Essays about: "stock 2015"

Showing result 1 - 5 of 329 essays containing the words stock 2015.

  1. 1. 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

  3. 2. Exploring Momentum: The Hidden Drivers of Stock Returns in the Nordic Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Axel Dillner; Johanna Roos; [2023]
    Keywords : Momentum; Price Momentum; Earnings Momentum; Earnings Surprises; Standardized Earnings Surprise; SES;

    Abstract : This thesis investigates the relationship between price momentum, earnings momentum, and stock returns in the Nordic region by examining the risk-adjusted performance measures of various momentum strategy portfolios. Inspired by Novy-Marx's 2015 theory that momentum in firm fundamentals explains the performance of price momentum strategies, this study seeks to provide deeper insights into momentum drivers and their implications for investment professionals. READ MORE

  4. 3. Socially Responsible and Financially Rewarding: The Relationship Between ESG and Stock Market Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Kristian Eklund; Felix Freiherr von Uslar-Gleichen; [2023]
    Keywords : ESG Performance; ESG Index; Index Returns; Sustainable Finance; Systematic Risk;

    Abstract : We study the link between the ESG-performance of 20 OECD countries and the excess returns of their major stock indices between 2005 and 2015. Our research shows a significant positive relationship between the two metrics. READ MORE

  5. 4. Rising Heat, Rising Risk: The Effect of Greenhouse Gas Emissions on Downside Tail Risk

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Moritz Neuber; Fabrice Van Lancker; [2023]
    Keywords : Climate Risk; Downside Risk; GHG Emissions; Tail Risk; Sustainable Finance;

    Abstract : Regulatory and societal attention to environmental pollution is increasing, and greenhouse gas (GHG) emissions are becoming a potential risk factor for investors. This paper uses panel data from S\&P 500 firms between 2015 and 2022 to investigate the link between GHG emissions and downside tail risk. READ MORE

  6. 5. The Impact of IPO Underpricing on Long-term Performance of Stocks : Comparative Analysis of the Swedish and United Kingdom stock market

    University essay from Umeå universitet/Företagsekonomi

    Author : Suleika Farah Mohamed; Njusi Chenyi Joyce; [2023]
    Keywords : ;

    Abstract : Initial Public Offerings (IPOs) represent critical events in the life cycle of companies, often characterized by a phenomenon of underpricing. IPO underpricing is a situation in which the initial public offering (IPO) price of a company's shares is set lower than their actual market value on the first day of trading. READ MORE