Essays about: "Mattias Ivermark"

Found 2 essays containing the words Mattias Ivermark.

  1. 1. The long-term effects of CAPEX, R&D and acquisition expenditure on stock returns

    University essay from Göteborgs universitet/Graduate School

    Author : Oskar Berglund; Mattias Ivermark; [2018-07-04]
    Keywords : R D; CAPEX; Acquisitions; Fama-French; Four factor model; Stock returns;

    Abstract : We regress R&D expenditures, CAPEX and the cash-flow of acquisition on a quarterly basis on the stock market excess return of stocks included in the Russel 3000 index. Acquisitions are statistically significant in a model which includes the current and the lagged period as a part of a composite model with R&D and CAPEX. READ MORE

  3. 2. Expected equity fund investor returns and the level of management fees - a study of Swedish funds and the relationship between managment fees and excess return

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Mattias Ivermark; [2016-05-26]
    Keywords : management fees; CAPM; mutual equity funds; alpha; excess return; Swedish funds; fund return;

    Abstract : The cost to investors of investing in mutual equity funds through management fees, could be substantial when compared to the return they generate. If the fees are fairly set, they should give investors a high excess return, termed alpha, when compared to a passive benchmark. READ MORE