Browsing Kandidatuppsatser i finansiell ekonomi by Title
Now showing items 93-112 of 160
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Kan cyklisk konsumtion förutspå förvantad avkastning? En studie utförd på Stockholmsbörsen
(2020-07-03)This thesis aims to further contribute to the studies on the inverse relationship between the consumption-based variable, cyclical consumption, and future expected return, introduced by Atanasov, Møller and Priestley (2019). ... -
Kan nudging främja hållbara premiepensionsplaceringar?
(2020-07-01)The interest in sustainability has increased among private investors and a gradual increase in SRI is the result. However, there still seems to be a gap between people’s values and interest in sustainability and how ... -
Kapitalstruktur inom energisektorn - En studie av svenska elhandelsbolag
(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 ... -
Key Determinants of Gold Price and testing for the optimal S&P 500/Gold allocation.
(2022-07-01)In the light of an ever more intense discussion regarding the potential benefits of investing in physical gold, this study aims to provide investors with a deeper understanding for the fundamental drivers of gold price ... -
Köprekommendationers träffsäkerhet på aktiepriset.
(2022-07-01)This study examines the accuracy of buy recommendations in comparison to the actual outcome of the stock price. There are three main areas of interest in the study: 1) A comparison of the accuracy of buy recommendations ... -
Kryptovalutors betydelse i framtida portföljer
(2020-10-12)The aim of this thesis is to examine whether cryptocurrencies should be included in future investment portfolios or not. This thesis not only focuses on Bitcoin, but also uses the Bloomberg Galaxy Crypto Index to represent ... -
Macroeconomic Determinants of Sovereign Credit Risk
(2022-07-04)This report analyzes the macroeconomic determinants of sovereign bond yields in three different economies: the US, a large open economy and a benchmark in the financial markets, Sweden, a small open economy that has ... -
Makroekonomiska effekter på den svenska aktiemarknaden - En analys av makroekonomiska variablers påverkan på OMXS30 via Arbitrage Pricing Theory
(2022-07-01)The aim of the thesis is to examine the relationship between five macroeconomic variables and the index on the Stockholm Stock Exchange, OMXS30, which includes the 30 most traded companies. The macroeconomic variables ... -
Mandatory ESG Disclosure and its Effect on Firm Performance
(2021-06-23)With the intention to reach a more sustainable future, the EU implemented Directive 2014/95/EU in 2014, mandating large and public firms to start disclosing ESG information. The resulting changes are however first ... -
Market Reactions to Hedge Fund Activism in Europe - An Empirical Study
(2018-06-26)Activism is on the rise in Europe. In recent years, hedge funds have begun to target firms across the continent with the intent of generating profits through exercising shareholder rights to prompt change and address ... -
Market Valuation of Growth in ESG Companies
(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 ... -
Market Value Implications of Increasing Passive Investing
(2023-07-07)This study examines if recent years’ popularity and large inflow of money to passive index funds have led to inflated prices in the Swedish equity market. The problem was investigated by studying the net fund flows to ... -
Markets in Financial Instruments Directive II - And its effect on the principal-agent relationship within financial advisory
(2017-06-28)Through an interview based study this thesis investigates how MiFID II, a new EU directive concerning the European Union’s financial markets, will affect the principal-agent relationship currently present between financial ... -
Marknadsinflytandets påverkan på aktiens prissynkronicitet
(2019-07-09)This report studies the relationship between firms’ market power and their behavior in the equity market. To examine this relationship, the operating margin and weekly returns for 50 companies listed at the Stockholm ... -
Mispricing in the Stock Market - an effect of investor sentiment?
(2020-07-01)The purpose of this thesis is to investigate the relationship between mispricing and investor sentiment, on the Swedish and European stock markets. Firstly, it examines whether mispricing is more prominent in periods ... -
Navigating the IPO Landscape - The Influence of Stock Exchange Regulations on IPO Underpricing in Sweden
(2023-07-06)The study explores the phenomenon of IPO underpricing in the Swedish market, specifically the impact of stock exchange regulations on the first-day abnormal return of IPOs. The paper analyzes data from 2018 to 2022 and ... -
Optimal Portfolio Allocation of Commodities for the Swedish Investor
(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 ... -
Passiv- och aktiv fondförvaltning givet börsklimatet på marknaden
(2022-07-12)Bakgrund: Fonder utgörs av en samling underliggande värdepapper och har som syfte att generera avkastning till de som väljer att investera i fonden. Generellt administreras fondinriktningen aktiefonder antingen genom aktiv- ... -
Performance Evaluation of European Green Mutual Funds - Is There an Economic Trade-Off?
(2017-06-27)In this thesis, we investigate the financial performance of European green and conventional mutual equity funds over the 2007 – 2017 period. We applied the Carhart (1997) four-factor model over three different periods, ... -
Performance of hedge fund strategies in bull and bear markets
(2016-07-06)Hedge funds use a wide variety of investment styles, although many people have the perception that they are a relatively homogenous group with similar strategies to generate returns. Understanding the differences in the ...