Essays about: "STOXX 600 Europe"

Showing result 1 - 5 of 11 essays containing the words STOXX 600 Europe.

  1. 1. 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

  2. 2. The Impact of Corporate Social Responsibility on Cost Stickiness

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Patrick Aurenz; Andreas Magnusson; [2021]
    Keywords : Cost Stickiness; Asymmetric Costs; ESG; CSR; Cost Behavior; Business and Economics;

    Abstract : Purpose: This paper studies the impact of corporate social responsibility on cost stickiness, as well as showing additional evidence of stickiness among European firms. Methodology: OLS regression and fixed effects model. READ MORE

  3. 3. Profitability of Technical Trading Strategies in the Swedish Equity Market

    University essay from KTH/Matematisk statistik

    Author : Azmain Alam; Gustav Norrström; [2021]
    Keywords : Trading; Technical analysis; stocks; stonks; Equity markets; abnormal returns; moving average; RSI; relative strength index; MACD; moving average convergence divergence; Trading; teknisk analys; aktier; aktiemarknaden; överavkastning; glidande medelvärde; RSI; relative strength index; MACD; moving average convergence divergence;

    Abstract : This study aims to see if it is possible to generate abnormal returns in the Swedishstock market through the use of three different trading strategies based on technicalindicators. As the indicators are based on historical price data only, the study assumesweak market efficiency according to the efficient market hypothesis. READ MORE

  4. 4. Did 2001 Mark the Beginning of a More Manipulated Market? An Analysis of Financial Markets via Benford's Law

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation; Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Richard Wright; Erik Munther; [2021]
    Keywords : Benford s Law; S P 500; STOXX Europe 600; Financial Markets; Stock Crash.;

    Abstract : Can the law of the natural distribution of random numbers expose malice in financial markets? This thesis aims to analyze the indices S&P 500 and STOXX 600, in an effort to identify days in which behavior in the market was the result of financial manipulation or non normal market movements. What was discovered by extending a previous study [10], was that we could accurately identify many days in which the market crashed or was affected by malpractice similar to the events in the 2007-2008 financial crisis. READ MORE

  5. 5. The Impact of ESG Scores on Firm Performance: A Comparison of the European Market Before and After the 2008 Financial Crisis

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Arran Pickwick; Jacob Sewelén; [2021]
    Keywords : ESG; CSR; firm performance; Europe; EU; 2008 financial crisis; principal-agent theory; stakeholder theory; CFP;

    Abstract : This study explores the impact of ESG Scores on firm performance and seeks to establish whether the impact increased since the 2008 financial crisis. This is done by performing regressions on ESG Scores, and the respective pillars of Environmental, Social, and Governance, and firm performance, measured as both accounting-based performance, using ROA, and market-based performance, using Tobin’s Q. READ MORE