Essays about: "Transaction premium"

Showing result 1 - 5 of 21 essays containing the words Transaction premium.

  1. 1. Storskogen's portfolio diversification - A strategy for prosperity?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Markus Johan Willem Ransved Nilsson; Gustaf Frumerie; [2023]
    Keywords : Serial acquirer; M A; Growth; Value Creation; Book-runners;

    Abstract : This case study provides an in-depth description of the fast-paced M&A compounder Storskogen which has received noticeable media attention since its IPO in October 2021. Through examining the market sentiment surrounding the public market entry, the underwriting process, and its business model, potential reasons for its volatile and relatively poor stock performance are put forward. READ MORE

  3. 2. The Location's Impact on Office Properties' Green Building Certification Price Premiums : A Quantitative Study of the Swedish Commercial Property Market

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Ludvig Kullén Dansarie; [2023]
    Keywords : Green premium; sales premium; green building certifications; environmental certifications; green buildings; office properties; location; hedonic price model; Swedish property market; Grön premie; försäljningspremie; miljöcertifiering; gröna byggnader; kontorsfastigheter; läge; svenska fastighetsmarknaden;

    Abstract : The construction and real estate industry accounts for a large share of the global energy consumption. Thus, an onerous responsibility is resting on the shoulders of the property owners and developers to alleviate the emissions derived from the real estate sector. READ MORE

  4. 3. Examining the Existence of the Characteristic Liquidity Premium: A Study of the U.S. Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Joel Ejdesjö; Maxime Karl Marcel Rundström; [2022]
    Keywords : Characteristic liquidity premium; liquidity dimension; low-frequency effective spread; transaction cost mitigation; net returns alpha;

    Abstract : This paper examines the existence of a characteristic liquidity premium among U.S. stock returns between January 1964 and December 2021 after adjusting for transaction costs. Liquidity is estimated using four different measures in order to capture different dimensions of liquidity (price impact, trading cost, trading speed, and trading quantity). READ MORE

  5. 4. A Quantitative Study- The Capitalization of Energy Efficiency on Housing Prices

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Ahmed Jto; Sarah Johanna Lehmann; [2022]
    Keywords : Energy Efficiency; Energy Performance Certificate EPC ; Hedonic Model; Residential; Sweden; Energieffektivitet; Energideklarationen; Fastighetsvärde; Hedonisk modell; Bostadsrätter och hus; Sverige;

    Abstract : Various studies in the EU have examined the effect of Energy Performance Certificates (EPCs) on the real estate market, examining market values, rental values, and yields. However, there is dissent on the effect of EPC. READ MORE

  6. 5. Residual Momentum and Volatility – Managed Portfolios : A Study on the Swedish Equity Market

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Erik Huss; Mario Ishak; [2022]
    Keywords : Residual Momentum; Volatility Management; Asset Pricing; Volatility Scaling; Momentum; Transaction Costs; Idiosynkratiskt Momentum; Riskstrategier; Tillgångsprissättning; Momentum; Transaktionskostnader;

    Abstract : In this paper, we present empirical results from the Swedish equity market when testingdifferent strategies aiming at enhancing the performance of a momentum strategy, over a timeperiod from 2000 to 2021. Similar to research conducted on other markets, we find theexistence of a momentum premium on the Swedish equity market, but with a return that is fattailed and negatively skewed. READ MORE