Browsing Master of Science by Title
Now showing items 464-483 of 1622
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ESG Rating Disagreement and Firm Performance
(Master thesis, 2023)The increasing focus on environmental, social, and governance (ESG) matters has led to the emergence of numerous ESG rating agencies that evaluate and rank companies based on their ESG performance. As a result, we now ... -
ESG Ratings and Stoel! Returns in the US Equity Market
(Master thesis, 2023)This thesis investigates the relationship between ESG ratings and stock returns in the US equity market. Using the companies listed on the S&P 500 as a benchmark for the American stock market we perform a long-short zero ... -
ESG Ratings and the European Stock Market
(Master thesis, 2023)In recent years, there has been a remarkable surge in stakeholders’ interest in the socially and ethically responsible conduct exhibited by companies. This has prompted numerous companies to integrate Environmental, ... -
ESG Scores and Company Financial Performance in the United States
(Master thesis, 2023)This objective of this thesis was to examine the relationship between financial performance and environmental, social, and corporate governance (ESG) scores in the United States over the time period 2003 to 2022. The ... -
ESG Scores and Equity Value: A Study of ESG Premium in the Nordic markets
(Master thesis, 2023)This study explores the relationship between ESG scores and P/B ratios for Nordiclisted companies. We find indications of differences in average P/B and ESG scores. To explore if ESG drives P/B differences, we develop a ... -
ESG Scores and Secondary Equity Offerings: A Case of Secondary Equity Offering in the US
(Master thesis, 2023)The relationship between environmental, social, and governance (ESG) scores and secondary equity offerings (SEO) has received limited attention in the literature. This thesis explores this topic using a sample of US-listed ... -
ESG Uncertainty and Stock Returns in Europe
(Master thesis, 2023)In this paper we analyze whether ESG uncertainty can predict stock returns by studying the 3000 largest common stocks within Europe. We observe a tendency of predictability between ESG uncertainty in the aggregated ESG ... -
ESG-Ratings and Returns
(Master thesis, 2020)We nd that value-weighted portfolios long US stocks from compa- nies with low Environmental, Social and Governance (ESG)-ratings and short stocks with high ESG-ratings have returned annualized 5-factor alphas between ... -
ESG-SCORE & ABNORMAL RETURNS IN THE EUROPEAN MARKET
(Master thesis, 2022)This thesis investigates if investing in European stocks based on Environmental, Social, and Governance (ESG) scores can generate abnormal returns from 2011 to 2021. By performing positive, best-in-class, and negative ... -
Establishing corporate ventures in the context of new media innovation
(Master thesis, 2016)In response to the need for research examining the effects of individuals on all forms of corporate entrepreneurship, we investigate the role of individuals, teams and managers in the process of establishing- and developing ... -
Estimating taxable income responses using the Norwegian tax reform in 2006
(Master thesis, 2019)In this paper, we will examine the Norwegian tax reform from 2006, which included a decrease in overall marginal taxes. By using the approach of Gruber & Saez (2002), we will provide new estimates of the elasticity of ... -
EU Taxonomy and Stock Performance
(Master thesis, 2022)This thesis investigates the link between environmental, social, and corporate governance (ESG) performance and stock performance in Europe between 2012-2021. We apply ESG data from Refinitiv's Eikon database and construct ... -
Euronext Growth Oslo: The Balancing Between Investor Protection and Efficient Markets
(Master thesis, 2021)The topic for this thesis is the investor protection on Euronext Growth Oslo (“Growth”). More specifically we will analyse the balance between investor protection and listed companies’ need for raising capital ... -
Evaluating Modern Asset Pricing Models in the Norwegian Stock Market
(Master thesis, 2021)This master thesis evaluates three different asset pricing models in the Norwegian stock market. We chose to evaluate the CAPM, Fama- French three factor model and the q-factor model. This is the first time the q-factor ... -
Evaluating Social Programs: The Process of Impact Evaluations Described and Applied
(Master thesis, 2019)There is an increasing demand for quality evaluations of aid projects to find out what works for development and what does not. The effect of specific aid projects should be measured through impact evaluations using ... -
Evaluating the Forecast Accuracy of Policymakers, Private Banks and Exchange Rate Forecasting Models
(Master thesis, 2016)This paper compares the out-of-sample forecast accuracy of policymakers, private banks and three classes of exchange rate models in predicting the yearly Norwegian kroner/Euro, I-44 and KKI exchange rate. The three classes ... -
Evaluating the Performance of Norwegian Socially Responsible Investment Funds
(Master thesis, 2018)This study investigates the financial performance of Norwegian SRI mutual funds over the time period January 2010 - December 2017. The study is performed by comparing 32 SRI funds to 42 conventional funds with similar ... -
Evaluating the Predictive Power of Leading Indicators Used by Analysts to Predict the Stock Return for Norwegian Listed Companies
(Master thesis, 2020)This paper studies the predictive power of leading indicators used by interviewed analysts to predict the monthly excess stock returns for some of the most influential Norwegian companies listed on the Oslo Stock Exchange. ... -
Evaluating the Role of Corporate Social Responsibility, Crisis Type, and Image Repair Mechanisms on Crisis Recovery
(Master thesis, 2021)No company is immune to being faced with a crisis. The crises unfold fast, with unpredictable outcomes for brand reputation and consumer perception. Having appropriate crisis response plans in place is therefore crucial ... -
Evaluation of stock characteristics on the Norwegian and Romanian stock markets
(Master thesis, 2017)This master thesis evaluates the stock characteristics of two main asset-pricing models in both the Norwegian and Romanian stock markets with the addition of liquidity, momentum, beta and idiosyncratic volatility in order ...