Essays about: "Nordic Stock Markets"

Showing result 6 - 10 of 79 essays containing the words Nordic Stock Markets.

  1. 6. Equity Greenium in the Nordic Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Hui Li; Yanxu Chen; [2023]
    Keywords : Sustainable investing; ESG; Climate change; Equity premium;

    Abstract : This study investigates the performance of green and brown stocks in the Nordic market, examining whether high realised returns correspond to high expected returns. Using a brown-minus-green portfolio from Nordic stock data, the findings reveal that brown stocks outperformed green stocks during the sample period from 2012 to 2022, with a cumulative return difference of 18. READ MORE

  2. 7. Empirical investigation on the performance of a feed-forward artificial neural network on the Nordic stock markets

    University essay from Göteborgs universitet/Graduate School

    Author : Niklas Fjordstrand; Nikolaos Voutos; [2022-06-29]
    Keywords : ;

    Abstract : In this paper, the authors have made an empirical investigation on the performance of a feed-forward artificial neural network (ANN) on the four main Nordic stock markets, Sweden, Norway, Denmark, and Finland. First, a benchmark OLS regression model is compared against an ANN model to see which model performs best in terms of predictive accuracy and has the least amount of error. READ MORE

  3. 8. Regulatory sanctions and their effects on the stock market : An analysis of the effects of Finansinspektionens sanctions on the sanctioned firms’ stock price.

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Odilon Tilly Sardou; [2022]
    Keywords : Stock Market; Sanctions;

    Abstract : This paper examines the effects of Finansinspektions’ sanctions on the sanctioned companies’ stock price. Previous research shows significant abnormal returns in companies’ stock prices when negative news are announced. In several studies, an overreaction is found, meaning a reaction larger than the monetary sanction imposed on the company. READ MORE

  4. 9. Liquidity Providing: Study on liquidity providing in the Nordic stock markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Julius Bengt Leif Karlsson; Carl Victor Malmström; [2022]
    Keywords : Liquidity Providing; Nordic Stock Exchange; Financial Service; Market Maker; Business and Economics;

    Abstract : Risk and return go hand in hand, and one way for a firm to mitigate existing and potential investors' risk in a stock is to employ a financial service; liquidity providing. The value of liquidity provision has become relevant as market uncertainties and shocks in the market create disturbances. READ MORE

  5. 10. The Value of AI Investments : An Event Study on Abnormalities in Risk and Return following AI Investment Announcements

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

    Author : Albin Henriksson; Vidar Nyqvist; [2022]
    Keywords : Artificial Intelligence; Financial markets; AI investments; abnormal returns; abnormal volatility;

    Abstract : Artificial intelligence (AI) is becoming smarter and faster and firms all over the world have entered a race to reap the benefits, investing in AI projects at an increasing rate. The benefits of AI are seemingly plenty and the value of AI in various business processes is often emphasized. READ MORE