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Found 2 essays matching the above criteria.

1. 1. Stock market reaction to environmental corporate social responsibility in Sweden

   University essay from Göteborgs universitet/Graduate School

   Author : Maria Olsson Lidman; Chenye Wu; [2019-08-09]
   Keywords : abnormal returns; environmental performance; event study; newspaper articles;

   Abstract : Although a vast number of studies have examined the influence of environmental performance on firms’ financial performance, most of them are conducted in a non-Swedish setting. As Sweden is a forerunner when it comes to environmental CSR, the purpose of our study is to examine the relationship between announcements of environmental news and stock market reaction in a Swedish context. READ MORE

3. 2. The Effect of the Financial Crisis of 2008 on Swedish Household Portfolios

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Yasmin Montvik; Maria Olsson Lidman; [2017-02-28]
   Keywords : asset allocation; financial assets; financial crisis; household portfolios;

   Abstract : The aim of this thesis is to examine whether Swedish households have changed the composition of their portfolio as a consequence of the financial crisis and to investigate whether they have become more reluctant to invest in the financial markets. To examine how the Swedish household portfolios have changed over time, risk measures such as standard deviation and beta will be used as well as performance measures such as the Sharpe ratio, Treynor ratio and Jensen’s alpha. READ MORE