Essays about: "investment horizon"
Showing result 21 - 25 of 55 essays containing the words investment horizon.
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21. The Influence of a Private Equity Fund's Holding Period on the Performance of IPOs: Empirical Evidence from the UK
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper analyses the effect of a private equity fund's holding period on the after-market performance of initial public offerings (IPOs) in the United Kingdom. We use a hand-collected sample of 166 sponsor-backed IPOs, which occurred on the London Stock Exchange's Main Market and Alternative Investment Market in the period from 2005 to 2015, to analyse the one-year and three-year buy-and-hold excess returns in relation to the private equity fund's holding period. READ MORE
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22. How accuracy of time-series prediction for cryptocurrency pricing is affected by the sampling period
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Cryptocurrencies and their pertaining market currently succeeds $300billion and has had an all time high surpassing $850 billion. Being able to predict market movements and future valuations for a cryptocurrency would be an invaluable and very profitable tool for designing successful investment strategies. READ MORE
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23. Investing on the risk of company bankruptcy
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : We investigate the risk-return relationship between bankruptcy risk, measured by Skogsvik (1990)'s probability of firm failure ("pfail"), and stock returns on a refined stock sample on Stockholmsbörsen between 2002 and 2017. Using portfolio analysis and cross sectional regressions inspired by Fama-MacBeth (1973), we find lacking evidence to support a distress risk premium. READ MORE
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24. Systemic Risk in the Insurance Sector under Solvency II: An Analysis of the Pro-Cyclicality Channel
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : This thesis studies the effect of a change in the regulatory environment on the cyclicality of insurers' investment behavior. Given their large amount of asset holdings, insurers have the potential to reinforce or dampen market and asset price movements. READ MORE
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25. Cornerstone Investors on the Swedish IPO Market – Salvation or Damnation?
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Title: The effect of cornerstone investors on the Swedish IPO market - An event study on underpricing, aftermarket performance and effects of cornerstone investors Seminar date: 2017-05-29 Course: BUSN79: Degree Project in Accounting and Finance: Corporate Financial Management, Master level, 15 ECTS Authors: Jonathan Engman & Markus Levéen Pehrson Supervisor: Maria Gårdängen Purpose: The primary goal of this paper is to investigate cornerstone investor effect on underpricing and aftermarket performance in Swedish IPOs. By collecting an original and meticulous data set, the study examines underpricing, measured as first day returns, and aftermarket performance, measured in abnormal returns, one week to six months’ post-IPO. READ MORE