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… issued between 2006-2010 and create two different strategies to observe the abnormal returns generated during this period. Going long in the top decile stocks with the best target prices and going short in the bottom decile stocks with the worst target prices generates a …
En studie kring avkastning på ex - dagen för utdelning
… market hypothesis says?" "Is there any significant relationship between the abnormal stock return on the ex ? day and the dividend?" Purpose: The purpose of this study is to enlighten and find understanding about stock return versus dividend on the ex ? day and try to figure out …
En studie i huruvida det lönar sig att följa råd från aktieanalytiker
… We have been able to show that an investor has been able to achieve excess returns by following all buy recommendations for holding periods of 3, 30, 90 and 360 days. By following all sell recommendations an investor has received a negative excess return for holding periods of …
This paper aims to investigate abnormal returns for rivals to bidder targets in connection with the announcement of the bid. The study is based on 38 bids placed between September 2006 - January 2011 and 137 rival firms listed on Nasdaq OMX Nordic. We measure cumulative abnormal …
… a secure trading. This has been made through an event study and examination of abnormal returns. Our results for plus tick suspensions indicate that suspensions fulfill their purpose in creating a more secure trading since the trend of abnormal return we observe prior to a …
… which employed the technique of the standard event study. The calculation of abnormal returns which are the signals for market efficiency or inefficiency respectively were based on the market model, establishing linear relationship between the return on the market and the return …
En studie av sambandet mellan valet av kapitalåterföringsmetod och värdeskapande för aktieägarna
… redemption. We test this hypothesis through an analysis of the risk-adjusted abnormal return for the observations in the sample. We also test for an effect that is consistent with the signaling hypothesis. Although we do find support for the signaling hypothesis in general, we …
This paper attempts to investigate the correlation of 12 month abnormal returns and the fundamental value of stocks in theSwedish stock market between the year 2000-2011. Also, the paper tries to apply and evaluate the concept of the margin ofsafety. In estimating the …
En eventstudie
Objective: Our purpose with this study is to demonstrate the impact of natural disasters on banks' share prices. Method: Quantitative survey method, an event study. Conclusion: There is no association or a very weak correlation in this study between natural disasters and the …
En studie ur ett genusperspektiv
… between the two genders. Female CEO succession generates clear negative abnormal returns unlike male CEO succession generating positive abnormal returns. The study also indicates that female succession generates a clearly unstable share price during the estimated timeframe which …
En studie av personalens upplevelser av integrationsprocessen vid ett företagsuppköp
Problem Are there any abnormal changes in the parent company's share price at the news of a spin?off. Objective The main purpose of the study is to investigate how the news of a spin-off affects the parent company's share price. In other words if the news of the Spin-off gives …
Problem Are there any abnormal changes in the parent company's share price at the news of a spin?off. Objective The main purpose of the study is to investigate how the news of a spin-off affects the parent company's share price. In other words if the news of the Spin-off gives …
En fallstudie om individers villkor för lärande vid implementeringen av ett nytt affärssystem
Problem Are there any abnormal changes in the parent company's share price at the news of a spin?off. Objective The main purpose of the study is to investigate how the news of a spin-off affects the parent company's share price. In other words if the news of the Spin-off gives …
En eventstudie om hur moderbolagets aktiekurs reagerar vid nyheten om spinn-off
Problem Are there any abnormal changes in the parent company's share price at the news of a spin?off. Objective The main purpose of the study is to investigate how the news of a spin-off affects the parent company's share price. In other words if the news of the Spin-off gives …
… Initial Public Offering’s return behavior after the dot com bubble. Cumulative Abnormal Returns are used to measure the performance against a market index. The results suggest that the market correctly prices IPOs in the long run thus upholding the Market Efficiency hypothesis …
