• Optimal Portfolio Allocation of Commodities for the Swedish Investor 

  Henfalk, Sebastian; Wesley, Alexandra (2021-08-17)

  Commodities have historically been seen as great diversifiers to stocks and bonds. Following the financialization in late 1990s and early 2000s this began to be questioned by previous research due to increasing correlations ...

• Stock market response to unsustainable conduct within listed companies 

  Kawal Kaur, Preet; Koozi, Claudia (2021-07-13)

  News spreads quickly in our rapidly innovative world, which has implications for companies when scandals are exposed to the public. In this report, we explore whether there is a connection between unethical actions and the ...

• Does size matter? Analysis of stock price reaction to green bonds announcements 

  Ben Rouha, Yasmine; Khouja, Khaled (2021-07-13)

  The recent large growth in the green bond market has been shown in previous studies to yield abnormal returns as the market value of the stock reacts to the announcement of green bond issuance. This study uses a sample of ...

• Kapitalstruktur inom energisektorn - En studie av svenska elhandelsbolag 

  Dimovski, Alexander; Gumbricht, Axel (2021-07-08)

  Capital structure and the effect that certain factors have on it has been discussed and researched for a long time. The study of capital structure concerns a company’s way of financing and the relationship between equity ...

• Investigating the Nature of Retail Investor Activity 

  Birgersson, Johan; Carlén, Samuel (2021-07-07)

  We study the nature of retail investor activity and how this differs when looking at pe-riods in connection with quarterly reports and when looking at a special period on the market like Covid-19. Further, we investigate ...

• Playing Poker without Looking at the Cards—Does it Even Matter? 

  Hillestad Andréasson, Erik; Blomdahl, Gustav (2021-07-06)

  In 2020, the recent boom of Special Purpose Acquisition Companies (SPACs) resulted in this financial vehicle overtaking traditional IPOs as the leading firm structure for taking companies public. The dormant structure of ...

• Green bond premiums: A comparison between the primary and secondary debt capital markets 

  Engström, Erik (2021-07-02)

  Could green bonds act as a relatively cheap alternative to conventional bonds when aiming to fund sustainable investments? An increased need to allocate funds towards carbon neutral projects in recent years has spurred a ...

• Skillnader i riskaversion utifrån kön och olika storlek på sparkapital 

  Fredriksson, Emma; Matsson, Andrea (2021-06-30)

  The purpose of this thesis is to investigate whether females are more risk averse than men on the Swedish stock market and to determine if the level of risk aversion decreases or increases for individuals with a large ...

• Hidden Values or Synergy Effects? What the Market Does Not See 

  Josefsson, Lukas; Klarson, Pontus (2021-06-30)

  The subject of bid premiums for public buyouts has been researched repeatedly as the premium itself can be hard to fully derive and could greatly affect both the acquirer and other investors involved. This thesis examines ...

• Does size have an impact on Nordic Hedge Funds Performance? 

  Johansson, Axel; Rohlén, Robert (2021-06-30)

  The paper examines the potential relationship between hedge fund’s size of assets under management and performance in the Nordic countries. We employ a modified version of the Fung and Hsieh’s seven-factor model to estimate ...

• "Hållbarhet och Kapitalkostnad" - en studie på den svenska aktiemarknaden 

  Klöv Nilsson, Ingrid; Nygren, Anton (2021-06-29)

  This research paper investigates the relationship between the components of the ESG-score and the firm's cost of capital. The study is conducted on the Swedish stock market and includes all Swedish companies listed on the ...

• Professionella svenska investerares värderingsmetoder för nordiska noterade medicinteknikbolag 

  Erlandsson, Kristian; Larsson, Simon (2021-06-28)

  The purpose of this thesis is to study Swedish professional investors and their valuation methods for listed nordic medical technology (medtech) companies. Theories such as the Effective Market Hypothesis (EMH), Institutional ...

• What is the optimal way of choosing projects within complex decision-making? 

  Eklind, Simon; Enelund, Olle (2021-06-28)

  This essay has investigated Analytical Hierarchy Process (AHP) and whether it has potential to be used as an algorithm within the project selection process. The aim of the study has been to highlight the most important ...

• R&D Expenditures and Subsequent Market Performance 

  Klevmar Preda, Lisandru; Lyckhage, Marcus (2021-06-28)

  Currently, research on companies' market return following investments in research and development has been performed predominantly in the U.S. The objective of this research is, therefore, to examine the relationship between ...

• Riskjusterad avkastning på företagsobligationer: Kan investerare ta bättre beslut genom att titta på ESG? 

  Lundgren, Frida; Rönnqvist, Daniel (2021-06-28)

  The increased competition among fund managers to generate attractive returns challenge them to find new tools to improve their financial performance. One of the most efficient methods is to utilize better information in ...

• Abnormal returns for IPOs on the Swedish stock exchange 

  Landelius, Björn; Molin, David (2021-06-28)

  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 ...

• Market Valuation of Growth in ESG Companies 

  Clemensson, Anna; Nordin, Maria (2021-06-28)

  The increased interest in sustainability among investors has raised questions regarding the fundamentals of the valuation for sustainable companies, often called ESG companies. This thesis researches the market valuation ...

• The influence of EPS and DPS on share price movements in Nordic tenbaggers 

  Häger, Jakob; Karlsson, Oscar (2021-06-28)

  This study investigates the influence of earnings per share (EPS) and dividend per share (DPS) on the share price movements of tenbaggers in the Nordic region. The term tenbagger was first coined by the famous investor ...

• Januarieffekten på Stockholmsbörsen 

  Hesse, Viktor; Jolgård, Victoria (2021-06-28)

  This report aims to investigate whether the January-effect is present at the swedish stock market and if the introduction of the investeringssparkonto has reduced the effect. Previous research on the January-effect is ...

• ESG and Bond Performance: Evidence from the Nordic 

  Larsson, Jonatan; Lundberg, Caroline (2021-06-23)

  This study examines whether corporate ESG performance has an effect on bond performance in the Nordic countries. There are two main theoretical views regarding ESG investments which are risk mitigation and resource depletion. ...

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