Essays about: "event study finance"

Showing result 11 - 15 of 64 essays containing the words event study finance.

  1. 11. Options and analysts : A study on the relationship between option implied volatility and analyst consensus recommendations

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Ludwig Flank Zetterström; Krenare Salihu; [2022]
    Keywords : Finance; options; option implied volatility; stock recommendations; revisions; information asymmetries;

    Abstract : The purpose of our thesis is to examine the relationship between option implied volatility and analyst consensus recommendation revisions. We offer a Swedish perspective on the growing popularity of equity options and its relationship with different stock market participants and returns. READ MORE

  3. 12. Predicting Irrational Market Behavior : Examining the Effects of Football Final Outcomes on Index Returns

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Arvid Aronsson; [2022]
    Keywords : DID with synthetic controls; Investor Mood; Behavioural Finance; Irrational Investors; Sports;

    Abstract : This thesis investigates the effects football games in major international tournaments have on stock market returns. The major international football tournaments are limited to the FIFA World Cup and the UEFA European Championship, and the games studied are only the finals of these tournaments. READ MORE

  4. 13. Do the Goal Sanctify the Mean? : An event study of how the Swedish market reacts to ESG news

    University essay from Södertörns högskola/Företagsekonomi

    Author : Lillen Nilsson; Kabir Sehgal; [2022]
    Keywords : Abnormal Returns; Average Abnormal Returns; Behavioral Finance; CSR; Cumulative Average Abnormal Returns; ESG; Event Study; Social Contract; Sustainability; Abnormal avkastning; Beteendeekonomi; CSR; ESG; Eventstudie; Genomsnittlig abnormal avkastning; Hållbarhet; Kumulativ genomsnittlig abnormal avkastning; Socialt kontrakt;

    Abstract : The primary objective of profit-maximizing companies has long been seen as satisfying its shareholders. However, this orthodox view of corporate governance has been modernized as corporate social responsibility have become more relevant. READ MORE

  5. 14. Predicting the Direction of Movement of Abnormal Returns using Earnings Conference Calls and FinBERT

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Adam Rudolfsson; Carl Sandström; [2022]
    Keywords : Sentiment Analysis; Machine Learning; FinBERT; Finance; Abnormal Return; Business and Economics;

    Abstract : Earning conference calls is an important communication tool for companies to provide relevant information about the latest quarter based on the reported earnings. However, the research on the impact of the earning conference calls has for long been a relatively unexplored subject. READ MORE

  6. 15. Bonds with Benefits: An Empirical Investigation of Sustainability-Linked Bonds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jessica Mattsson; Clara Starrsjö; [2022]
    Keywords : Sustainability-linked bonds; Sustainable Finance; Sustainability premium; Signalling; Incentives;

    Abstract : Sustainability-linked bonds (SLBs) are the youngest and fastest-growing instrument of the sustainable debt market, with unique properties that should incentivise companies to become more sustainable. Yet there is little empirical evidence on SLBs. READ MORE