Essays about: "regression analysis and Swedish stock market"

Showing result 1 - 5 of 52 essays containing the words regression analysis and Swedish stock market.

  1. 1. Brexit and Sweden: An Examination of the Swedish Stock Market's Reaction to Brexit

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Charlie Avervik; Johan Fritz; [2019]
    Keywords : Abnormal returns; Brexit; Event study; Stock market; Sweden;

    Abstract : The decision by the United Kingdom (UK) to leave the European Union (EU) is one of the most recognized political events in modern time. In this thesis, we examine the reaction on the Swedish stock market using three different approaches. First, Abnormal Returns are calculated using the market model as theoretical normal returns. READ MORE

  2. 2. Decision making and company performance - During a turbulent time period

    University essay from Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Author : August Raiend; Erik Svedberg; [2019]
    Keywords : Company Performance; CEO-Remuneration; Agency Theory; Short-Termism; Long-Termism; Decision Making; Resilience.;

    Abstract : This thesis examines short- and long-term decision making, CEO-remuneration and its effects on company performance measured as return on assets during a time-period containing market up- and downturns with regards to company resilience. We examined this in a Swedish context by looking at listed companies on the Stockholm stock exchange during the period 2004 to 2014. READ MORE

  3. 3. The Aftermarket Performance of Swedish Initial Public Offerings : A study about short- and long-term performance and underpricing of Initial Public Offerings on the Swedish stock markets

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi; Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Mathias Åkesson; Erik Fäldt; [2019]
    Keywords : IPO; Underpricing; BHAR; aftermarket performance;

    Abstract : This thesis examines the performance of IPO firms in the Swedish markets during their first three years of trading to investigate what effects different factors have on the short- and long-term performance. The level of underpricing on Swedish IPOs are also investigated to detect any abnormalities from previous studies on larger markets in the US and Europe. READ MORE

  4. 4. The effect of board diversity and independence on IPO underpricing - An investigation on the Swedish market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Marcus Eriksen; Johan Särnmo Åberg; [2019]
    Keywords : Diversity; Independence; Board characteristics; IPO underpricing; Regression analysis; Business and Economics;

    Abstract : This paper aims to study the effect that board independence and diversity have on IPO underpricing. It is expected that through signalling, these factors might have a negative relationship with underpricing. READ MORE

  5. 5. Can IPO first day returns be predicted? A multiple linear regression analysis

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Amar Galijasevic; Josef Tegbaru; [2019]
    Keywords : Statistic; applied mathematics; financial mathematics; IPO; regression; Statistik; tillämpad matematik; finansiell matematik; IPO; börsintroduktion; regression;

    Abstract : During the last three years the Swedish stock market has showed a strong upwards movement from the lows of 2016. At the same time the IPO activity has been large and a lot of the offerings have had a positive return during the first day of trading in the market. READ MORE