Essays about: "market capitalization"

Showing result 26 - 30 of 154 essays containing the words market capitalization.

  1. 26. EMPIRICAL ANALYSIS OF FACTORS AFFECTING THE EXPECTED RATE OF RETURN FOR ALL-ELECTRIC-VEHICLE MAKERS : USING REGRESSION ANALYSIS TO TEST THE SIGNIFICANCE OF THE CAPM AND FAMA FRENCH FACTORS ON THE CALCULATION OF THE EXPECTED RATE OF RETURN FOR 9 OF THE BIGGEST ALL-ELECTRIC VEHICLE MAKERS.

    University essay from Blekinge Tekniska Högskola

    Author : Dimitrios Felekidis; Sylwia Buczek; [2022]
    Keywords : Electric vehicles; All-electric vehicles; Expected return rate; Fama French Three-Factor Model; Fama French Five-Factor Model; CAPM model; Stock;

    Abstract : The All-Electric Vehicle (AEV) industry development has intensified and is connected to governmentefforts to minimize greenhouse gas emissions and encourage people to buy electric vehicles. This hasled to all the lights turning on newly established all-electric vehicle makers and some older players. READ MORE

  3. 27. Sweden's Got a Brand New Tax Rate

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Hanna Lindé; Rebecca Hesslevik; [2022]
    Keywords : Stock market; Tax rate; Sweden; Denmark; Efficient market hypothesis;

    Abstract : In this paper, we intend to investigate the Swedish stock market's reaction upon the acceptance of the 2018 corporate tax rate reduction. The purpose is to examine if there was a significant stock market reaction and if it was heterogeneous across sub-samples based on market capitalization. READ MORE

  4. 28. Cryptocurrency Return Predictors - A Replicative Reassessment Rising Stablecoin Growth - Cryptocurrency Return Predictors in New Market Conditions

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Erik Stålman; Alexander Ripe; [2022]
    Keywords : Cryptocurrency; Factors Model; Zero-Investment Long-;

    Abstract : We successfully construct nine significant cryptocurrency return predictor strategies based on market capitalization, momentum and volatility characteristics. We replicate the methods used in the article "Common Risk Factors In Cryptocurrency" using a larger and more recent dataset encompassing changed cryptocurrency market conditions and asset composition (Liu, Tsyvinski, Wu, 2022). READ MORE

  5. 29. Research and Development Expenditure in Innovative Companies

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Andreas Lundmark; [2021-06-30]
    Keywords : ;

    Abstract : Investors in innovative technology sectors tend to part ways with fundamental valuation methods. It has proven to be impossible to properly value an innovative company of this era, albeit research suggests that a company’s research & development expenses could be the main ingredient of the secret success formula. READ MORE

  6. 30. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles

    University essay from Göteborgs universitet/Graduate School

    Author : Erik Hulth; [2021-06-30]
    Keywords : Stock performance; Market anomalies; Asset pricing; Portfolio sorting techniques; Factor-portfolio sorting techniques; Value effect; Size effect; Momentum effect; Temporal influences; Business cycles; GDP-gap; Single-and Multi- Factor models; CAPM; Fama-French Three-Factor model; Carhart Four-Factor model; Risk-adjusted equity returns; Sharpe Ratio; Jensen´s alpha; NASDAQ OMX and NYSE;

    Abstract : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. READ MORE