Kandidatuppsatser i finansiell ekonomi: Recent submissions
Now showing items 21-40 of 135
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ESG Performance - Effect on acquisition premium
(2022-07-01)From a target perspective we investigate how environmental, social and governance (ESG) performance affects the premium paid in acquisitions. ESG has been growing in importance during the last decade, and reporting of ... -
Köprekommendationers träffsäkerhet på aktiepriset.
(2022-07-01)This study examines the accuracy of buy recommendations in comparison to the actual outcome of the stock price. There are three main areas of interest in the study: 1) A comparison of the accuracy of buy recommendations ... -
Is there a trade-off between economic return and ESG rating?
(2022-07-01)ESG scores have during the last 15 years been used to categorize firms by rating according to environmental, social and governance aspects. Earlier research looking at performance and ESG indicates various results for ... -
Är OMXS 30 effektiv enligt den semi-starka formen av den effektiva marknadshypotesen?
(2022-07-01)Den effektiva marknadshypotesen gör gällande att informationen som offentliggörs på marknaden skall vara tillgänglig samt bedömas på ett rationellt sätt av investerare. Däremot så är antagandet om ett rationellt beteende ... -
Impact of ESG Score on Cost of Capital - Evidence from the Swedish Market
(2022-07-01)This paper aims to examine if there is a significant relationship between Swedish firms ESG scores and their financing costs. By constructing three regression models with WACC, cost of equity and cost of debt as the dependent ... -
Using sentiment analysis on Reddit to predict stock returns
(2022-07-01)This thesis explores if sentiment analysis can be utilized to predict meme stock returns by analyzing social media activity on the Reddit forum WallStreetBets. We further look at how meme stocks differ from non-meme stocks ... -
Institutional Investors' Influence on ESG Endeavours: A Study on the Nordic Market
(2022-07-01)This study examines whether institutional ownership has an effect on the ESG performance of firms on the Nordic market. In order to accomplish this, the study uses linear regression analysis. The final dataset which was ... -
Hållbarhetsaspekter i investeringsbeslut
(2022-07-01)The purpose of this report is to examine whether institutional investors value sustainability in their investment decisions when investing on the leading indices of the Scandinavian market. The report performs panel data ... -
R&D’s impact on stock returns in the biotechnology industry in the Nordic countries
(2022-07-01)This is a study on the impact of R&D expenditure, expressed in the form of R&D intensity, on stock returns in the Nordic Biotechnology sector. Firms in this sector are generally R&D intensive and the geographic area of the ... -
Den växande trenden kring hållbarhetsfonder och dess riskjusterade avkastning
(2022-07-01)Syftet med studien är att undersöka om det finns några skillnader i riskjusterad avkastning mellan indexfonder och ESG-fonder på den svenska fondmarknaden, samt om coronapandemin har påverkat fondtypernas riskjusterade ... -
Makroekonomiska effekter på den svenska aktiemarknaden - En analys av makroekonomiska variablers påverkan på OMXS30 via Arbitrage Pricing Theory
(2022-07-01)The aim of the thesis is to examine the relationship between five macroeconomic variables and the index on the Stockholm Stock Exchange, OMXS30, which includes the 30 most traded companies. The macroeconomic variables ... -
Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics
(2022-06-29)In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). This is achieved ... -
Optimal Portfolio Allocation of Commodities for the Swedish Investor
(2021-08-17)Commodities have historically been seen as great diversifiers to stocks and bonds. Following the financialization in late 1990s and early 2000s this began to be questioned by previous research due to increasing correlations ... -
Stock market response to unsustainable conduct within listed companies
(2021-07-13)News spreads quickly in our rapidly innovative world, which has implications for companies when scandals are exposed to the public. In this report, we explore whether there is a connection between unethical actions and the ... -
Does size matter? Analysis of stock price reaction to green bonds announcements
(2021-07-13)The recent large growth in the green bond market has been shown in previous studies to yield abnormal returns as the market value of the stock reacts to the announcement of green bond issuance. This study uses a sample of ... -
Kapitalstruktur inom energisektorn - En studie av svenska elhandelsbolag
(2021-07-08)Capital structure and the effect that certain factors have on it has been discussed and researched for a long time. The study of capital structure concerns a company’s way of financing and the relationship between equity ... -
Investigating the Nature of Retail Investor Activity
(2021-07-07)We study the nature of retail investor activity and how this differs when looking at pe-riods in connection with quarterly reports and when looking at a special period on the market like Covid-19. Further, we investigate ... -
Playing Poker without Looking at the Cards—Does it Even Matter?
(2021-07-06)In 2020, the recent boom of Special Purpose Acquisition Companies (SPACs) resulted in this financial vehicle overtaking traditional IPOs as the leading firm structure for taking companies public. The dormant structure of ... -
Green bond premiums: A comparison between the primary and secondary debt capital markets
(2021-07-02)Could green bonds act as a relatively cheap alternative to conventional bonds when aiming to fund sustainable investments? An increased need to allocate funds towards carbon neutral projects in recent years has spurred a ... -
Skillnader i riskaversion utifrån kön och olika storlek på sparkapital
(2021-06-30)The purpose of this thesis is to investigate whether females are more risk averse than men on the Swedish stock market and to determine if the level of risk aversion decreases or increases for individuals with a large ...