Essays about: "NYSE stock exchange"

Showing result 1 - 5 of 11 essays containing the words NYSE stock exchange.

1. 1. The Impact of ESG-Scores on Portfolio Performance - A quantitative study on sustainable investments.

   University essay from Göteborgs universitet/Graduate School

   Author : Max Ehrnström; Yacob Nehmé; [2023-06-29]
   Keywords : ESG investing; Abnormal returns; Sustainable investing and Financial performance;

   Abstract : This report examines the relationship between ESG-scores and portfolio returns using the Fama-French five-factor and Carhart four-factor models. The data is collected from Refinitiv (2023) between 2003 and 2021 and consists of firms listed on the NYSE and NASDAQ stock exchange. READ MORE

3. 2. Security Transaction Taxes and Long-Term Volatility

   University essay from Stockholms universitet/Institutionen för ekonomisk historia och internationella relationer

   Author : Guillem Ventura I Gabarró; [2021]
   Keywords : Securities tax; financial transaction tax; volatility; financial market; Tobin tax;

   Abstract : The impact of Security Transaction Taxes (STTs) on the financial market has been studied by authors for decades, showing mixed results between positive, negative, or insignificant relations between STTs and financial volatility. This thesis adds a new approach to previous studies by taking an innovative long-term approach to the topic, analysing the effect of both the New York State STT (1905 – 1981) and the United States STT (1914 – 1966) on volatility in the New York Stock Exchange (NYSE) and NASDAQ as measured by the S&P500 Index. READ MORE

4. 3. FOREIGN IPOS ON STAR SPANGLED EXCHANGES: A STUDY OF IPO UNDERPRICING FROM 2005 TO 2020

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Julia Herlogsson; Adèle Sveger; [2021]
   Keywords : IPO; Initial Public Offering; Information asymmetry; Underpricing; Foreign IPOs;

   Abstract : The phenomenon of IPO underpricing has captured the interest of academics for decades and is, to date, continuing to be widely debated. However, little research has been carried out to ascertain whether companies going public in foreign markets are more likely to be underpriced compared to their domestic counterparts and, most importantly, the findings of the existing papers are inconsistent. READ MORE

5. 4. The Leverage Effect - Uncovering the true nature of U.S. asymmetric volatility

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Christoffer Dahlvid; Per Granberg; [2017]
   Keywords : Leverage effect; asymmetric volatlity; firm specific variables; volatility; GJR-GARCH; EGARCH; panel data; Business and Economics;

   Abstract : The topic of this thesis is the leverage effect i.e. asymmetric volatility. The leverage effect describes the negative relationship between asset value and volatility. READ MORE

6. 5. Corporate Social Responsibility and its effect on stock price : A comparison between different types of Corporate Social Responsibility activities and its effect on American firms´ stock price

   University essay from Högskolan i Jönköping/IHH, Företagsekonomi

   Author : Linnéa Müller; Matilda Wikström; [2016]
   Keywords : Corporate social responsibility; Abnormal return; Cumulative abnormal return; stock price;

   Abstract : In today's society there is an increasing globalization. This may create a challenge for publicly- owned firms to make its stocks more attractive in the market for the investors all around the world. READ MORE