Essays about: "beta return"

Showing result 26 - 30 of 55 essays containing the words beta return.

  1. 26. The Return Volatility Effect of Stock Splits : An Empirical Study Questioning Whether or Not a Stock Split is Merely a cosmetic Accounting Change

    University essay from Umeå universitet/Företagsekonomi

    Author : Sandra Renberg; Cecilia Nylander; [2014]
    Keywords : ;

    Abstract : There are many possible explanations as to why management of a firm would declare a stock split. Many studies thus focus upon examining those explanations. There are also many studies that focus on what the effect of a stock split is. According to textbook theory a stock split should be of economic irrelevance for firm value. READ MORE

  3. 27. Risk and Return : A test of CAPM on the Swedish financials and industrials stock market before and after the financial crisis of 2008

    University essay from Umeå universitet/Företagsekonomi

    Author : Vincent Khajador; Nina Valtchanov; [2014]
    Keywords : ;

    Abstract : In hindsight one can often learn a valuable lesson or two. Looking back at the financial crisis of 2008, perhaps more than two lessons can be learned. The grave chock that occurred on the financial markets at the end of 2008 left the whole world questioning what had caused it. READ MORE

  4. 28. Excess Returns with Black Swan Investing on the Indian Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jonas Nihlén; Jakob Malm; [2014]
    Keywords : Black Swan; Mean Reversion; Beta; Excess Returns; Emerging Markets; India; Business and Economics;

    Abstract : Previous studies have shown a significant relation between the beta value and return of a stock. In our study we show that excess returns on the National Stock Exchange in India can be obtained by using a Black-Swan investment strategy, with beta as a portfolio- building tool. READ MORE

  5. 29. Does quantity matter? : An investigation of the quantity of information in risk reports  effect on the financial performance of EU banks

    University essay from Umeå universitet/Företagsekonomi

    Author : Jesper Holm; Emelie Bergström; [2014]
    Keywords : Financial performance; risk disclosure; quantity of information; regulatory requirements; voluntary disclosure;

    Abstract : Banks within Europe have a major role in the European financial system. The financial collapse in 2008 made regulators well aware of the importance of corporate transparency to allow stakeholders to assess the banks health and maintain a stable market. READ MORE

  6. 30. Empirical Researches of the Capital Asset Pricing Model and the Fama-French Three-factor Model on the U.S. Stock Market

    University essay from Akademin för ekonomi, samhälle och teknik

    Author : Dingquan Miao; Xin Yi; [2013]
    Keywords : expected return and risk; single-factor CAPM; Fama-French three-factor model; OLS regression;

    Abstract : The aim of this paper is to use the US stock market index to construct different portfolios and test the possible differences in the validity between the capital asset pricing model (CAPM) and the Fama and French three-factor model for the US market. We perform a comprehensive analysis of the two models, and form risk factors that are applied with advanced methods from recent literatures. READ MORE