Essays about: "institution investors"

Showing result 1 - 5 of 16 essays containing the words institution investors.

  1. 1. Do institutional investors care about material ESG disclosure? Evidence from the SASB standards

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : João Monteiro; Laura Bahde; [2023]
    Keywords : ESG disclosure; SASB standards; institutional ownership; financial materiality; sustainable finance;

    Abstract : This paper examines the relationship between institutional ownership and SASB disclosure, by applying a linear probability model with fixed effects to our panel dataset. We find that certain groups of institutional investors demand SASB disclosure, and that their demand is sensitive to the disclosure costs faced by firms, namely information production and proprietary costs. READ MORE

  3. 2. Mispricing of Climate Risk

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Lovisa Dahlquist; Lena Maria Tschanhenz; [2022]
    Keywords : Bloomberg GHG estimates; Risk premium for climate risk; ESG reporting; Sustainable investing; Stock market equilibrium; Business and Economics;

    Abstract : Purpose: Study the relationship between stock returns and GHG emissions regarding a risk premium related to greenness. This by using GHG emissions estimated by Bloomberg rather than companies self-reported estimates. Methodology: The study conducts a time-invariant model by cross-sectional OLS regression to estimate the risk premium for greenness. READ MORE

  4. 3. Gamification and its effect on investor behaviour : A qualitative study investigating the gamified trading platform Avanza

    University essay from Umeå universitet/Företagsekonomi

    Author : Marcus Moore; Hugo Ljungkvist; [2022]
    Keywords : Gamification; Behavioural finance; Octalysis; Avanza; Financial literacy;

    Abstract : The gamification trend has in recent years gained a strong hold across the field of finance. Market participants are leveraging the benefits of implementing game-design elements to previously mundane banking activities. READ MORE

  5. 4. Regulatory sanctions and their effects on the stock market : An analysis of the effects of Finansinspektionens sanctions on the sanctioned firms’ stock price.

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Odilon Tilly Sardou; [2022]
    Keywords : Stock Market; Sanctions;

    Abstract : This paper examines the effects of Finansinspektions’ sanctions on the sanctioned companies’ stock price. Previous research shows significant abnormal returns in companies’ stock prices when negative news are announced. In several studies, an overreaction is found, meaning a reaction larger than the monetary sanction imposed on the company. READ MORE

  6. 5. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread

    University essay from Lunds universitet/Matematisk statistik

    Author : Jan Müller; [2022]
    Keywords : Option pricing; Callable bonds; Affine term structure models; Hull-White one-factor; Hull White two-factor; Trinomial trees; Short rate; Default intensity; Swaption volatilities; Black-76; Credit derivatives; Calibration; Optimisation.; Mathematics and Statistics;

    Abstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE