Essays about: "efficient market hypothesis"

Showing result 1 - 5 of 234 essays containing the words efficient market hypothesis.

  1. 1. 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

  2. 2. Wealth effects associated with spin-offs: Empirical evidence from the Nordics

    University essay from Göteborgs universitet/Graduate School

    Author : Robin Abrahamsson; Gustav Berneblad; [2021-06-30]
    Keywords : Spin-offs; wealth effects; cumulative average abnormal return; announcement date; long-run performance; ; efficient market hypothesis;

    Abstract : MSc in Finance.... READ MORE

  3. 3. Return of the SPAC

    University essay from Göteborgs universitet/Graduate School

    Author : Joakim Nilsson; Philip Svensson; [2021-06-30]
    Keywords : SPAC; Efficient Market Hypothesis; Market anomalies; Event study; Incomplete information JEL;

    Abstract : MSc in Finance.... READ MORE

  4. 4. Abnormal returns for IPOs on the Swedish stock exchange

    University essay from

    Author : Björn Landelius; David Molin; [2021-06-28]
    Keywords : IPO; Underpricing; Event Study; Multivariate Regression; Efficient Market Hypothesis; Winner s Curse;

    Abstract : We examine the occurrence of underpricing and short-term performance of a sample of 216 Swedish IPOs between 2017-2021. The theories used are the Efficient Market Hypothesis, Underpricing, Information asymmetry which contains both the Principal Agent Theory and the Signaling Theory, and beyond that, the Winner’s curse. READ MORE

  5. 5. Can an investor gain positive abnormal return by mimicking insider transactions?

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Oscar Bodin; Jonatan Tell; [2021-02-24]
    Keywords : Nasdaq; OMX Stockholm; Insider Trading; Abnormal Return; OMXS30; Stock Market.;

    Abstract : Background: The efficient market hypothesis is a theory that has been widely debated andstudied during the years. Some agree with the theory, but some disagree. One way to study theefficient market hypothesis is by looking at the possibility to gain positive abnormal return onthe stock market. READ MORE