Blar i Master of Science på emneord "finans"
Viser treff 101-120 av 410
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Dynamic Factor Strategies: Navigating Business Cycle Adaptation With Factor Timing
(Master thesis, 2023)In this study, we explore the time-series variation in factor premia and its dependence on business cycle stages. Utilizing this observed variation, we devise a dynamic factor timing strategy that aligns with shifts in the ... -
Dynamic relations between the Norwegian stock market and macroeconomic variables
(Master thesis, 2018)We investigate the dynamic relations between the Norwegian stock market and various macroeconomic variables by employing a cointegration test and the vector error correction model (VECM). The data reveals that Oslo Børs ... -
Dynamics of the EU Natural Gas Market: lnuestigating the Impact of Supply and Demand Shocks on Natural Gas Prices
(Master thesis, 2023)This thesis examines the dynamics of the EU natural gas market, investigating the impact of supply and demand shocks on natural gas prices. Focusing on the EU’s dependence on Russian gas, we employ a structural vector ... -
Economic Determinants of Legal Outcomes in Norwegian Public Compulsory Buyouts
(Master thesis, 2021)In this thesis, we ask what the economic determinants are for whether minority shareholders choose to reject the offer in a public compulsory buyout, and for the outcome in court. We have collected and constructed a ... -
Economically Linked Firms: An Opportunity for Abnormal Returns has Disappeared, but the Predictability Remain
(Master thesis, 2018)In this master thesis, we investigate whether a customer-momentum strategy, which previously has been shown to yield high abnormal returns performs equally well today. We also examine if there is evidence for bi-directional ... -
The Effect of Economic and Policy Uncertainty on Acquirers' M&A Performance by Method of Payment: Evidence from Norway
(Master thesis, 2023)This event study examines how economic and policy uncertainty affects acquirer firms’ cumulative abnormal returns during an M&A announcement, with respect to payment methods. Using a sample of 700 announcements in Norway ... -
EFFECT OF GENERATIONAL CEO TURNOVERS ON FINANCIAL PERFORMANCE OF PRIVATE NORWEGIAN FAMILY FIRMS IN THE OIL INDUSTRY
(Master thesis, 2020)Using data of private Norwegian family firms in the oil industry, we study the effect of generational CEO turnovers –between 2000 and 2017– on companies’ financial performance. We analyze firm performance by examining ... -
The effect of IFRS 16 on key financial ratios and financing decisions
(Master thesis, 2020)The objective of this paper is to determine the impact of IFRS 16 (the new accounting standard for leases) on both selected financial ratios and on the use of lease financing. The analysis is performed using data disclosed ... -
The effect of inheritance taxes on firm investments and growth: Evidence from Norwegian tax reforms
(Master thesis, 2020)The purpose of this thesis is to investigate the effects of the inheritance tax on the ownership structure, investment and sales growth in companies experiencing a family succession. In this investigation, we utilize the ... -
THE EFFECT OF INVESTOR SENTIMENT ON STOCK MARKET RETURNS
(Master thesis, 2023)In this Master Thesis, we study whether the effect of market sentiment on stocks that possess certain characteristics is still present. Additionally, we study whether the information is tradeable by defining three degrees ... -
The effect of Nordic system price uolatility on Liquidity in Nordic power deriuatiues
(Master thesis, 2023)The Nordic power market is a key player in facilitating the production of green energy. Especially in recent time, the market has seen a substantial increase in power prices and volatility. A tool for hedging this exposure ... -
The effect of Nordic system price volatility on liquidity in Nordic power derivatives
(Master thesis, 2023)The Nordic power market is a key player in facilitating the production of green energy. Especially in recent time, the market has seen a substantial increase in power prices and volatility. A tool for hedging this exposure ... -
The effect of volatility transmission around QE announcements on the Norwegian exchange rate and economy
(Master thesis, 2023)This paper investigates in how far Quantitative Easing announcements made by the Federal Reserve, the Bank of England, and the European Central Bank influence the Norwegian FX market. We measure the impact of these ... -
Effects of Emissions on Financial Performance in Global Energy Companies, Considering Firm-, Sector- and Country Characteristics
(Master thesis, 2023)This thesis investigates the relationship between environmental performance measured by emissions and financial performance in the energy industry, focusing on the link between scope 1 and 2 emissions and financial indicators ... -
Empircal analysis of Value and Momentum strategies Evidence from the Norwegian equity market
(Master thesis, 2023)This thesis aims to examine whether investment strategies based on value and momentum in isolation and in combination are profitable in the Norwegian equity market between 1992 and 2022. Our research follows the methodology ... -
Employment in family firms : a study on Norwegian firms
(Master thesis, 2017)In this master thesis, we investigate whether employees in family firms are better off in bad times than employees in non-family firms by using a sample of Norwegian firms. We focus on implicit contracts that is argued ... -
Enhancement of value strategies using the profitability premium
(Master thesis, 2017)The profitability premium can enhance value strategies. The anomaly is still significant after adding a profitability- (RMW) and investment (CMA) factor to the (Fama & French, 1993, 2015) three factor regression. A ... -
Entrepreneurial risk taking, financial policy and the influence of outside CEO’s: A study of Norwegian family firms
(Master thesis, 2018)In this thesis we used a sample of Norwegian firms to investigate the effects on entrepreneurial risk taking from family ownership, as well as the effects on risk taking and leverage in family firms from employing an ... -
Equal risk contribution adopts time series momentum
(Master thesis, 2017)We study risk based portfolios with an emphasis on equal risk contribution, in a time series momentum setting. The benchmark strategies in which we compare the equal risk contribution includes inverse volatility, minimum ... -
Equity Allocation in the Government Pension Fund Global
(Master thesis, 2018)The equity allocation in the Government Pension Fund Global has a major impact on the fund’s overall long-term risk and return. The purpose of this study is to examine the optimal equity allocation in the GPFG by analyzing ...