Essays about: "abnormal returns"

Showing result 1 - 5 of 519 essays containing the words abnormal returns.

  1. 1. The Influence of Institutional Investors on Initial Coin Offering Performance

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Rebecka Mofors; Maja Strömberg; [2022]
    Keywords : Initial coin offering; Entrepreneurial finance; Crowdfunding; Cryptocurrencies; Institutional investors;

    Abstract : The popularity of raising capital through Initial Coin Offerings and the rapidly evolving cryptocurrency market calls for a deeper understanding of success factors that can predict ICO success. In this paper, we examine the influence of institutional investors on ICO success by measuring the token's Buy and Hold Abnormal Returns and the venture's operational progress 180 days after the first day of trading. READ MORE

  2. 2. Do They Know?: A Study of the Impact of PDMR Transactions on Stock Market Returns During the Uncertain Market Conditions of the Covid-19 Pandemic

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Edvard Bruu; Alexander Silwer; [2022]
    Keywords : Covid-19; Insider Trading; Nasdaq Stockholm; Uncertainty; PDMR;

    Abstract : This paper examines how equities listed on Nasdaq Stockholm reacted to transaction announcements by persons discharging managerial responsibilities ("PDMRs") during unprecedented market uncertainty. We find that PDMRs transaction announcements generated abnormal returns for purchases but not for sales. READ MORE

  3. 3. Government Interventions During a Crisis: An Event Study of the Extraordinary Budget Announcements' Effect on the Swedish Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Haris Badakhsh; Jean Pierre Saliba; [2022]
    Keywords : Fiscal policy; Stock market; COVID-19; Stimulus package; Event study;

    Abstract : The impact of several stimulus packages implemented by the Swedish government during the COVID-19 pandemic on the Swedish stock market is studied in this paper. An event study methodology is used to investigate the abnormal returns of Swedish firms during four announcements related to the stimulus packages. READ MORE

  4. 4. The Green Taxonomy: An Event Study to Evaluate the Impact of EU Taxonomy Announcements on European Sustainable Companies

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Emma Axelsson; Sofia Blomström; [2022]
    Keywords : EU Taxonomy; Share price; European Stock Market; Market Impact; Event Study;

    Abstract : This paper examines how sustainable companies based in EU countries react to EU Taxonomy announcements. This is performed using an event study methodology where companies´ share price performances are analysed around three chosen announcement days. READ MORE

  5. 5. Is it possible to forecast which firms will be shorted? : Evidence from S&P 500

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Joakim Mårs; Tobias Stark; [2022]
    Keywords : Short selling; S P 500; fundamental ratios; abnormal returns; OLS regression; significance levels; forecasts; institutional ownership;

    Abstract : This thesis aims to examine whether it is possible to forecast which firmswill be shorted. To do this a regression was constructed using a sample of thecompanies currently included in S&P 500. READ MORE