Essays about: "Stockholm Benchmark index"
Showing result 16 - 20 of 38 essays containing the words Stockholm Benchmark index.
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16. The Value of Experience in Actively Managed Mutual Funds
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this paper we investigate the relationship between active management, manager experience and fund performance among Swedish all-equity mutual funds between 2003 and 2016. To measure different aspects of active management we combine two measures of active management-active share and tracking error-similar to Cremers and Petajisto (2009). READ MORE
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17. Momentum in Stock Returns Following Dispersion and Consensus in Analysts' Forecasts
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Our study shows that it is possible for an investor to employ profitable zero-cost portfolio strategies on the OMX Stockholm Benchmark Index that exploit momentum following analysts' forecasts. The significant alpha of the monthly rebalanced long-short portfolios suggests that the analysts' forecasts momentum should be exploited within a month. READ MORE
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18. In search for the reputational investment factor
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper looks at corporate reputation and its effect on future firm performance using the Reputation Quotient (RQ) produced by Harris Interactive Inc. as proxy for reputation. READ MORE
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19. The Effect of Open-end Index Revisions - A study of market efficiency on the Swedish Stock Exchange
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This study acknowledges the Swedish stock exchange's alignment with the efficient market hypothesis by analysing the change of constituents of the open-end OMX Stockholm Benchmark Index through an event study. We find evidence of abnormal return at the date of announcement for inclusions and exclusions. READ MORE
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20. Evaluating Private Equity Returns from the Investor Perspective - are Limited Partners Getting Carried Away?
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this study, we evaluate the performance of close to 900 buyout and venture capital funds from 1979 to 2008. Returns are measured using traditional performance measures, the internal rate of return and the investment multiple, as well as four different Public Market Equivalent measures, which compares private equity fund returns to the returns of corresponding investments in a publicly traded index. READ MORE