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Now showing items 21-30 of 160
Does size matter? Analysis of stock price reaction to green bonds announcements
(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 ...
The Effect of Bond Convexity in Abnormal Volatility
(2016-07-06)
According to earlier empirical studies, convexity in the U.S. treasury market is arbitrage-free priced. This paper study whether the arbitrage-free pricing of convexity held even in the financial crisis and the volatile ...
Determinants of Bidders' Abnormal Returns in Technology Mergers and Acquisitions
(2019-07-08)
We study 314 mergers and acquisitions (M&As) of European and American technology
firms between 2004 and 2018. Using the standard event study methodology,
this paper analyzes the abnormal returns of bidders in the event ...
A Study of the Size and Value effect on the Stockholm Stock Exchange - Are there pricing anomalies present on the Stockholm Stock Exchange?
(2019-07-09)
This thesis evaluates the financial performance of Swedish small cap stocks over the period 2000-2016. By applying CAPM and the Carhart four-factor model, we find no evidence for a size or a value effect. Furthermore, the ...
UNDERPRICING IN COLD AND HOT ISSUE MARKETS: Testing the Changing Risk Composition Hypothesis on the Swedish IPO Market.
(2017-06-30)
This paper aims to investigate the difference in average first-day return on initial public offerings (IPOs) between the “cold issue” market of 2010-2013 and the “hot issue” market of 2014-2016 on the Swedish IPO market. ...
Genererar fonder med prestationsavgifter bättre avkastning? En empirisk studie på den svenska fondmarknaden.
(2017-07-05)
This paper investigates how asymmetric performance fees affect the performance and risk-taking of mutual funds in the Swedish market between 2012–2016. From our findings we cannot conclude that performance fees induce fund ...
Bolånefondernas påverkan på marknadskoncentrationen
(2020-07-02)
This thesis aims to add further research about the mortgage market in Sweden. In particular, it investigates the effect on the concentration level as a result of the establishment of new entities, which are using mortgage ...
The Impact of Interest Changes on Housing Prices
(2020-07-06)
The study examines the relationship of interest rates and housing prices. It does so for Sweden as a nation as well as the cities Stockholm and Gothenburg. The interaction of housing prices and interest rates is examined ...
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 ...
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 ...