Essays about: "average stock return"

Showing result 16 - 20 of 138 essays containing the words average stock return.

  1. 16. Sustainable Versus Non-Sustainable Equities: An Empirical Analysis of Return, Risk and Liquidity

    University essay from KTH/Matematik (Avd.)

    Author : Gustav Niland; [2022]
    Keywords : ;

    Abstract : In order to create a sustainable portfolio, more sustainable assets may be chosen to be included and less sustainable assets may be chosen to be excluded from the portfolio. A potential risk that could arise as a result, is that the choice to include or exclude assets may affect the liquidity profile of the portfolio. READ MORE

  3. 17. A Blindfolded Monkey as Portfolio Manager

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Johan Åkerberg; Mattias Olsson; [2022]
    Keywords : The Efficient Market Hypothesis EMH ; random walk; intelligent investor; annual portfolio adjustment; Business and Economics;

    Abstract : This study aims to investigate whether chance can beat an actively managed equity fund during a ten-year period on the Swedish stock market. Since the stock market consists of fierce competition among investors, the EMH would suggest that stock price movements should not be far from reflecting all available information. READ MORE

  4. 18. To Spin Off or Not To Spin Off?

    University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi; Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Henrik Nyberg; Johan Fohlin; [2022]
    Keywords : Spin-offs; Corporate Focus; Abnormal Returns; Operating Performance; Sharpe Ratio;

    Abstract : This study investigates the value creation of U.S. spin-offs undertaken between 2010 and 2017 from three perspectives. Firstly, shareholder wealth creation is analyzed through tests on unadjusted abnormal announcement-day returns and unadjusted abnormal long-term returns. READ MORE

  5. 19. Does size matter? Analysis of stock price reaction to green bonds announcements

    University essay from

    Author : Yasmine Ben Rouha; Khaled Khouja; [2021-07-13]
    Keywords : Green Bonds; Sustainability; Efficient Market Hypothesis; Signaling Theory; Abnormal Return; Cumulative Abnormal Return; Amount Issued;

    Abstract : The recent large growth in the green bond market has been shown in previous studies to yield abnormal returns as the market value of the stock reacts to the announcement of green bond issuance. This study uses a sample of 90 observations, of which 61 are from the Swedish market and the remaining 29 from the American market. READ MORE

  6. 20. Q-factor Investment Approach: Evidence from the Swedish Equity Market

    University essay from Göteborgs universitet/Graduate School

    Author : Jesper Lundgren; Robin Olin; [2021-06-30]
    Keywords : Asset pricing; q-factor model; Swedish equity market;

    Abstract : Four easily measured factors: market, size, investment, and pro tability together con- stitute the empirical q-factor model. The combination of factors have previously shown to largely capture the cross-sectional variation in average stock returns. READ MORE