Kandidatuppsatser i finansiell ekonomi: Recent submissions
Now showing items 21-40 of 160
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Corporate governance and financial institutions performance
(2023-06-30)The primary aim of this thesis was to examine the relationship between board independence and financial institutions performance, while also examining the moderation effect on the institutional factors of shareholder and ... -
From Tree Huggers to Money Makers: How ESG Scores Boost Corporate Financial Performance in the EU
(2023-06-29)This thesis examines the relationship between Environmental, Social, and Governance (ESG) scores and financial performance as measured by both accounting- and market-based measures; Return on Assets and Tobin's Q. The study ... -
Volatility Forecasting - A comparative study of different forecasting models.
(2023-06-29)This study evaluates the out-of-sample forecasting performance of different volatility mod- els. When applied to XACT OMXS30, we use GARCH(1,1), EGARCH(1,1), and t- GAS(1,1) to forecast squared daily returns while Realized ... -
Do two heads think better than one? Risk Differences in Gender and Team vs. Single Managed Mutual Equity Funds in Sweden
(2023-06-29)This empirical study examines whether team or single-managed mutual equity funds in the Swedish fund market are more risk-prone conditionally on the management structure during the last five years (2018-2022). Additionally, ... -
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 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 ... -
Cryptocurrency Spillover Effect on Non-Fungible Token Pricing
(2022-08-18)The thesis is designated to understand if the pricing of Non-Fungible Tokens (NFTs) is affected by the volatility present in the cryptocurrency market. NFTs are digital assets such as art, music, videos, and virtual property, ... -
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. ... -
Financial Fair Play and its Intended Impact - An Investigation of the European Football Environment
(2022-07-12)This study examines what effect the implementation of UEFAs Financial Fair Play regulations have had on football clubs' financial performance and if the top leagues competitiveness in Europe has changed for the better. The ... -
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- ... -
Värderingsmetodernas relevans i omstruktureringen mot hållbarhet på den svenska fondmarknaden
(2022-07-11)The relevance of valuation methods in the restructuring towards sustainability in the Swedish equity fund market. What analysis methods do Swedish fund managers use and what influences their investment decisions when ... -
An Empirical Study About Young People's Risk Preferences and Determinants Affecting them
(2022-07-11)In this report, the aim was to investigate what determinants or associations may affect an individual’s choice when facing different risk-related prospectus. Through surveys based on previous literature, a study on a ... -
Abnormal returns from insider trading - does insider trading generate abnormal returns for the Swedish stock exchange and large cap Stockholm?
(2022-07-11)This paper studies insider trading and abnormal returns on the Large Cap list of the Swedish stock exchange using a sample of 119 firms and 10528 individual transactions between the period 2016-2022. The study is built on ... -
Portfolio Optimization: The search for an optimal portfolio with cryptocurrencies and S&P 500
(2022-07-11)This thesis’ aim is to create an optimal portfolio consisting of Bitcoin, Ethereum and S&P 500. We also examine the minimum variance portfolio with the framework of Markowitz's mean variance optimization model. We evaluate ... -
Investing without conscience
(2022-07-11)The chase for maximum returns is a race every investor participates in. The number of investing strategies is almost equal to the number of investors, and everyone claims that their strategy is the best. Socially responsible ... -
Hållbarhet och fondprestation
(2022-07-11)The purpose of this paper is to conduct research regarding fund performance based on Morningstar’s Sustainability Rating, with the aim of drawing conclusions about whether funds with high sustainability rating perform ... -
Hur privatinvesterare påverkas av bankernas avståndstagande från Bitcoin
(2022-07-11)This study examines why Swedish banks don’t offer services linked to cryptocurrencies and how private investors are affected by this. Further, the study examines what risks a private person has to consider if they want to ... -
Geopolitisk risk och dess påverkan på Stockholmsbörsens volatilitet
(2022-07-11)The aim of this thesis is to analyze if geopolitical risk has an effect on the volatility of the Swedish stock market. The methods: OLS-regression and quantile-regressions are used. Geopolitical risk is quantified using ... -
What effect does financial inclusion have on economic development within Sweden, Botswana and India?
(2022-07-11)This study examines the relationship between financial inclusion and income level by identifying three different countries' income levels. It also investigates the differences as well as the similarities between these ... -
Do ESG investors pay a price for doing good - A matched pair analysis of the Swedish fund market.
(2022-07-11)In this thesis we examine the financial performance of Swedish mutual equity funds. We look at differences between sustainable, defined as ESG, and conventional funds. The financial performance is examined using the Capital ...