Essays about: "buy-and-hold"

Showing result 1 - 5 of 106 essays containing the word buy-and-hold.

  1. 1. Underpricing and short-term returns - An empirical study on Initial public offerings in the Nordics

    University essay from

    Author : Carl Viktorsson; Albin Västertun; [2023-07-03]
    Keywords : Initial public offering; Stock performance; Underpricing;

    Abstract : The study examines the effect underpricing has on short-term returns for 291 Initial public offerings in Denmark, Finland, Norway and Sweden. To test for this, two different OLS-regressions have been developed with Buy-and-hold abnormal returns (BHAR) as the dependent variable, and Market-adjusted abnormal returns (MAAR) as the variable of interest, accompanied by a few control variables. READ MORE

  3. 2. Seasoned Equity Offerings and Disclosure Sentiment Effects: Evidence from the U.S.

    University essay from Göteborgs universitet/Graduate School

    Author : Max Mauritz; Phornchanok Phojan; [2023-06-29]
    Keywords : Seasoned Equity Offerings; Long-Term Event Study; Buy-and-Hold Abnormal Returns; Textual Analysis; Disclosure Sentiment; Disclosure Tone;

    Abstract : This paper updates the data regarding Seasoned Equity Offering firms (SEOs) long-term performance and finds evidence in line with prior research that they underperform in the longterm. Furthermore, using automated textual analysis on the relevant disclosure filings SEO firms in the United States publish (Form 10-K, Form 8-K and Form 424B), we investigate the relationship between disclosure sentiment variables and long-term return performance. READ MORE

  4. 3. A Markovian Approach to Financial Market Forecasting

    University essay from KTH/Matematisk statistik

    Author : Kevin Sun Wang; William Borin; [2023]
    Keywords : Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

    Abstract : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. READ MORE

  5. 4. Do Stocks Outperform Treasury Bills? Evidence From a Swedish Setting

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Anton Li; Ricky Yu; [2023]
    Keywords : Individual stocks; Treasury bills; Skewness; Buy-and-hold returns; Diversification;

    Abstract : Most Swedish stocks listed since 1983 post lifetime buy-and-hold returns that are less than one-month Swedish Treasury bills. In terms of risk-adjusted returns for the same time horizon, individual Swedish stocks vastly underperform value-weighted benchmarks when measured with a Sharpe ratio. READ MORE

  6. 5. Swedish Acquisitions With A Long-Term Perspective. Comparing the Performance of Single and Serial Acquirers.

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fanny Aleksandra Hulmi; Alessia Lovato; [2023]
    Keywords : M A; acquisitions; serial acquirers; long-term performance; BHAR.; Business and Economics;

    Abstract : This study examines the long-term post-acquisition performance of acquirers, both serial and single, in Sweden within a time frame spanning from 2000 to 2022. The post-acquisition performance is evaluated using a long-term event study, employing the Buy-and-Hold Abnormal Returns (BHAR) methodology. READ MORE