Essays about: "relationship market"

Showing result 26 - 30 of 1969 essays containing the words relationship market.

  1. 26. Exploring the Idiosyncratic Volatility Anomaly in the Swedish Stock Market: An Empirical Analysis of its Impact on Returns

    University essay from Göteborgs universitet/Graduate School

    Author : Anton Ahlqvist; Walter Uong; [2023-06-29]
    Keywords : ;

    Abstract : We examine the cross-sectional relationship between idiosyncratic volatility relative to the Fama-French three factor model and expected stock returns. We find that portfolios containing the firms with the lowest idiosyncratic risk offers excess returns in relation to the prediction of the Fama-French three factor model, while those with the highest idiosyncratic risk do not. READ MORE

  3. 27. THE IMPACT OF ESG PERFORMANCE AND EXTERNAL AUDIT OF ESG REPORTS ON STOCK LIQUIDITY

    University essay from Göteborgs universitet/Graduate School

    Author : OSKAR GUSTAVSEN; OLLE ANDERSSON; [2023-06-29]
    Keywords : ;

    Abstract : Prior research on market reactions to environmental, social, and governance (ESG) factors has predominantly centered around financial performance. In this study we instead shed light on stock liquidity, a previously underexplored dimension of market reactions to ESG. READ MORE

  4. 28. From Tree Huggers to Money Makers: How ESG Scores Boost Corporate Financial Performance in the EU

    University essay from

    Author : Martin Ekendahl; Philippa Hedström; [2023-06-29]
    Keywords : ESG score; financial performance; stakeholder theory; the EU; fixed effects model;

    Abstract : This thesis examines the relationship between Environmental, Social, and Governance (ESG) scores and financial performance as measured by both accounting- and market-based measures; Return on Assets and Tobin's Q. The study takes a particular focus on the European Union (EU), more specifically on companies operating in the region and the union's strong commitment to achieving the Sustainable Development Goals (SDGs) and more general efforts towards a more sustainable future. READ MORE

  5. 29. The Impact of ESG-Scores on Portfolio Performance - A quantitative study on sustainable investments.

    University essay from Göteborgs universitet/Graduate School

    Author : Max Ehrnström; Yacob Nehmé; [2023-06-29]
    Keywords : ESG investing; Abnormal returns; Sustainable investing and Financial performance;

    Abstract : This report examines the relationship between ESG-scores and portfolio returns using the Fama-French five-factor and Carhart four-factor models. The data is collected from Refinitiv (2023) between 2003 and 2021 and consists of firms listed on the NYSE and NASDAQ stock exchange. READ MORE

  6. 30. The valuation relevance of ESG score in the Nordic market - A study on the effect of ESG score on stock price and financial performance

    University essay from Göteborgs universitet/Graduate School

    Author : Ossian Malmberg; Daniel Skeppstedt; [2023-06-29]
    Keywords : ;

    Abstract : This study investigates the relationship between ESG score and ROA and ESG score and stock price. Furthermore, we investigate whether there exists an ESG premium and if this premium is fundamentally established in the firm. Our panel data sample consists of 73 Nordic firms with data between the years of 2015 – 2022. READ MORE