Kandidatuppsatser i finansiell ekonomi: Recent submissions
Visas titlar 61-80 av 135
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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 ... -
Investment firm characteristics in venture capital
(2020-09-04)The private equity market is known for its lack of liquidity and information. This thesis aims at bringing further clarity to the private equity field, specifically targeting the relationship between firm size and risk in ... -
Does capital structure affect the valuation of banks?
(2020-08-25)In this paper, we examine the capital structure and other factors affecting the valuation of U.S. banks. The study focuses on the largest publicly traded U.S banks in 2000-2019. To achieve the purpose, a quantitative method ... -
A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.
(2020-08-20)We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR ... -
Initial Public Offerings in “Hot” and “Cold” Markets - A Study of the Swedish IPO market
(2020-08-10)This thesis aims to test if the IPO market differs in hot and cold market conditions in terms of industry clustering, firm characteristics, and long-run performance. The study is conducted on the Swedish IPO market ranging ... -
The determinants of capital structure- In the light of a financial crisis
(2020-07-06)This thesis investigates how the 2008 financial crisis affected the determinants of capital structure of Real Estate Investment Trusts. The crisis brought both regulatory and behavioral changes and we examined how these ... -
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 ... -
Downside risk: is downside risk being priced in the U.S. stock market?
(2020-07-06)This paper aims to add further research to the field of downside risk, and downside risk measures’ influence on the average returns in the U.S. stock market. The study also examines and compares how well the Fama-French ... -
Kan cyklisk konsumtion förutspå förvantad avkastning? En studie utförd på Stockholmsbörsen
(2020-07-03)This thesis aims to further contribute to the studies on the inverse relationship between the consumption-based variable, cyclical consumption, and future expected return, introduced by Atanasov, Møller and Priestley (2019). ... -
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 ... -
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 ... -
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 ... -
Kan nudging främja hållbara premiepensionsplaceringar?
(2020-07-01)The interest in sustainability has increased among private investors and a gradual increase in SRI is the result. However, there still seems to be a gap between people’s values and interest in sustainability and how ... -
Spin-off Impact on Shareholder Wealth: A worldwide study on market reactions to spin-off announcements
(2020-07-01)This thesis investigate the spin-off wealth effect and its determinant factors for spin-offs announced in the period 2000-2019. The sample is distributed over three regions; Europe, Asia-Pacific, and the US, with 103, 248 ... -
Mispricing in the Stock Market - an effect of investor sentiment?
(2020-07-01)The purpose of this thesis is to investigate the relationship between mispricing and investor sentiment, on the Swedish and European stock markets. Firstly, it examines whether mispricing is more prominent in periods ... -
The Carry Trade: From 1990 to 2020
(2020-06-30)This thesis examines the carry trade movements from 1990 to 2020. The purpose is to evaluate how an actively managed carry trade has behaved during different market conditions. There are two carry portfolios constructed, ... -
Which firm characteristics determine access to finance for SMEs within the East African Community?
(2020-06-29)Financial constraints among SMEs are generally more prevalent in the developing world than in the developed world, but SMEs in sub-Saharan Africa stand out as being particularly constrained. Previous studies also show ... -
Feeling the Heat of Climate Change - How Sensitive Could It Be?
(2020-06-29)This thesis examines if climate sensitivity predicts stock returns and how well this measurement performs. The sample consists of the S&P 500 and the monthly stock return for the period between 1979 to 2019. The method is ... -
Predicting Asset Prices with Machine Learning
(2020-06-29)This study examines whether machine learning techniques such as neural networks contain predictability when modeling asset prices and if they can improve on asset pricing prediction compared to traditional OLS-regressions. ... -
Underpricing of Venture Capital-Backed IPOs
(2020-06-29)This thesis researched the effect of Venture Capital ownership on underpricing in IPOs. We conducted OLS-regressions on two data samples consisting of IPOs in the Nordics between 2009 and 2019. Two samples were collected, ...