Essays about: "abnormal avkastning"

Showing result 16 - 20 of 24 essays containing the words abnormal avkastning.

  1. 16. Monkey Strategy : Swinging through the Capital Anomaly Jungle

    University essay from Företagsekonomiska institutionen

    Author : Carl Arvidsson; Tim Gudrais; [2013]
    Keywords : Market Anomalies; Effecient Market Hypothesis EMH ; Piotroski; F_SCORE; Price-to-earnings; Investment Strategy; Abnormal Return; New York Stock Exchange; Kapitalmarknadsanomalier; Den Effektiva Marknadshypotesen; Piotroski; F_SCORE; Price-to-earnings; Investeringsstrategi; Onormal avkastning; New York Stock Exchange;

    Abstract : The aim of this paper is to test whether an investment strategy originally created by Piotroski (2000), can be refined by combining it with the price-to-earnings-anomaly. In detail, we accomplish this by implementing Piotroskis F_SCORE-model to identify and consequently separate financially weak- and strong firms. READ MORE

  3. 17. Acquiring companies riding the merger wave - is it profitable for the shareholders? : An event study of the abnormal return and its changeability in periods of high and low M&A activity in Sweden

    University essay from Institutionen för samhällsvetenskaper

    Author : Valentina Khatib; Kvarnström Linn; [2013]
    Keywords : Merger; Acquisition; Event study; Abnormal Returns; Merger wave; Företagsförvärv; Event studie; Onormal avkastning; Företagsförvärvsvåg;

    Abstract : Purpose: The main objective of this thesis is to study if acquiring companies’ shareholders on the Swedish market earn abnormal returns after an M&A and further to examine possible differences in the abnormal return depending on whether the M&A is announced during a period with high level of merger activity or low level of merger activity. Method: This thesis uses a quantitative research method and an event study to examine abnormal returns. READ MORE

  4. 18. Can intangibles lead to superior returns? : Global evidence on the relationship between employee satisfaction and abnormal equity returns.

    University essay from Företagsekonomi

    Author : Rami Ballout; Fredrik Nygård; [2013]
    Keywords : Great place to work; Socially responsible investment; SRI; Intangible asset; Market efficiency; Employee satisfaction; Abnormal return; Excess return; Risk-adjusted return; Three-factor model; Four-factor model; Fama French; Carhart; Equally-weighted; Value-weighted; Immateriella tillgångar; Marknadseffektivitet; Medarbetarnöjdhet; Abnormal avkastning; Överavkastning; Riskjusterad avkastning; Likaviktad; Värdeviktad;

    Abstract : Subject background and discussion: In recent decades, issues of human rights, labor and environmental change has been hot topics world wide, which also has influenced the financial market. More and more investors use socially responsible investing (SRI) screens when constructing their portfolios. READ MORE

  5. 19. Mimicking the insider : A study in the Swedish bank sector

    University essay from IHH, Företagsekonomi

    Author : Andreas Lindqvist; [2012]
    Keywords : Insider; Outsider; Insider trading; Mimic; Bank; Efficient Market Hypothesis; Abnormal Return; Insynsperson; Utomstående; Insynshandel; Imitera; Bank; Effektiva Marknads Hypotesen; Överavkastning;

    Abstract : Background: Achieving an abnormal return on your investment is something investors are trying to achieve. A lot of attempts have been made to try and find an investment strategy that always generates abnormal returns, although none has been proven to be absolute. READ MORE

  6. 20. Forecasting the House Price Index in Stockholm County 2011-2014 : A multiple regression analysis of four influential macroeconomic variables

    University essay from Akademin för hållbar samhälls- och teknikutveckling

    Author : Peter Strömberg; Mattias Hedman; Madeleine Broberg; [2011]
    Keywords : forecast; house prices; real estate prices; stockholm; behavioral economics; behavioral finance; price bubble; prognos; huspriser; bostadspriser; stockholm; beteendeekonomi; prisbubbla;

    Abstract : Purpose of the research: The purpose is to forecast the future trend of housing prices in Stockholm County 2011-2014 based on estimated slope coefficients of selected explanatory variables 1993-2010. Thereafter, the obtained forecast will be discussed with respect to other non-quantifiable concepts within behavioral economics. READ MORE