Essays about: "stocks 2014"
Showing result 1 - 5 of 93 essays containing the words stocks 2014.
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1. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios
University essay fromAbstract : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. READ MORE
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2. SUSTAINABLE INVESTMENTS IMPACT ON FINANCIAL PERFORMANCE : A Panel Data Analysis of the Relationship Between ESG Factors and Financial Performance
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : Sustainability is a broad concept where sustainability factors have become more fundamental during the recent years. However, the importance of these factors has not been as central when explaining stock returns. Thus, we perform this study with the aim to investigate the relationship between sustainability factors and financial performance. READ MORE
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3. Does Mandatory Sustainability Reporting Decrease ESG-rating Disagreement? A Difference in Differences study on the EU Non-Financial Reporting Directive
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : ESG-ratings are explicitly incorporated in investment decisions by investors with $121 trillion AUM. Ratings are based on diverse sustainability data, which is collected and synthesized by raters with different methodologies. The scores for identical stocks across raters have an observed correlation of 0. READ MORE
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4. Into the Dark: A study of the 2014, 2019, and 2020 post-trade anonymity reforms at Nasdaq Nordic and their impact on metrics of market quality
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We test the impact of three post-trade anonymity regimes implemented by Nasdaq Nordic in 2014, 2019, and 2020. Using a sample of Mid Cap and Large Cap stocks listed in Stockholm, Copenhagen, and Helsinki, we examine the effect of different anonymity setups on standard measures of market quality through a difference-in-differences approach. READ MORE
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5. Dividend Buying and Stock Volatility: Evidence from Sweden
University essay from Umeå universitet/FöretagsekonomiAbstract : Abstract The relationship between dividend buying and stock volatility is the subject of our research. It focuses on all the listed companies on the Swedish stock market, with a particular emphasis on dividend buying and the impact of stock volatility on the underlying stocks of the indices in our sample. READ MORE