Essays about: "beta return"

Showing result 31 - 35 of 55 essays containing the words beta return.

  1. 31. The Relationship between Changes in Cash Dividends and Volatility of Stock Returns : A study of the Swedish Stock Market

    University essay from Företagsekonomi

    Author : Sandra Renberg; Cecilia Nylander; [2013]
    Keywords : dividend policy; dividend irrelevance theory; acency costs; signaling theory; volatility; risk-return; beta; cash dividends; bird-in-the-hand hypothesis; return volatility;

    Abstract : The dividend policy and the distribution of cash dividend can be of interest to the investors from many angles. Consequently, many theories have been built on the relevance of dividend policy and there are several theories proposing that dividends increase shareholder value. READ MORE

  3. 32. The Risk-Return Tradeoff in a Hedged, Client Driven Trading Portfolio

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Anders Bergvall; [2013]
    Keywords : DiVA; published; student thesis; Client driven trading; Risk-Return tradeoff; Delta-gamma Value-at-Risk; IMA; Backtesting;

    Abstract : In post-financial crisis times, new legislation in combination with banks’ changed risk aversion has to a great extent changed the proprietary trading to client driven trading, i.e. market making or client facilitation. READ MORE

  4. 33. Idiosyncratic Risk and Expected Stock Returns: An Empirical Investigation on the GIPS Countries

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Nadir Luvisotti; [2013]
    Keywords : Idiosyncratic Risk; CAPM; Fama-French three factor model; GIPS equity markets;

    Abstract : The thesis aims to provide a framework for understanding how the idiosyncratic risk (IVOL) may affect the returns of individual stocks in the context of the Capital Asset Pricing Model and the Fama-French three factor model. We examine the Greek, Italian, Portuguese and Spanish (GIPS) Equity Markets. READ MORE

  5. 34. An empirical study of the relationship between working capital policies and stock performance in Sweden

    University essay from Företagsekonomi

    Author : Erik Bratland; Johannes Hornbrinck; [2013]
    Keywords : Working capital policies; Stock performance; Sweden;

    Abstract : The purpose of this study was to investigate what impact the working capital policies have on the stock performance on the Swedish stock market during the years 2009-2012. Furthermore, the study explores if the firm size or industry of the firms have any impact on the working capital policy and if the theory of risk/return tradeoff indicating that an aggressive policy should generate a higher risk premium holds. READ MORE

  6. 35. An empirical study of real estate stock return behavior on the Nordic markets : – A 2003-2013 study

    University essay from Företagsekonomi

    Author : David Mäki; Martin Lundström; [2013]
    Keywords : Real estate; stock return; market efficiency; volatility; CAPM;

    Abstract : The financial crisis has made the stock markets a very turbulent place. Investors have therefore begun searching for stable and profitable investments. Nordic real estate has for decades steadily increased in value and the stocks of real estate companies are said to be less risky than the market. READ MORE