184 uppsatser · sida 2 av 13
Ett mått på andelen privat information i förhållande till publik information
… where individual participants regularly have the possibility to earn abnormal returns at the expense of others. Although Sweden, Germany and the United States continually keep developing the insider trading regulation, research shows that insiders? still have the ability to earn …
Forecasting stock market returns is an interesting topic since more and more Swedes enter and invest in this market. Theory implies, however, that such exercises should be impossible. The aim of this thesis is to investigate the possibility to forecast future stock returns by …
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 …
En studie av aktierekommendationers kurspåverkan över tid
… if we can conclude that stock recommendations made by journalists generate returns above the expected returns, hence abnormal returns. Further we examine the hypothesis that the market should be more efficient today. The study contrasts the periods 1991-1995 and 2003-2007. The …
En jämförelsestudie mellan Hedgefonder och Traditionella fonder
… of this study is to examine whether hedge funds generate higher risk-adjusted returns than traditional managed funds in Sweden. Methodology: This study was based on quantitative data about the funds historical returns. The funds historical returns were taken from the database …
… back to these emergency units.Aim: To investigate number, length and causes of returns to intensive care units and the length of the weaning process. Further, to compare if a multidisciplinary approach to the weaning process may reduce ICU returns and to shorten the weaning …
… consumption contributes, among other things, to quantities of deliveries and returns as well as increased waste, all of which results in environmental destruction. The issue of sustainability is very topical today and is influenced by almost everything today. In connection with …
… of insider trades. The results indicate several significant abnormal returns on insider trades, especially on buy transactions. It would be profitable for an ”outsider” to mimic insider trades.
… use of hedge fund styles can significantly explain and improve risk adjusted returns (characterized by Sharpe ratios). The study has been done in collaboration with Optimized Portfolio Management AB who desire further knowledge and evaluation of hedge fund styles for their fund …
… firstly that stocks with high beta values on average experience higher returns than stocks with low beta values, and secondly that stocks with high downside beta values experience higher returns than stocks with high beta values in general. On the other hand, cross-sectional …
En event study på publiceringen av bolagsstyrningsrapporter enligt Svensk kod för bolagsstyrning
… stock prices. The authors have applied event study methodology examining daily returns around the announcement of the Corporate Governance reports. The listed companies mentioned above were also divided into groups depending on whether or not the report hade been audited, and to …
… dynamic investment strategy on the Swedish asset market can accomplish better returns then a static investment strategy. The dynamic investment strategy is created by incorporating business cycle predictors and firm-level variables to predict future stock returns. The predictive …
A Financial Ratio Analysis
… in potentially under valued stocks with a potential for extraordinary returns. The focus of this thesis is to identify patterns and characteristics in financial accounting data preceding creation of shareholder value. The authors of this thesis utilize a multivariate …
En eventstudie om riksdagsvalens effekter på Stockholmsbörsen
… 2006, and that it was negative for both years. The deviation of the abnormal returns was smaller at the time of the general election in 2006 than it was in 2002, when the return was even more negative. A further dimension of the analysis is seen when the abnormal returns are …
… the option market’s implied dividend as a predictor of future equity market returns. We introduce this variable in the simple total return framework and discuss some complications of using it as a proxy for the expected dividend. We construct some regressions using the …
