Essays about: "stock market performance"

Showing result 1 - 5 of 408 essays containing the words stock market performance.

  1. 1. Swedish family ownership and its influence on stock performance

    University essay from Göteborgs universitet/Graduate School

    Author : Navid Ghate; Trf Fjällström; [2021-08-04]
    Keywords : Abnormal returns; Fama-French; Swedish stock exchange; Family firms; Ownership structure; Firm characteristics; Agency cost; Performance; Valuation;

    Abstract : MSc in Finance.... READ MORE

  2. 2. ESG INTEGRATION: ESG SCORE MOMENTUM FACTOR AS ASSET CHARACTERISTIC AND OPTIMAL PARAMETRIC PORTFOLIO - AN EMPIRICAL RESULT OF THE US STOCK MARKET.

    University essay from Göteborgs universitet/Graduate School

    Author : Lien Hoang; [2021-06-30]
    Keywords : Responsible Investment; ESG Factor Investment; Sustainable Investment; ESG Integration; ESG Investment; Sustainability;

    Abstract : MSc in Finance.... READ MORE

  3. 3. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles

    University essay from Göteborgs universitet/Graduate School

    Author : Erik Hulth; [2021-06-30]
    Keywords : Stock performance; Market anomalies; Asset pricing; Portfolio sorting techniques; Factor-portfolio sorting techniques; Value effect; Size effect; Momentum effect; Temporal influences; Business cycles; GDP-gap; Single-and Multi- Factor models; CAPM; Fama-French Three-Factor model; Carhart Four-Factor model; Risk-adjusted equity returns; Sharpe Ratio; Jensen´s alpha; NASDAQ OMX and NYSE;

    Abstract : MSc in Finance.... READ MORE

  4. 4. The impact of ESG during COVID-19- A quantitative study targeting ESG and stock returns on the Swedish stock market during COVID-19 Adem

    University essay from Göteborgs universitet/Graduate School

    Author : Adem Göker; Johannes Sköld; [2021-06-30]
    Keywords : Environmental; Social and Governance ESG ; ESG Ratings; Socially Responsible Investments SRI ; COVID-19; Sweden;

    Abstract : MSc in Finance.... READ MORE

  5. 5. Abnormal returns for IPOs on the Swedish stock exchange

    University essay from

    Author : Björn Landelius; David Molin; [2021-06-28]
    Keywords : IPO; Underpricing; Event Study; Multivariate Regression; Efficient Market Hypothesis; Winner s Curse;

    Abstract : We examine the occurrence of underpricing and short-term performance of a sample of 216 Swedish IPOs between 2017-2021. The theories used are the Efficient Market Hypothesis, Underpricing, Information asymmetry which contains both the Principal Agent Theory and the Signaling Theory, and beyond that, the Winner’s curse. READ MORE