• The value of a good deed; ESG-scores and returns in the Nordic stock markets 

  Olausson, Axel; Pettersson, Axel (2023-11-07)

  This paper seeks to answer which effect ESG-scores have on risk-adjusted returns for stocks listed on Nordic stock markets. To answer this, we create five null hypotheses and use unequal variance t-tests to determine if ...

• Board Diversity's effect on Stock Volatility An empirical study on the Swedish market 

  Risberg, Simon; Tegenfeldt, Sanna (2023-09-15)

  In recent years, group diversity has become a prevalent topic of discussion with regard to benefits and drawbacks. This thesis examines the impact of board diversity on stock volatility using data on board directors in ...

• Unlocking Value from Within Exploring Ownership’s Impact on Discounts to Net Asset Values in the Swedish Real estate market 

  Colliander, Victor; Sköldberg, Oscar (2023-07-10)

  In recent times, the economy has undergone a rapid transformation, characterized by a notable increase in interest rates. As a consequence, real estate firms have been particularly impacted by these changes. This paper ...

• Market Value Implications of Increasing Passive Investing 

  Gegerfelt, Andreas; Olsson, Elsa (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 ...

• Exploring the Influence of Firm Size on Leverage Evidence from OMX Stockholm Small Cap 

  Claesson, Albin; Hernandez, Jonathan (2023-07-06)

  This study examines the relationship between leverage and firm size for a sample of 83 firms listed on OMX Stockholm Small Cap between 2018 and 2022. Additionally, it explores the impact of the Covid-19 crisis on this ...

• Examining the Impact of Football Tournaments on Equity Markets: An Analysis of Market Anomalies, Market Dynamics and Investor sentiment 

  Edgren, Oskar; Johansson, Josef (2023-07-06)

  This paper investigates whether two international football tournaments have an effect on the performance of four major stock markets during the event period. Some previous literature suggest that the NYSE index tended to ...

• Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios 

  Olsson, Alexander; Taimory, Jonathan (2023-07-06)

  This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios ...

• Navigating the IPO Landscape - The Influence of Stock Exchange Regulations on IPO Underpricing in Sweden 

  Hoff, Alec; von Essen, Andreas (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 ...

• The Influence of Payment Methods on Acquiror Stock Price in Mergers and Acquisitions Bachelor 

  Germunder, Ludwig; Hagström, Gustav (2023-07-04)

  This study is examining acquiror CAR on the day of announcement following acquisitions made by Swedish public companies. The study investigates whether the acquiror CAR differs between cash and stock based acquisitions. ...

• ESG and Fund Performance Comparing Funds with Different Strategic Benchmarks 

  Carlsson, Jesper; Olofsson, Erik (2023-07-03)

  This thesis aims to identify if there is a positive relationship between ESG and fund performance, and if this relationship is different depending on the strategic benchmark of the funds and how they differ between the ...

• Is the EU ETS effective? Examining the impact of the EU ETS on methane emissions 

  Lindsjö, Carl Otto; Karlander, William (2023-07-03)

  The European Union Emission Trading System (EU ETS) is the world's largest trading system for emissions. It has a crucial role to play in meeting the goals of the Paris Agreement. However, there has been debate over its ...

• Is ESG Investing The Future? A Comparison Of Old And New Investment Strategies 

  Carlryd, Tobias; Johansson, Erik (2023-07-03)

  This thesis researches whether investing in stocks with high ESG-scores is a viable investment strategy compared to investing in stocks with low PE-ratios. This has been done through first testing the relationship between ...

• Underpricing and short-term returns - An empirical study on Initial public offerings in the Nordics 

  Viktorsson, Carl; Västertun, Albin (2023-07-03)

  The study examines the effect underpricing has on short-term returns for 291 Initial public offerings in Denmark, Finland, Norway and Sweden. To test for this, two different OLS-regressions have been developed with ...

• Bank Stability and Economic Growth: Panel Evidence from the Covid-19 Pandemic 

  Gabrielsson, Joel; Gustavsson, Emma (2023-07-03)

  This study aims to investigate the relationship between bank stability and economic growth, and in particular if it changes during the early stages of the Covid-19 pandemic. This is investigated by means of a panel data ...

• Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II 

  Wallquist, Carl; Zymeri, Endrit (2023-07-03)

  This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on ...

• Gender Diversity in the Boardroom and Financial Performance - A quantitative analysis of female presence in listed firms in the Nordic region 

  Da Costa, Vanessa; Ljungberg, Vendela (2023-07-03)

• Artificial Intelligence in Fund Management 

  Hauger Frendberg, Sebastian; Leitner, Axel (2023-07-03)

  This thesis aims to contribute to the understanding of the benefits, limitations and future improvements of AI in fund management, it also tries to understand to what degree AI can substitute the human element. By conducting ...

• The Greenfee of Beta - Unraveling the Impact of Sustainability on Systematic Risk 

  Sigurdson, Johannes; Teow, Chris (2023-06-30)

  This paper unravels the impact of sustainability on systematic risk. Literature suggests that enhanced sustainability reduces companies' systematic risk, thanks to e.g. product differentiation, a broader spectrum of investors ...

• VC Investment Decisions: Hunches, Metrics, or Coin Flips? 

  Hallding, Xia; Källström, August (2023-06-30)

  Venture capitalists (VCs) face a complex decision-making process when selecting startups to invest in. This qualitative single case study aims to highlight the factors VCs take into account and how their decisions vary ...

• Corporate governance and financial institutions performance 

  Pitsinki, William; Westh, Jonathan (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 ...

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