Essays about: "MED"

Showing result 1 - 5 of 19850 essays containing the word MED.

  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. Corrupted Estimates? Response Bias in Citizen Surveys on Corruption

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Mattias Agerberg; [2019-02-26]
    Keywords : Corruption perceptions; Corruption experiences; Response bias; Survey experiment;

    Abstract : There is now a near consensus among researchers about the destructive consequences of corruption. In the light of this, measuring corruption has become a global industry. An important and commonly used data source are several large-scale multi-country projects that survey citizens directly about their perceptions and experiences of corruption. READ MORE

  3. 3. 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

  4. 4. Financial Performance of Firms with Low Respectively High ESG Scores - A study of the US Technology sector

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Hanna Lindbo; Diana Salim; [2019-02-21]
    Keywords : ESG; Technology sector; Risk-adjusted return; Sharpe Ratio;

    Abstract : This study investigates the relationship between financial performance and ESG score over a five-year time period, January 2013 to January 2018, in the US market. To examine this, two small cap portfolios is constructed, one consisting of firms with high ESG scores and one with low ESG scores. READ MORE

  5. 5. 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