Essays about: "Nordic Stock Markets"

Showing result 11 - 15 of 79 essays containing the words Nordic Stock Markets.

  1. 11. How Press Conferences and their Sentiment Affected Stock Market Volume and Returns during Covid-19

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gustav Ring; Zacharias Veiksaar; [2022]
    Keywords : Sentiment; Volume; Returns; Covid; Public Announcement;

    Abstract : This paper investigates how press conferences held by the Public Health Agency of Sweden and their sentiment affected trading volume and returns on Nordic stock markets during the Covid-19 pandemic. We show that the occurrence of a press conference significantly increased trading volume and caused a negative pressure on returns in Sweden, Norway, and Denmark. READ MORE

  3. 12. Enhanced Risk-Adjusted Returns Through Momentum Adaptations - Analysis on Momentum Strategies in the Nordic Stock Market

    University essay from Göteborgs universitet/Graduate School

    Author : Felix Nilsson; Bastiaan Picone; [2021-06-30]
    Keywords : Momentum Strategies; Momentum; Price Momentum; Idiosyncratic Momentum; Alpha Momentum; Momentum Adaptations; Constant-Volatility Scaling; Momentum Crash; Nordic Momentum; Volatility; Anomaly; Stock Returns;

    Abstract : Momentum strategies where one buys past winners and sells past losers are one of the most persistent stock market anomalies, showcasing abnormal returns across different markets, asset classes and time periods. Nevertheless, price momentum has been shown by the financial literature to possess considerable hazards, such as high volatility and crash risks. READ MORE

  4. 13. Cyclical consumption and the aggregate stock market: Evidence from the Nordic countries

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Sasu Huttunen; Govert Looije; [2021]
    Keywords : Cyclical consumption; Aggregate stock market; Nordic countries; Out-of-Sample Predictability;

    Abstract : Researchers have dedicated considerable work to explaining components to excess stock market returns. Recently, Atanasov et al. (2020) managed to explain some of this variance in the US stock markets with a cyclical consumption variable. READ MORE

  5. 14. Spillover Effects Between the Nordic Energy Markets

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Alexander Morgan; Magne Ottersgård; [2021]
    Keywords : Spillover Effects; Nordic Energy Markets; Correlation; Hedging; Oil; Renewable Energy; Market Index;

    Abstract : During the last decade there has been an increase in renewable energy companies. At the same time, propositions have been put forward worldwide in order to restrict the possibilities for expansion for energy companies with their focus on oil and gas. READ MORE

  6. 15. DOES IT PAY TO BE ESG? : An empirical analysis of sustainability in the Nordic countries from a risk and valuation perspective

    University essay from Umeå universitet/Företagsekonomi

    Author : Corentin Arnou; Marcus Hammarstedt; [2021]
    Keywords : ESG; Cost of equity; Sustainable finance; Price-to-earnings ratio; Price-to-book ratio; Enterprise value to earnings before interest and taxes ratio; Covid-19; Shareholder’s theory; Stakeholder’s theory; Information asymmetry;

    Abstract : In the field of sustainable finance, Environmental-, Social- and Governance-ratings (ESG) have become an acknowledged measurement of a firm's sustainability performance. The increased awareness of sustainability issues in today's society is undeniable. READ MORE