Essays about: "Russian stock market"

Showing result 1 - 5 of 17 essays containing the words Russian stock market.

1. 1. The Insider Scoop: A Study on the Effect of Insider Trading and Abnormal Stock Returns During Uncertain Market Condition of the Russia-Ukraine War

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Louise Williams; Sigge Arvidsson; [2023]
   Keywords : Russian-Ukrainian War; Insider Trading; Abnormal Stock Return; Nasdaq Stockholm; Uncertainty;

   Abstract : This paper examines how insider transactions of stocks listed on Nasdaq Stockholm generate abnormal returns during the period 2016-2022 and extends on how abnormal returns react in times of uncertainty, i.e., after the Invasion of Ukraine. READ MORE

3. 2. Buck for the Bang? Abnormal Returns in Response to Arms Donation Announcements During the Russo-Ukrainian War

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Adam Dabram; Edvin Dribe; [2023]
   Keywords : Event study; Abnormal returns; Defense industry; Difficult-to-interpret information; Russo-Ukrainian war;

   Abstract : This paper examines defense industry stock market reactions to governmental announcements to donate weapons to Ukraine in response to the Russian invasion 2022. We use daily stock return and donation announcement data and employ event study methodology to establish abnormal returns among a select number of defense industry firms. READ MORE

4. 3. Investing in Bitcoin and Ethereum during stock market turmoil - a Swedish Perspective. : A study on the hedging, safe-haven, and diversification characteristics of Bitcoin, Ethereum and Gold against the OMX30 during the COVID-19 crisis and Russian invasion of Ukraine.

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Erik Larsson; Lukas Johansson; [2022]
   Keywords : DCC-GARCH; Bitcoin; Ethereum; Gold; Safe-Haven; Hedging; Diversification; COVID-19; Russia; Ukraine;

   Abstract : The world has faced tumultuous times in recent years with the COVID-19 pandemic as well as the Russian invasion of Ukraine causing the stock market to be unusually volatile. During such times investors tend to flee to alternative investment opportunities that are uncorrelated or negatively correlated with the stock market, called safe-haven assets. READ MORE

5. 4. When Russia Turned Off the Tap to Europe: An Event Study of the European Stock Market Reaction During Nord Stream Pipeline Announcements

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Karin Österberg; Sofia Lundquist; [2022]
   Keywords : Political Uncertainty; Nord Stream; Exogenous Shock; Stock Returns; STOXX Europe 600;

   Abstract : We use three events related to the Russian gas supply to Europe from Nord Stream pipelines as potential exogenous shocks to test political uncertainty and its effect on asset pricing. Investigating stock returns of firms in the STOXX Europe 600 index, we do not find consistent evidence of firms more exposed to Nord Stream or Russia experiencing more negative stock returns following the events. READ MORE

6. 5. Does it pay to score high on ESG: An event study on the Swedish Stock Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Gauri Aggarwal; Liliana Barbaneagra; [2022]
   Keywords : Stock market performance; ESG rating; Sweden; COVID-19; Russia-Ukraine War;

   Abstract : Using daily stock returns of publicly traded Swedish companies, this paper aims to evaluate the difference in return performance between high-rated and low-rated ESG stocks in light of two events - COVID-19 and the Russia-Ukraine War. The overall study is conducted using an event study analysis, wherein the Carhart 4-Factor Model is employed to predict expected returns throughout the event window. READ MORE