Essays about: "gics"

Showing result 1 - 5 of 13 essays containing the word gics.

  1. 1. Deciphering Sector Performance in the Finnish Stock Market: A Study on Systematic Risk and Investment Strategies

    University essay from Göteborgs universitet/Graduate School

    Author : Ville Viinikainen; [2023-07-03]
    Keywords : ;

    Abstract : This paper offers an empirical analysis of the Finnish stock market with a focus on sector behaviour, performance, and the effects of systematic risk and economic downturns on sector returns. Despite the fact that Finnish sector classifications were found to differ from the GICS classifications, this research emphasizes the significance of local context in investment decisions. READ MORE

  3. 2. Systematic Peer Selection : A Comparative Study of Methods Used In Relative Valuation

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

    Author : Hampus Adebäck; Dante Haqués; [2022]
    Keywords : systematic peer selection; relative valuation; industry classification; product similarity; fundamental factors;

    Abstract : With the purpose to provide insights for practical use and to contribute to an arguably under-served area of valuation research, this study performs a comparative analysis of systematic peer selection methods used in relative valuation. By using U.S. READ MORE

  4. 3. The Effect of Credit Rating Announcements on the GICS Market Sectors

    University essay from Göteborgs universitet/Graduate School

    Author : Karl Rohlén; Tobias Rosén; [2021-06-30]
    Keywords : Abnormal returns; Rating Announcements; Credit Rating Changes; Credit Outlooks; Credit Reviews; Standard Poor’s; Moody’s;

    Abstract : The purpose of this paper is to test the effect on the GICS sectors stock returns found on the S&P 500 from credit rating announcements provided by Standard & Poor’s and Moody’s through an event study spanning from 2000 to 2019. We find that the GICS sectors exhibit different effects in stock returns, where the magnitude depends on the rating announcement. READ MORE

  5. 4. The Intertwining of Sectoral Stock Market Volatility and Macroeconomic Fundamentals - A study of Sweden's sectoral indices

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jonathan Bark; Melker Lundberg; [2021]
    Keywords : HAR-RV; Stock Sectors; Realized Volatility; Business and Economics;

    Abstract : The stock market has come to play a larger role in many people's lives as years pass and its accessibility has come to be exponentially easier for many. Investment in publicly listed companies has become a foundation of saving and a way of managing wealth for the general public. READ MORE

  6. 5. Biodiversity, Ecosystem Services and the Banking Industry - Exploring the Scale of Interdependency and Potential Risks

    University essay from Lunds universitet/Internationella miljöinstitutet

    Author : Jan-Niklas Heintze; [2021]
    Keywords : BES; Ecosystem Services; Biodiversity loss; Banks; Risk assessment; Equity portfolio; Business and Economics;

    Abstract : Biodiversity loss and ecosystem service (BES) degradation are translating into different risks for financial institutions which are not accounted for in a sufficient and adequate manner. Being a topic outside its core expertise and foci, the financial sector is lacking assessment methodologies for BES risks. READ MORE