Essays about: "price RETURN"

Showing result 1 - 5 of 386 essays containing the words price RETURN.

1. 1. Unlocking Value from Within Exploring Ownership’s Impact on Discounts to Net Asset Values in the Swedish Real estate market

   University essay from

   Author : Victor Colliander; Oscar Sköldberg; [2023-07-10]
   Keywords : Discount to NAV; Premium to NAV; Swedish Real Estate Firms; Ownership; Institutional; Performance; Valuation; Law of One Price;

   Abstract : In recent times, the economy has undergone a rapid transformation, characterized by a notable increase in interest rates. As a consequence, real estate firms have been particularly impacted by these changes. This paper aims to investigate whether the type of ownership in a firm can influence the discount to net asset value. READ MORE

3. 2. The Influence of Payment Methods on Acquiror Stock Price in Mergers and Acquisitions Bachelor

   University essay from

   Author : Ludwig Germunder; Gustav Hagström; [2023-07-04]
   Keywords : Acquiror Cumulative Abnormal Return CAR ; Cash Acquisitions; Stock Acquisitions; Mergers and Acquisitions M A ; Method of Payment;

   Abstract : This study is examining acquiror CAR on the day of announcement following acquisitions made by Swedish public companies. The study investigates whether the acquiror CAR differs between cash and stock based acquisitions. Furthermore, it is tested to what extent a set of chosen independent variables explain the acquiror CAR. READ MORE

4. 3. The illiquidity exposure factor: An overlooked driver of mutual fund performance

   University essay from Göteborgs universitet/Graduate School

   Author : Jakob Häger; Tim Hansson; [2023-06-29]
   Keywords : Illiquidity; liquidity; mutual funds; fund performance; factor models; alpha;

   Abstract : This paper examines if Swedish-focused mutual funds with more illiquid holdings produce higher alpha. By extending the classic Fama and French five-factor model, we pinpoint the effect of illiquidity in underlying holdings on mutual fund alpha generation through a two-step regression model with data between 2019-2022. READ MORE

5. 4. Comparison of High ESG Portfolio Performance in Germany and Switzerland

   University essay from Göteborgs universitet/Graduate School

   Author : Nino Shakulashvili; Saud Talic; [2023-06-29]
   Keywords : ESG; Portfolio Performance; Fama French; Carhart; Risk Factors; Value; Size; Momentum; Germany; Switzerland;

   Abstract : This study focuses on the relationship between stock return performance and sustainability, the latter taking the form of the Environmental, Social, and Governance (ESG) framework. The paper provides a comparative setting in which stocks of companies headquartered in Germany and Switzerland are examined. READ MORE

6. 5. Spatial Price Equilibrium in the World Natural Gas Market

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Linava Lahoni; Mattias Malmgren; [2023-02-09]
   Keywords : ;

   Abstract : Characteristic for the world natural gas market is that the markets in different continents are not completely integrated. In some cases, this leads to exceptionally large price differences. There are two reasons for this; first the technical difficulties related to shipping natural gas, second the pricing mechanism of the natural gas market. READ MORE