Essays about: "Sebastian Zettergren"

Found 2 essays containing the words Sebastian Zettergren.

  1. 1. The influence of M&A advisors on pre-bid run-ups: A quantitative study of 225 Swedish public takeover bids between 1999 and 2017

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jesper Warén; Sebastian Zettergren; [2019]
    Keywords : Abnormal Returns; Insider Information Leakage; M A Advisors; Pre-bid Run-ups;

    Abstract : Prior to public takeover bids there is generally an abnormal stock price increase in the target firm's stock price, referred to as a pre-bid run-up. Prior research has emphasised two explanations for pre-bid run-ups. READ MORE

  3. 2. An Empirical Evaluation of the Return and Risk Neutrality of Market Neutral Hedge Funds

    University essay from

    Author : Ludwig Skogman; Sebastian Zettergren; [2017-06-30]
    Keywords : Hedge Funds; Hedging; Market Neautrality; GARCH; Financial instability;

    Abstract : Market neutral is a widely-used investment style for hedge funds. By analysing a data set consisting of 7913 hedge funds, we assess their historical ability to stay neutral towards the U.S. equity market in terms of return and return volatility. READ MORE