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Now showing items 41-50 of 160
Does reporting on involvement in poverty alleviation affect the cost of equity? - Empirical evidence based on listed companies in Sweden
(2021-01-28)
The aim of this thesis is to conclude whether there is a difference in the effect on the cost of equity between companies involved in targeted poverty alleviation and companies that are not involved. Previous research ...
Does ETF Ownership Increase Stock Volatility?
(2019-07-05)
Exchange Traded Funds (ETFs) are supposed to be priced equal to the net asset value of their underlying stocks, if not, opportunities of arbitrage occur and are quickly corrected by arbitrageurs. When a demand or liquidity ...
Does size have an impact on Nordic Hedge Funds Performance?
(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 ...
Credit Spread Changes in the Euro Area - An Empirical Study of the Relationship Between Interest Rates and Credit Spreads in the Euro-denominated Corporate Bond Market
(2017-07-07)
The behaviour of credit spreads is of importance for a wide array of stakeholders. We test the relationship between changes in risk-free interest rates and credit spreads in European bond market by running OLS regressions ...
Facilitating Sustainable Investments - How the EU Taxonomy is expected to change the principal-agent relationship between fund managers and retail customers
(2020-07-02)
There is currently an information asymmetry on the financial market, which has implications for the practice of greenwashing, hindering the capital allocation towards the Sustainable Development Goals. To fill this information ...
Analyzing investments made in conjunction with the announcement of rights issues between 2014-2018
(2020-07-03)
Rights issues are a common way for companies to attain funding. The rights to buy stocks are usually sold with a discount to the investor. The goal of this essay is to study price movements associated with the announcement ...
Do dark pools affect asset price volatility? A Study of the US Equity Market.
(2019-07-08)
Recent years there has been an increased usage of dark pools followed by a rise in interest to study the field. During 2018, 14% of the US equity trading was made in dark pools. It is therefore highly relevant to consider ...
Accuracy of Analysts' Earnings Estimates
(2019-07-05)
This thesis investigates consensus and individual analyst firm accuracy in forecasts of earnings per share (EPS) for U.S. stocks in 2009–2018. Moreover, we investigate if the analysts’ forecasting predictiveness is affected ...
Investing in Sustainable Stocks - An Empirical Evaluation of Large Public Companies in Sweden
(2018-07-09)
This thesis investigates if investing in a sustainable index yields higher risk-adjusted returns than investing in an ordinary index. Return data from the Swedish stock index OMXS30 was collected, spanning the period ...