Sökning: "equity returns"
Visar resultat 6 - 10 av 48 avhandlingar innehållade orden equity returns.
6. On the returns of trend-following trading strategies
Sammanfattning : Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. LÄS MER
7. Essays on Corporate Finance and Asset Pricing
Sammanfattning : Essay 1 (with Mattias Hamberg): We study the performance of family firms with large controlling owners using unique hand-collected Swedish data; and consistent with previous studies, we find that founding family firms perform significantly better than other firms. The data allows us to also identify firms with long term non-founding owners (LTNFOs). LÄS MER
8. Essays on the value relevance of financial statment information
Sammanfattning : This thesis consists of an introductory chapter and four self-contained essays on the value relevance of financial statement information.Essay 1: The purpose of this essay is to examine relevance of environmental information from an investor’s perspective. LÄS MER
9. Essays in Financial Economics
Sammanfattning : Chapter 1 develops a framework to investigate the impact of the financial crisis starting in 2007 and employs an extended GARCH model to test for spillover and contagion effects originating from the financial sector. We find that the financial crisis affects financially distressed firms more heavily than non-distressed firms. LÄS MER
10. Essays on Financial Risks and the Subprime Crisis
Sammanfattning : This thesis covers the impact of the financial crisis of 2007-2009, the non-linearity in the impact of bankruptcy risk on leverage and the effect of pessimism and doubt on the equity premium. It consists of four self-contained essays. LÄS MER