Blar i Master of Science på emneord "finans"

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    • Can investment strategies with ESG integration explain enhanced financial performance? 

      Jacobsen Lie, Johannes Andre; Holm, Joachim (Master thesis, 2018)
      There has been a remarkable growth in the alternative investment segment “responsible investing”. Responsible investing can sometimes be described by the acronym ESG, Environmental, Social, and Governance. In spite of ...

    • Can sustainability criteria enhance returns and reduce risk on stocks? 

      Rana, Maria; Vassvik, Siri (Master thesis, 2017)
      This thesis investigates whether sustainability criteria can be used to enhance return and reduce risk on stocks. This is done through conducting an empirical analysis on European stocks from 2007-2016, with the purpose ...

    • Cape vs the fed model: comparative analysis of the out-of-sample performance in predicting future stock returns 

      Poluianova, Marina; Meshcheriakov, Georgii (Master thesis, 2017)
      The goal of this thesis is to compare the out-of-sample performance in predicting future stock returns of the Fed model and Shiller's cyclically adjusted price-to-earnings ratio (CAPE). The two models are also augmented with ...

    • Capital structure and agency costs for Norwegian private firms 

      Thorsen, Sandra Maria Songe; Stabe, Pernille Rypdal (Master thesis, 2014-02-12)
      This paper is motivated by the developments of capital structure theory, and the fact that private firms have been modestly researched in this field. The paper examines whether agency costs influence the capital structure ...

    • Capital structure and ipo market timing in the U.S. high-tech industry 

      Bjørkman, Fredrik; Forina, Francesco Paolo (Master thesis, 2017)
      The scope of this master thesis is to understand what drives the decision by American firms to raise capital through initial public offerings. In particular we assess whether American technology firms try to time the IPO ...

    • Cash flow permanence and payout policy in the Norwegian market 

      Bøe, Eirik Aleksander; Strandås, Henning (Master thesis, 2017)
      We investigate the relationship between cash flow shocks, its permanence and its link to payout policy for publicly listed firms in Norway. We reject the “permanence hypothesis” suggested by Guay and Harford (2000) ...

    • Cash Holdings and Corporate Diversification: Evidence From Nordic Companies 

      Singh, Harman Uppal; Hellerslien, Bjørnar (Master thesis, 2019)
      We examine the relationship between diversification and corporate liquidity in Nordic firms. The significant findings of this paper show that multidivisional firms hold less cash relative to their stand-alone counterpart ...

    • CO2 Emissions and its effect on Economic Growth 

      Krishna, Prashanth Sai Datta; Ali, Abdullah (Master thesis, 2023)
      This thesis examines the economic impact of fossil fuel dependency, measured by CO2 emissions per capita, and analyzes it during different periods ranging from 1800 to 2018. We begin with a univariate model and add time ...

    • COMMODITIES & HEDGING IN THE PRESENCE OF GEOPOLITICAL TENSION 

      Abraham, Nahom Berhane; Giske, Hans-Ole (Master thesis, 2023)
      This thesis extends on the work of Triki & Maatoug, (2021) and investigates the relationship between selected commodities and indices, in the presence of geopolitical tension, represented by the index of Caldara & ...

    • Commodity Derivative Usage in U.S. Non-Financial Firms 

      Masaric-Johnson, Caitlin Aurora; Nguyen, Linh Hong Thi (Master thesis, 2019)
      Financial derivatives have been studied and scrutinized in depth since the financial crises in 2007-2009. Derivatives’ effect on firms, in particular firm value, have been studied prior to, during, and post global ...

    • Comovement in the Norwegian Stock Market 

      Vennerød, Øyvind Emanuel Fryjordet; Solhaug, Svein Oddmund (Master thesis, 2019)
      We present the first comprehensive study of excess comovement in the Norwegian stock market, and find that stocks on the OBX index in Norway comove more than their fundamentals would suggest. The comovement is increasing ...

    • A Comparative Study of Active Management in Norway and the US: Analysing Mutual Fund Performance and Fees 

      Wiig, Lars Christian; Bjørgan, Hjalmar Kristoffer (Master thesis, 2023)
      We investigated whether the fees charged by active Norwegian global equity mutual funds can be justified, and compared it to those of US global equity mutual funds, over the period from 2012 to 2022. We aimed to explore ...

    • Comparing the efficiency of pricing mechanisms in Norwegian ipos 

      Myklevold, Christoffer; Kise, Haakon (Master thesis, 2017)
      On Oslo Stock Exchange, there are mainly two pricing mechanisms that are being used when pricing an IPO, these being book-building and fixed-price. As there do not exist much research on which of these two are the more ...

    • A comprehensive analysis of Brent Crude oil forecasting methods combining machine learning and quantitative models with application 

      Heen, Jon Fredrik Rasmussen; Bachke, Christoffer (Master thesis, 2023)
      This study utilizes time series analysis and machine learning techniques to forecast Brent Crude oil prices. The forecasting models include an ARIMAX model, three machine learning models (GRU, LSTM, CNN) and an ARIMAX model ...

    • The Comprehensive Risk Control Package: Its effect on performance during the COVID- 19 pandemic 

      Nakken, Joakim; Vikenes, Aleksander (Master thesis, 2023)
      This study analyzes the impact that IFRS 16 has had on the accuracy of equity analysts’ forecasts in Scandinavia, with a particular focus on potential sector variations. The primary objectives of this research are (1) ...

    • Conditional currency hedging for international equity portfolio 

      Kopats, Raman; Chudovets, Tsvitana (Master thesis, 2017)
      The given study focuses on international equity portfolios based in seven developed economies and examines whether conditional approach to unitary, universal, and minimum variance currency hedging outperforms the ...

    • Copper Price Fluctuations and the Stock Market 

      Behring, Erik Berg; Behring, Mats Berg (Master thesis, 2021)
      The aim of this study is to investigate whether the fluctuations in the copper price can add predictive power to a model forecasting stock market returns. Our findings from the in-sample test are that past fluctuations ...

    • The Corporate Financial Performance and Compensation of CEOs in Norwegian Listed Companies 

      Kragseth, Celine Katarina Hauge; Andersen, Marie Skavlem (Master thesis, 2023)
      This paper investigates the impact of CEO compensation, including total compensation, variable pay, and base salary, on key firm performance indicators such as Return on Assets (ROA) and Return on Sales (ROS). Despite ...

    • The Cost to Carry: Investor Uncertainty and the Currency Risk Premia 

      Bosnic, Asja; Ionita, Nicoleta (Master thesis, 2020)
      This thesis explores a risk-based explanation of carry trade returns in currency markets. We propose a two-factor model that uses investor uncertainty proxied by News Implied Volatility innovations (NVIX) and the dollar ...

    • Credit ratings and stock markets: an event-study approach 

      Trovao, Tomas Leal Ferraz (Master thesis, 2017)
      The impact of sovereign credit downgrades on financial markets was deeply scrutinized on the aftermath of the 2008 financial crisis, especially in Southern Europe. The purpose of this thesis is to analyze the impact of ...