Browsing Kandidatuppsatser i finansiell ekonomi by Title
Now showing items 119-138 of 160
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R&D Expenditures and Subsequent Market Performance
(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 ... -
R&D’s impact on stock returns in the biotechnology industry in the Nordic countries
(2022-07-01)This is a study on the impact of R&D expenditure, expressed in the form of R&D intensity, on stock returns in the Nordic Biotechnology sector. Firms in this sector are generally R&D intensive and the geographic area of the ... -
The relationship between ESG and stock performance in sensitive and non-sensitive industries during the COVID-19 crisis
(2022-09-02)This thesis examines the relationship between ESG and stock performance in sensitive and non-sensitive industries during the COVID-19 crisis. It is based on a sample consisting of 344 unique Swedish companies during the ... -
Returns to Swedish Acquirers from Public an Private M&As
(2019-07-09)This paper examines Swedish listed acquirers’ cumulative abnormal returns surrounding the announcement of acquisitions between the period 1998–2018 of both public and private targets. We find that acquirers earn an average ... -
Riskjusterad avkastning på företagsobligationer: Kan investerare ta bättre beslut genom att titta på ESG?
(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 ... -
SEASONED EQUITY OFFERINGS - Avkastningen på den svenska aktiemarknaden 2004-2016
(2019-07-09)One of the most important tasks of any corporation is the acquirement and accumulation of capital, which can fuel future expansions, finance acquisitions and keep a burgeoning corporation from being stopped at an early ... -
Skäller hundarna högt i Sverige? En undersökning av Dogs of the Dow-strategin på den svenska aktiemarknaden
(2017-07-04)The aim of this study is to re-examine the performance of the investment strategy proposed by John Slatter in 1988 called Dogs of the Dow on the Swedish stock market. The investment strategy of picking the 10 stocks with ... -
Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics
(2022-06-29)In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). This is achieved ... -
Skillnader i riskaversion utifrån kön och olika storlek på sparkapital
(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 ... -
Skillnader mellan kvinnors och mäns riskaversion samt dess påverkan på riskjusterad avkastning - En studie utförd på Avanzas kunder
(2019-07-09)The purpose of this thesis is to study if there are differences in terms of risk and risk adjusted-return on two fictitious portfolios constructed for female and male investors. The thesis investigates the Swedish market ... -
Socially Irresponsible Investment In The United States
(2017-08-22)In this thesis, we provide evidence on the performance of an unethical investment strategy during the 21st-century. We examine publicly traded US companies engage in one of these five industries; gambling, oil/gas, alcohol, ... -
Spin-off Impact on Shareholder Wealth: A worldwide study on market reactions to spin-off announcements
(2020-07-01)This thesis investigate the spin-off wealth effect and its determinant factors for spin-offs announced in the period 2000-2019. The sample is distributed over three regions; Europe, Asia-Pacific, and the US, with 103, 248 ... -
Stjärntydning - En undersökning av riskaversionsnivåns påverkan på Morningstar Rating och dess konsekvenser för individuella småsparare
(2017-07-05)This paper investigates whether Morningstar Rating assesses the historical risk of mutual funds in an accurate way with respect to retail investors’ level of risk aversion, or if a higher utility could be reached if the ... -
Stock market response to unsustainable conduct within listed companies
(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 ... -
Sustainable Banking: A Closer Look at Scandinavian Banks´Sustainability Activities and Stock Market Performance
(2017-07-03)This thesis investigates announcements of sustainability news in major commercial Scandinavian banks and their effect on stock market performance by conducting a quantitative research method using a standard event study ... -
Svenska fondförvaltares arbete kring hållbara investeringar med avseende på risk och avkastning
(2022-08-16)Den finansiella aspekten kring hållbarhet har tagit allt större plats i samhällsdebatten de senaste åren. Det är därför nödvändigt att förstå vikten av, samt vilken roll, hållbara investeringar och ESG har inför framtiden. ... -
SWEDISH MUTUAL EQUITY FUND PERFORMANCE - A COMPARATIVE STUDY OF SWEDISH FUNDS INVESTING IN SWEDEN & THE U.S.
(2017-07-03)The purpose of this thesis is to investigate the performance of Swedish mutual equity funds that primarily invest in either the Swedish or the U.S. market. Complementing prior research, we emphasis the relative performance ... -
Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019
(2023-06-29)This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ... -
The Carry Trade: From 1990 to 2020
(2020-06-30)This thesis examines the carry trade movements from 1990 to 2020. The purpose is to evaluate how an actively managed carry trade has behaved during different market conditions. There are two carry portfolios constructed, ... -
The determinants of capital structure- In the light of a financial crisis
(2020-07-06)This thesis investigates how the 2008 financial crisis affected the determinants of capital structure of Real Estate Investment Trusts. The crisis brought both regulatory and behavioral changes and we examined how these ...