Essays about: "thesis on capital market and Financial.."

Showing result 1 - 5 of 196 essays containing the words thesis on capital market and Financial...

1. 1. Examining the Effects of Economic Crises on Firm Leverage: Insights from Financial Institutions and Information Technology Companies Listed on the Swedish Stock Markets

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Erik Nordlund; Vlad David; [2023-09-01]
   Keywords : ;

   Abstract : Numerous studies have examined factors influencing a company's capital structure, but most focus on non-financial firms and neglect the distinct characteristics of financial institutions. Furthermore, little research exists on the Swedish financial and information technology markets despite their special market conditions, important global position and unique capital structures of their belonging companies. READ MORE

3. 2. Flight to climate: liquidity commonality in brown equities

   University essay from Stockholms universitet/Företagsekonomiska institutionen

   Author : Haiping Yu; [2023]
   Keywords : ESG; ESG Investing; Climate investing; Liquidity Commonality; Systematic Liquidity Risk;

   Abstract : 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

4. 3. Payment Method and Public Acquiror Returns: Evidence from the U.S. Market for Corporate Control

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Filip Toncev; [2023]
   Keywords : Mergers Acquisitions; Public Acquiror; Payment Method; Financial Stress; Abnormal Return;

   Abstract : 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

5. 4. Structural Review and Performance Evaluation of Real Estate Tokens

   University essay from KTH/Fastighetsekonomi och finans

   Author : Berke Bayhoca; [2023]
   Keywords : Blockchain; Security Token; Real Estate; Portfolio Management; Blockchain; Säkerhetstoken; Fastigheter; Portföljförvaltning;

   Abstract : This thesis study includes quantitative and qualitative research on real estate tokens, one of the leading security tokens. Security tokens, which are based on blockchain technology, are rapidly becoming widespread as new era investment products. Real estate tokens have long stood out as one of the most popular of these tokens. READ MORE

6. 5. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

   University essay from KTH/Matematik (Avd.)

   Author : Magnus Borg; Lucas Ternqvist; [2023]
   Keywords : ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

   Abstract : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. READ MORE