Cost of Equity; Legal Origin; Culture JEL classifications: G32; G34; K15; M14;

    Abstract : This study aims to investigate how legal origin and cultural values can affect the relationship between corporate social responsibility (CSR) and the cost of equity. Specifically, common law and civil law countries (legal origin) and countries with high long-term orientation are compared. READ MORE

  5. 4. DETERMINANTS OF PROFITABILITY IN MICROFINANCE INSTITUTIONS IN SUB-SAHARAN AFRICA

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Johan Börjesson; Adam Hultén; [2016-12-19]
    Keywords : Credit; Development; Microfinance JEL Classifications: O1; G210;

    Abstract : The aim of this study was to investigate and present the most prominent determinants of pro tability of micro nance institutions (MFI) in Sub-Saharan Africa. Creating an empirical framework including variables concluded to be of protruding e ect to pro tability and adapting it to the micro nance eld, we are able to isolate the determinants which play the central role in this emerging market. READ MORE