Essays about: "Lovisa Jalrup"

Found 2 essays containing the words Lovisa Jalrup.

1. 1. Does Quality Matter?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Lovisa Jalrup; Sawan Patel; [2020]
   Keywords : Investment strategy; Small-Minus-Big SMB ; size effect; firm quality; Fama-MacBeth two-step regressions.; Business and Economics;

   Abstract : The purpose of this study is to investigate if there is any size effect in the Swedish stock market between April 2010 and December 2019, and if controlling for firms' quality improves the performance of a size-based investment strategy. The risk premium of firms with smaller market value of equity has since its discovery been under heavy scrutiny. READ MORE

3. 2. Reputational Loss Associated with Regulatory Sanctions in Scandinavia

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Lovisa Jalrup; [2019]
   Keywords : Reputational Loss; Regulatory Sanctions; Abnormal Returns; Financial Market Reaction; Efficient Markets; Business and Economics;

   Abstract : The purpose of this thesis is to determine if there is reputational harm as a consequence to a regulatory sanction. The focus of the thesis is the Scandinavian countries after the global financial crisis. To confirm if there is reputational losses associated with regulatory violations, an event study of abnormal returns was employed. READ MORE