Browsing Master theses by Subject "Abnormal returns"
Now showing items 1-5 of 5
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ESG performance, a driver for shareholder value creation? Evidence from mergers and acquisitions
(2022-06-30)With an increasing demand for firms to become more sustainable, business managers are increasingly using merger and acquisition (M&A) investments as a tool to enhance both environmental, social, and governance (ESG) ... -
The Impact of ESG-Scores on Portfolio Performance - A quantitative study on sustainable investments.
(2023-06-29)This report examines the relationship between ESG-scores and portfolio returns using the Fama-French five-factor and Carhart four-factor models. The data is collected from Refinitiv (2023) between 2003 and 2021 and ... -
Momentum During Intraday. Trading Evidence from US NASDAQ
(2017-07-25)Both momentum and contrarian strategies have shown to provide investors with high risk-adjusted returns when applied on daily, weekly and monthly data. This study examines the effect of the underreaction phenomenon on the ... -
Swedish family ownership and its influence on stock performance
(2021-08-04)This study researches the association between Swedish family ownership and stock performance. Using the sample of non-financial firms listed in SSE (Stockholm stock exchange) in the time-period of 2010-2020, we find that ... -
The Effect of Credit Rating Announcements on the GICS Market Sectors
(2021-06-30)The purpose of this paper is to test the effect on the GICS sectors stock returns found on the S&P 500 from credit rating announcements provided by Standard & Poor’s and Moody’s through an event study spanning from 2000 ...