Master of Science: Recent submissions
Now showing items 241-260 of 1621
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Momentum Crashes in the US Stock Market During Different Market States and the Impact on Industries
(Master thesis, 2023)This paper documents investment strategies that buy the best-performing stocks and sell the worst-performing stocks based on past returns. The momentum anomaly has proved to be a profitable and widely used strategy among ... -
Return predictability for interest rate swap spreads
(Master thesis, 2023)This study seeks to discover time-series reversals in interest rate swap spread changes. We document significant abnormal returns on strategies exploiting these trends, with persistent returns across holding periods. A ... -
The impact of M&A announcements on acquiring and target firm's shareholders
(Master thesis, 2023)This thesis employs an event study analysis to examine the impact of 243 Norwegian mergers and acquisitions (M&A) announcements on abnormal shareholder returns across short-term and long-term event windows. It also ... -
Revealing Macro Momentum: A Systematic Global Macro Investing Strategy
(Master thesis, 2023)This thesis examines a systematic global macro investing strategy that utilizes a novel approach of investing called macro momentum. We find consistent abnormal returns after controlling for common asset pricing factors, ... -
Embracing the Hybrid Workplace: A Qualitative Study of Key Factors Influencing Employee Satisfaction in a Hybrid Work Arrangement
(Master thesis, 2023)The Covid-19 pandemic has significantly changed how many organizations operate, leading to the widespread adoption of a hybrid workplace model. This study seeks to examine the key factors that contribute to employee ... -
Transforming Disablers into Enablers: Unleashing the Potential of Sustainability Engagement
(Master thesis, 2023)This master thesis explores the critical role of leadership in driving sustainable engagement within a conservative industry organization. Specifically, it identifies the organizations disablers and enablers, and investigates ... -
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 ... -
TREND VS. MOMENTUM IN THE NORDICS IN THE COVID-19 ERA
(Master thesis, 2023)In this thesis, we test the Quantitative Momentum Strategy (QMS) and Trend- Following Simple Moving Average (SMA) Strategy in five different Nordic markets during the COVID-19 era. Four markets consist of the 100 largest ... -
Kampen mot økonomisk kriminalitet. En kvalitativ studie av private granskeres bidrag i forebygging og avdekking av økonomisk kriminalitet.
(Master thesis, 2023)Formålet med denne masteroppgaven er å undersøke private granskeres bidrag i bekjempelsen av økonomisk kriminalitet. Vi tar hovedsakelig for oss hvitvasking, korrupsjon og underslag. For å besvare problemstillingen har ... -
Private Label Embarrassment: The Effects of Checkout Type and Brand Type on Purchase Intention, and the Mediating Role of Embarrassment
(Master thesis, 2023)This master’s thesis dives into the unexplored topic of private label embarrassment. Specifically, we were interested in whether private labels are more embarrassing compared to national brands and whether self-service ... -
The Effects of Fiscal Policy on the Norwegian Economy : What are the impacts of fiscal policy on output and other macroeconomic variables in the Norwegian economy?
(Master thesis, 2023)This master thesis examines the effect of fiscal policy on various macroeconomic variables in the Norwegian economy, using the recursive approach within a Structural Vector Autoregressive (SVAR) model. The main point of ... -
Striking the Balance: Unueiling Interpersonal Consequences of Leader Ouerconfidence and the Potential Moderating Effect of Gender
(Master thesis, 2023)Scholars hold contrasting views regarding the interpersonal consequences of overconfidence – some claim that overconfidence yields social advantages, whereas others contend that it results in adverse social outcomes. We ... -
Which IoT & data-driven solutions have contributed to optimizing supply chain performance for midstream oil and gas companies?
(Master thesis, 2023)The oil and gas industry is one of the most important industries in the world due to its contribution towards the global economy and energy supply. Despite the industry's challenges related to sustainability and the ... -
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 ... -
Employees' motiuation for tailing on leadership positions: A quantitatiue study on how Leader-Member relationships (LMX) and job satisfaction influence employees' motiuation for upward career transitions into leadership positions
(Master thesis, 2023)This master thesis looks at employees’ motivation for taking on leadership positions. We argue that this is important for leadership recruitment and to ensure effective leadership which again will influence the performance ... -
Direct Lenders and the Impact of COVID-19
(Master thesis, 2023)This study explores how the COVID-19 shock affected direct lending in the U.S. Using a set of hand-collected data on direct lenders such as business development companies (BDCs) we apply a difference-in-differences model ... -
Al and traditional forecasting of currency return using Diebold Li factors from commodities
(Master thesis, 2023)This research paper investigates out of sample forecasting AI compared to traditional models. The data used are oil crude futures prices and the currency pair NOK/USD. The crude oil futures prices is transformed to the ... -
Choosing the Right Course of Action: Implementing Al Medical Deuices in Healthcare
(Master thesis, 2023)To address the need for specialized treatment and optimize resource utilization, the healthcare industry must undergo a comprehensive digital transformation. Various healthcare departments are actively exploring alternative ... -
Reuisiting "Short Interest and Aggregate Stoel! Returns": A Replication Study Incorporating Additional Predictor Variables and Addressing the Impact of the Financial Crisis
(Master thesis, 2023)The primary purpose of this thesis is to reproduce the empirical findings of the original RRZ study and to reexamine the papers’ key claims. The first assertion is that " short interest is arguably the strongest known ...