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Showing result 1 - 5 of 83 essays matching the above criteria.

  1. 1. The effects of sector free allowances & emissions on stock returns : A study on firms which partake in the EU emissions trading system

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Mario Milic; Noah Stjernberg; [2023]
    Keywords : Stock returns; EU ETS; CO2 Emissions; Financial performance; Free allowances;

    Abstract : This study aims to investigate whether sectorial free allowances and sector emissions have any effect on a firm's stock return under the newly introduced EU ETS (Emission trading system). In doing so, the data have been structured as panel data and are gathered for a sample period of 10 years measuring from 2012-2021, looking at 6 sectors (Aviation, Combustion of fuels, refining of mineral oil, production of cardboard/ paper, production of pig iron and steel and production of bulk chemicals). READ MORE

  3. 2. How Does the Three-factor Model Perform and What Explains its Performance? Empirical tests on Swedish stock portfolios

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Daniel Björck; [2023]
    Keywords : Three-factor model; stock returns; Swedish stocks; CAPM; Business and Economics;

    Abstract : In this study the three-factor model of Fama and French (1992; 1993) is evaluated on portfolios of Swedish stocks. Both a cross-section and time series approach are used to evaluate the model. The results show that beta, size, and book-to-market are significant variables in explaining excess returns of Swedish stock portfolios. READ MORE

  4. 3. A time series analysis of the impact of the COVID-19 pandemic on container shipping freight rates: An application to the Asia-Europe trade route

    University essay from Göteborgs universitet/Graduate School

    Author : Chen Yuchun; Zhou Shiyu; [2022-08-03]
    Keywords : Container shipping; Freight rates; COVID-19; Oil prices; Stock market prices; Time series model; GARCH;

    Abstract : The outbreak of the COVID-19 pandemic caused a sudden disruption to the shipping industry. However, for container shipping, freight rates have reached record highs during the pandemic. Shipping companies realise that understanding the impact of exogenous shocks on freight rate fluctuations to forecast freight rates is critical. READ MORE

  5. 4. The Effects of Macroeconomic Factors on the Shares of Automotive Manufacturers in the USA, Asia, and Europe in the Short and Long Run

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Filip Dyankov; [2022]
    Keywords : macroeconomic factors; stock returns; VAR; ARDL; Business and Economics;

    Abstract : This study aims to broaden the remits of the relatively scant hitherto literature focused on the impact of the changes in macroeconomic indicators on automotive stock returns. Since a considerable fraction of previous empirical research covered multiple industries, historical results may not be directly transferable for the purposes of the analysis of the automotive industry. READ MORE

  6. 5. The proposed Digital Markets Act

    University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakulteten

    Author : Magdalena Rietzler; [2022]
    Keywords : Digital; DMA; EU; Law; Competition; Proposal; DigitalMarkets; Law and Political Science;

    Abstract : The market power of digital platforms and ecosystems has probably been the most discussed and concerning topic in competition policy in the last years. Some companies in the area of digital platforms have grown so rapidly that they now dominate entire industries. READ MORE