Blar i Master of Science på emneord "finans finance"
Viser treff 21-40 av 71
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The Effect of Politics-Policy and ESG Ratings on International Stock Returns
(Master thesis, 2022)First and foremost, our study provides evidence of a relationship between a country’s returns and its Politics-Policy ratings. We document that the univariate spread portfolio that is long on the low politics (policy) ... -
The Effects of Underwriter Characteristics on the Performance of Special Purpose Acquisition Companies
(Master thesis, 2022)This thesis seeks to address the effect of underwriter characteristics on the performance of SPAC deals. A substantial growth in the SPAC market has been observed over the later years, and little existing research is done ... -
ESG Integration in the European Priuate Equity Industry: Does ESG integration prouide superior risk-adjusted returns?
(Master thesis, 2022)Integration of sustainable investing in the financial sector has rapidly increased in recent decades. Private equity firms incorporate environmental, social, and governance (ESG) investment criteria as the metrics are ... -
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 ... -
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 ... -
The Exclusionary Effect on The Stock Performance
(Master thesis, 2022)This study examines the direct effect on stock performance following exclusion announcements made by the Norwegian Government Pension Fund Global within a short- and long-term horizon. Through an event study, we provide ... -
A Fama-French Replication and Extension including Momentum: Evidence from the US and the UK Stock Market
(Master thesis, 2022)This paper examines the effects of size, value, profitability, investments, and momentum on the cross-sectional and time-series relation between expected returns and risk in the US and the UK markets, from July 1990 to ... -
Financial Distress Risi! of LBOs - Euidence from Nordic Countries
(Master thesis, 2022)In this master thesis, we study the financial distress risk and bankruptcy rate of leveraged buyout companies in the Nordic market between 2000 and 2020. Furthermore, we examine industry effects on financial distress ... -
Firm Resilience During Oil Price shocks: Norwegian Family and Non-Family Firms
(Master thesis, 2022)We study resilience in Norwegian limited liability companies highly affected by the oil price shock in 2014. We analyze whether family firms are more resilient than non-family firms in terms of profitability, financial ... -
Forecasting Implied Volatility Returns for At-The-Money Currency Options Using Machine Learning
(Master thesis, 2023)This paper explores the use of machine learning models to predict what characteristics affect illiquidity in stocks using historical data. The paper uses thirteen different regressions, exploring the effects of 43 ... -
Gender Diversity on Boards and Firm Financial Performance: A study of Norwegian firms
(Master thesis, 2022)We examine the effect of gender diversity on boards on firm financial performance. Our data are Norwegian AS and ASA firms from 2002 to 2020. As previous literature on this topic is ambiguous, we start by presenting economic ... -
Has Sinning Stopped Winning? A Revised Look at Sin Stock Performance and Recent Trends
(Master thesis, 2022)This thesis investigates the performance of sin stocks between 2000 and 2021. With the historically strong performance of the sector, it is interesting to observe whether investors are turning down abnormal returns as ... -
House prices following Covid-19: A possible shift in demand?
(Master thesis, 2022)In this thesis, we study the house price growth in 2020 for different dwelling types and municipalities and compare it with its growth in 2015. The two years had one thing in common: both experienced a drop in the policy ... -
Housing Price Analysis on Station Proximity and the Development of New Commuter Rails in the Suburbs of Oslo
(Master thesis, 2022)This master thesis investigates the underpricing of 172 initial public offerings (IPO) listed on the Norwegian stock market from January 2010 to December 2021. The sample is distributed among 123 non-sponsored IPOs (NS), ... -
How board dynamics affect a firm’s performance: Evidence from Norway
(Master thesis, 2022)This paper examines whether there is a connection between board dynamics, board characteristics and a firm’s performance. The sample is made up of companies with specific qualities. We have examined private companies in ... -
How have the health effects of COVID-19 impacted municipal bond liquidity and trading activity?
(Master thesis, 2023)This paper examines the impact of the COVID-19 pandemic’s health effects on the municipal bond market. We analyze liquidity and trading activity measures, and how they correlate with COVID-19 health variables. The goal ... -
How is ESG disclosure perceived in IPO context: An analysis of the Nordic market
(Master thesis, 2022)This thesis aims to investigate how ESG factors disclosed in prospectuses affect underpricing in Initial Public Offerings of companies in the Nordic market. The thesis will reduce the gap in academic literature related to ... -
How sustainable investments affects financial performance: Evidence from Scandinavian ETFs
(Master thesis, 2022)We study the difference in financial performance for Scandinavian ETFs with low and high sustainability rating in the period from 2017 to 2022. We further investigate different periods of 2020 to capture the effects of the ... -
The Impact of Abnormal Accruals on Earnings Surprise and the Performance of Firms Listed on the Oslo Stock Exchange
(Master thesis, 2023)This study examines the effect of abnormal accruals on market valuation of earnings surprises and the reversal implications of abnormal working capital accruals for firms listed on the Oslo Stock Exchange. We hypothesize ...