Essays about: "capm stock"
Showing result 1 - 5 of 134 essays containing the words capm stock.
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1. Analysing M&A performance Using CAPM to Evaluate the Acquiror’s systematic risk in investment strategies
University essay from Blekinge Tekniska HögskolaAbstract : The purpose of this paper is to analyse the acquiror’s post M&A systematic risk using the stock performance evaluation by determining the change in beta (post M&A and Pre-M&A). and further determine the impact and significancy of M&A characteristics from the previous studies that have an explanatory value that may lead to a change in the systematic risk. READ MORE
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2. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea
University essay from Uppsala universitet/Nationalekonomiska institutionenAbstract : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. READ MORE
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3. Accounting for the Measurement Bias: A Study of Market Efficiency in the United States and the Relevance of Extensive Fundamental Analysis in Equity Valuation
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This thesis investigates abnormal returns over the period 1983-2021 from an investment strategy that is based on public accounting information. Investment positions are taken in US manufacturing firms and are held for 36 months using a self-financing (hedged) portfolio. READ MORE
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4. CARs In the Driver’s Seat: The Battle Between Capital and Stock Performance
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : After the financial crisis of 2008, the Basel Committee on Banking Supervision created the latest Accord for capital requirements: The Basel III Accord. Basel III set higher requirements for both quantity and quality of capital, with the aim to mitigate systemic risk. READ MORE
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5. A Sustainable Pioneer in a House on Fire
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper examines the impact of the Paris agreement on firms on the Swedish stock market. Additionally, the firms were also categorized into sustainable and unsustainable firms by their Environmental Pillar Score (which is part of the ESG score) in order to investigate performance differences between the two groups. READ MORE