Essays about: "stock market liquidity"
Showing result 1 - 5 of 115 essays containing the words stock market liquidity.
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1. The Impact of Share Repurchases on Stock Liquidity During Market Distress
University essay from Göteborgs universitet/Graduate SchoolAbstract : Since stock repurchases were first introduced in the late 1960 its growth has been significant. This has led to increasing interest among researchers regarding the motives behind them and their post-effects. While stock repurchase research is extensive, the focus on the effect of stock repurchases on liquidity is limited. READ MORE
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2. THE IMPACT OF ESG PERFORMANCE AND EXTERNAL AUDIT OF ESG REPORTS ON STOCK LIQUIDITY
University essay from Göteborgs universitet/Graduate SchoolAbstract : 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
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3. Market reaction to Basel III : An event study on the stock market reaction to the announcement by the Basel Committee on Banking Supervision on December 7th, 2017
University essay from Jönköping University/Internationella HandelshögskolanAbstract : This paper investigates the impact of Basel III on the valuation of banks in the EEA through an event study of the stock market. It contributes to academic literature by enhancing the study by Bruno, Onali & Schaeck (2018) with another event date after the conclusion of their study. READ MORE
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4. Flight to climate: liquidity commonality in brown equities
University essay from Stockholms universitet/Företagsekonomiska institutionenAbstract : Emerging ESG studies have established a negative equilibrium correlation between ESG factors and stock returns in an economy predominately influenced by investors with nonpecuniary preference over high ESG credentials. However, little research has delved into a potential systematic liquidity risk phenomenon associated with aggregate trading activities of ESG-motivated investors who share a common nonzero ESG preference component in their utility function. READ MORE
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5. Payment Method and Public Acquiror Returns: Evidence from the U.S. Market for Corporate Control
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis examines the relationship between method of payment, financial stress, and acquiror abnormal returns using a sample of 676 acquisitions by NYSE, NYSE American, and Nasdaq listed non-financial, non-utility firms. In normal market conditions the results are generally consistent with previous findings, with stock acquisitions of private targets generating the highest abnormal returns. READ MORE