Essays about: "treasury stock"

Showing result 1 - 5 of 14 essays containing the words treasury stock.

  1. 1. Do Stocks Outperform Treasury Bills? Evidence From a Swedish Setting

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Anton Li; Ricky Yu; [2023]
    Keywords : Individual stocks; Treasury bills; Skewness; Buy-and-hold returns; Diversification;

    Abstract : Most Swedish stocks listed since 1983 post lifetime buy-and-hold returns that are less than one-month Swedish Treasury bills. In terms of risk-adjusted returns for the same time horizon, individual Swedish stocks vastly underperform value-weighted benchmarks when measured with a Sharpe ratio. READ MORE

  2. 2. Dancing in the dark: A study over SPAC performance

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jonathan Elofsson; Oliver Lönnberg; [2022]
    Keywords : SPACs; SPAC period returns; Default-free investments; Underwriter ranking; United States;

    Abstract : This paper aims to examine what factors that determine default-free SPAC period returns and explore why the popularity of SPACs has drastically increased in recent years. This is done using a dataset of 345 SPACs listed on the New York Stock Exchange and the NASDAQ. READ MORE

  3. 3. CAN GOLD SERVE AS A HEDGE AGAINST UNCERTAINTY? : A study on the gold price dynamics and its role as a safe haven asset

    University essay from Umeå universitet/Nationalekonomi

    Author : Nadja Jakobsson; [2022]
    Keywords : ;

    Abstract : Gold’s ability to retain its real value in times of uncertainty and financial turmoil has long been of interest to investors and central banks worldwide. Gold has historically been used as a monetary means due to its store of value and in the early days, gold coins were used as a currency. READ MORE

  4. 4. Green Bond’s co-movement with the treasury bond, corporate bond, stock, and carbon markets during an economic recession

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Niousha Karimi; Isac Lago; [2021]
    Keywords : Green Bonds; Conventional Bond Market; Stock Market; Carbon Market; Co-movement; DCC-GARCH; Economic Crisis;

    Abstract : Background: With the tremendous growth of the Green Bond (GB) market, understanding the relationship of the GB market with other financial markets gains importance. The Covid19 pandemic causing a recession in most major economies creates an opportunity to see the co-movements of the GB market with other financial markets under a period of economic crisis. READ MORE

  5. 5. Interest Risk Factors and Stock Returns of US Banks: The Effects of Size and Financial Crisis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Guo Ma; Bing Fu; [2020]
    Keywords : Interest risk; Bank stock returns; Size effects; Financial crisis; Income structure;

    Abstract : We find that the effects of interest risk factors on US banks' stock returns are affected by banks' size, measured by market equity values, and income structures, measured by the ratios of interest income and interest expense. The effects of interest risk factors have changed after 2008 financial crisis. READ MORE