Essays about: "event study finance"

Showing result 6 - 10 of 64 essays containing the words event study finance.

  1. 6. Assessing the Impact of Sovereign Green Bonds on Energy Transition: A Staggered Difference-in-Difference Analysis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Darragh O'Neill; [2023]
    Keywords : Sovereign Green Bonds; Green Bonds; Energy Transition; Sustainable Finance; Staggered Difference-in-Difference;

    Abstract : An increasing number of governments are adopting the issuance of sovereign green bonds (SGBs) as part of their strategies for transitioning to renewable energy and achieving their net zero greenhouse gas emissions targets. However, due to the nascency of the SGB market, little empirical evidence of their effectiveness as drivers of energy transition exists. READ MORE

  3. 7. Carbon Protectionism?

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Sam Säflund; Malcolm Thunberg; [2023]
    Keywords : Event study; Cumulative Abnormal Return; EU CBAM; ETS; Sustainable finance;

    Abstract : This study examines the market reactions and valuation implications of the Carbon Border Adjustment Mechanism (CBAM) adopted by the European Union (EU). The CBAM is the world's first carbon border import tax aimed at addressing carbon leakage and promoting a transition to a low-carbon economy. READ MORE

  4. 8. Master’s Thesis in Finance Short-term SPAC Performance- Empirical Evidence on Pre-merger SPAC Performance

    University essay from Göteborgs universitet/Graduate School

    Author : Marko Stankovic; Valter Trollius; [2022-06-29]
    Keywords : ;

    Abstract : The paper aims to shed light on the topic surrounding short-term SPAC performance. The primary focus is on whether two of the most prominent events in a SPACs lifecycle, merger announcement and merger completion, show signs of abnormality regarding short-term returns. The event study documents a 5. READ MORE

  5. 9. A Study of the Relationship Between Mean Reversion and a Black Swan Event

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

    Author : Erik Makra; Felix Snaula; [2022]
    Keywords : Mean Reversion; Black Swan; Efficient Market Hypothesis; Behavioural Finance; Dickey-Fuller Unit Root Test;

    Abstract : This study examines the relationship between mean reversion and a black swan event on the Swedish stock market. The data is taken from the Mid Cap and the Large Cap and then compared with the OMXS index. READ MORE

  6. 10. Long-term IPO performance on the Swedish stock market : An event study on Swedish Initial Public Offerings

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

    Author : Filip Lööf; Jakob Åkerlund; [2022]
    Keywords : Initial Public Offerings; IPO; Information asymmetry; Behavioral finance; Long-term performance; Abnormal returns;

    Abstract : Context The number of Initial Public Offerings on the Swedish market has increasedrapidly over the last decade, reporting over 100 IPOs only in 2021. Although theincrease has been extraordinary, the majority of the IPO performance researchhas been conducted on larger markets such as the US, Germany, and China. READ MORE