Essays about: "LIQUIDITY"

Showing result 1 - 5 of 301 essays containing the word LIQUIDITY.

  1. 1. A comparison of sin- and ethical stocks’ performance on the Swedish equity market: with focus on the impact of liquidity, institutional ownership, firm age and equity on the difference in excess returns between sin- and ethical stocks.

    University essay from Göteborgs universitet/Graduate School

    Author : Henrik Leimalm; Ludwig Olofsson; [2019-08-09]
    Keywords : Sin stocks; ESG stocks; Sweden; OMXSPI; stakeholder theory; shareholder theory; efficient market hypothesis; excess return; CAPM; liquidity; institutional ownership; firm age; book value of equity;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  2. 2. Green Bonds: A Study on Expected Returns and Liquidity Effects

    University essay from Göteborgs universitet/Graduate School

    Author : Carl-Anton Bryngelsson; Anton Gavin; [2019-08-08]
    Keywords : Green bonds; Liquidity; Bid-Ask Spread; Fixed income; Expected return; Asset pricing; Bond pricing;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  3. 3. Determinants of Bidders' Abnormal Returns in Technology Mergers and Acquisitions

    University essay from

    Author : Filip Dahlfors; Stefan Padjen; [2019-07-08]
    Keywords : Event Study; Technology Industry; Mergers and Acquisitions; Shareholder Value;

    Abstract : We study 314 mergers and acquisitions (M&As) of European and American technologyfirms between 2004 and 2018. Using the standard event study methodology,this paper analyzes the abnormal returns of bidders in the event window around theM&A announcement date to investigate whether or not technology M&As createvalue. READ MORE

  4. 4. Does ETF Ownership Increase Stock Volatility?

    University essay from

    Author : Daniel Bysted; John Lundkvist; [2019-07-05]
    Keywords : Exchange Traded Fund; Stock Volatility; EFT ownership; Arbitrage;

    Abstract : Exchange Traded Funds (ETFs) are supposed to be priced equal to the net asset value of their underlying stocks, if not, opportunities of arbitrage occur and are quickly corrected by arbitrageurs. When a demand or liquidity shock hits the ETF market, the price of the underlying stocks are affected due to arbitrage trading. READ MORE

  5. 5. A Yield Spread Analysis of the Green Bond Premium and Liquidity in the Swedish Green Bond Market

    University essay from Göteborgs universitet/Graduate School

    Author : Sara Bendrioua; Caroline Jarbratt; [2019-07-02]
    Keywords : ;

    Abstract : MSc in Finance.... READ MORE