Essays about: "thesis on stock market analysis"

Showing result 11 - 15 of 252 essays containing the words thesis on stock market analysis.

  1. 11. Quantitative Investment Strategies on the Swedish Stock Market

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Jonatan Knutsson; Gabija Telešova; [2023]
    Keywords : Quantitative investment strategies; Quantitative trading strategies; Dividend yield strategy; EV EBITDA strategy; Momentum strategy; Equal-weighted portfolios; Value-weighted portfolios; Swedish stock market.;

    Abstract : This thesis explores the implementation of three quantitative investment strategies – the dividend yield strategy, the EV/EBITDA strategy, and the momentum strategy – within the Swedish stock market using Equal-Weighted Portfolios (EWP) and Value-Weighted Portfolios(VWP). The analysis is based on backtesting during the periods 2009 − 2022, 2001 − 2022, and 1992 − 2022, for each strategy respectively. READ MORE

  3. 12. Accounting for the Measurement Bias: A Study of Market Efficiency in the United States and the Relevance of Extensive Fundamental Analysis in Equity Valuation

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Erik Bergmark; Hugo Freudenthal; [2023]
    Keywords : Accounting valuation bias; Fundamental analysis; Horizon Value; Market mispricing; Residual income valuation;

    Abstract : This thesis investigates abnormal returns over the period 1983-2021 from an investment strategy that is based on public accounting information. Investment positions are taken in US manufacturing firms and are held for 36 months using a self-financing (hedged) portfolio. READ MORE

  4. 13. Deal or No Deal

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Alexander Serrano; Lucas Fevre; [2023]
    Keywords : “M A deal completion”; “Manager learning”; “Unregulated stock exchanges”; “Serial acquirers”; “M A advisors”; Business and Economics;

    Abstract : Purpose: The purpose of the thesis is to investigate if deal completion probability is associated with the stock market’s initial reaction to the M&A announcement. Furthermore, the study aims to explore if other characteristics have a relationship with deal completion, and if they have a moderating effect on the relationship with deal completion and the stock market’s reaction. READ MORE

  5. 14. ESG score, stock price, volatility, and sustainable strategic management : A study with focus on 20 Indian companies

    University essay from

    Author : Emma Klint; Lovisa Norell; [2023]
    Keywords : ESG; CSR; sustainability; volatility; stock price; sustainability reports; sustainable strategic management; India.;

    Abstract : Background: Sustainability in business has become an essential part for firms to consider, as stakeholder’s concerns are increasing, and the use of ESG scores has increased in the last years. Prior research mostly examines the European and US market and the relationship between ESG score and financial performance. READ MORE

  6. 15. Exploring the impact of economic and social factors on stock market performance

    University essay from KTH/Matematisk statistik

    Author : Vincent Hallberg; William Hjorth; [2023]
    Keywords : regression analysis; societal development; domestic stock market; bachelor thesis; applied mathematics; macroeconomic factors; regressionsanalys; samhällsutveckling; inhemsk aktiemarknad; kandidatexamensarbete; tillämpad matematik; makroekonomiska faktorer;

    Abstract : This study seeks to investigate the relationship between human development factors and domestic stock markets using a multiple linear regression model. Despite efforts to improve the model's explanatory power, the findings indicate that the model fails to confirm the research question. READ MORE