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Showing result 1 - 5 of 35 essays matching the above criteria.

1. 1. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oleksii Chepil; [2024]
   Keywords : value investing; quality investing;

   Abstract : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. READ MORE

3. 2. Unraveling the Payout Puzzle

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Christopher Milsom; Johan Nybleus; [2023]
   Keywords : Payout Ratio; Dividend Ratio; Institutional Ownership; Corporate Governance; Agency Problem; Business and Economics;

   Abstract : Purpose: The purpose of this study is to investigate if institutional ownership has an impact on a firm’s total payout ratio in Swedish firms. Methodology: The study uses fixed effects models with robust standard errors clustered by firm with year effects and provides several robustness checks by altering the dependent variable in our analysis. READ MORE

4. 3. Regulated Booked Values or Macroeconomics?

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Nikolaos Karabelas; Tim Vindehall; Simon Wallin; [2021]
   Keywords : Value Relevance; IFRS; OMXS30; Booked Values; Ohlson model; Business and Economics;

   Abstract : Title: Regulated Booked Values or Macroeconomics? Seminar date: 02/06/2021 Course: FEKH69, Degree Project Undergraduate Level, Business Administration, 15 University Credits Points (UPC) Authors: Nikolaos Karabelas, Tim Vindehall, Simon Wallin Supervisor: Karin Jonnergård Key words: Value Relevance, IFRS, OMXS30, Booked Values, Ohlson model Research question: Which factors had an effect on the market value of companies listed on the OMX Stockholm 30 Index during the period of 2005-2020? Purpose: The purpose of this study is to investigate the potential effects of IFRS implementations on the value relevance of booked values over time, and furthermore study if macroeconomic factors are better than booked values in predicting stock market values, on the OMXS30. Methodology: Quantitative Research based on 432 annual reports as well as financial and macroeconomic data. READ MORE

5. 4. Calendar Anomalies in the Nordic Stock Markets : A quantitative study of the Sell in May effect, January effect & Monthly Anomalies

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Christopher Edberg; Oliver Kjellander; [2021]
   Keywords : Calendar Anomalies; January effect; April effect; Sell in May effect; Monthly Anomalies; Newey-West Generalized Auto-Regressive Conditional Heteroscedasticity GARCH ; Nordic Stock markets; NASDAQ OMX Nordic;

   Abstract : This study has applied a geographical perspective with the ambition of evaluating the presence of the Sell in May effect, January effect and monthly anomalies in the Nordic stock markets. In extension the study examines the relationship between corporate size and the returns of calendar anomalies. READ MORE

6. 5. Artificial Intelligence and its Breakthrough in the Nordics : A Study of the Relationship Between AI Usage and Financial Performance in the Nordic Market

   University essay from Umeå universitet/Företagsekonomi

   Author : Frida Ottosson; Martin Westling; [2020]
   Keywords : AI; artificial intelligence; financial performance; ROA; nasdaq; nordic;

   Abstract : As the fourth digital revolution is initiated and digitalization is becoming increasingly evident in today’s society, the concept of artificial intelligence (AI) is experiencing a boom and is continuously transforming a vast variety of industries. Previous studies have found several links between AI usage and economic benefits, such as increased efficiency and lower costs. READ MORE