Essays about: "Market return"

Showing result 1 - 5 of 1278 essays containing the words Market return.

  1. 1. Momentum Factor in Swedish Industries A Comprehensive Study during 2016-2022, with Emphasis on the COVID-19 Period

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Alex Holm; Ellioth Tilly; Thomas Eklind; [2023-09-01]
    Keywords : Momentum strategies; Volatility; Excess return; Jensen s Alpha; Covid -19. 1;

    Abstract : The momentum strategy is a widely recognized investment approach that aims to generate abnormal returns by buying past winners and selling past losers. The purpose of this thesis is to investigate if the momentum strategy is applicable at Swedish industries and see if there are any differences between a longer and shorter holding and ranking period. READ MORE

  3. 2. Buy the Rumor - Sell the News? A study on Swedish corporate green bond announcements

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Simon Gustafsson; Anton Ingesson; William Peterson; [2023-09-01]
    Keywords : ;

    Abstract : The utilization of corporate green bonds as a means of financing that promotes sustainable practices and environmentally-conscious investments has grown in its scope across the world. By issuing green bonds, firms commit to future contractual obligations while simultaneously communicating a dedication to sustainable growth. READ MORE

  4. 3. Do actively managed Sweden funds yield higher return better than passively managed funds, during a volatile market, when taking risk into account?

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Allan Mohideen; Robin Lopes; [2023-08-25]
    Keywords : ;

    Abstract : This paper is examining if Swedish actively managed funds is creating more value for investors compared to Swedish index funds. The study is focused on the time period 2012-2022. Three risk-adjusted measurements are used to execute this mission. READ MORE

  5. 4. Power Play: The influence of energy prices on ESG Stocks’ performance during the Energy Crisis A quantitative study performed on the Swedish stock market

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Daniella Milojkovic; Jennifer Häggander; [2023-08-25]
    Keywords : ;

    Abstract : This research paper is focused on the impact of the European energy crisis on ESG (Environmental, Social, and Governance) stocks. The paper aims to examine the extent to which the performance of stocks with high ESG scores has been affected by energy prices and volatility during the energy crisis. READ MORE

  6. 5. Unlocking Value from Within Exploring Ownership’s Impact on Discounts to Net Asset Values in the Swedish Real estate market

    University essay from

    Author : Victor Colliander; Oscar Sköldberg; [2023-07-10]
    Keywords : Discount to NAV; Premium to NAV; Swedish Real Estate Firms; Ownership; Institutional; Performance; Valuation; Law of One Price;

    Abstract : In recent times, the economy has undergone a rapid transformation, characterized by a notable increase in interest rates. As a consequence, real estate firms have been particularly impacted by these changes. This paper aims to investigate whether the type of ownership in a firm can influence the discount to net asset value. READ MORE