Browsing SAM - Master i Økonomi og administrasjon – siviløkonom by Subject "Finance"
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Capital Structure Decisions in Energy Companies Listed on the Oslo Stock Exchange
(Master thesis, 2018)In this thesis, we have analyzed which factors that may affect the capital structure choices of the oil and gas companies listed on the Oslo Stock Exchange, which historically have paid a huge contribution to the Norwegian ... -
The Effect of Twitter Attention on Earnings Announcements. An Event Study Investigating the Relation Between Twitter Attention, by Volume and Sentiment, and Market Efficiency
(Master thesis, 2017)In our thesis, we use event study to analyze relations between Twitter attention and technology companies on the Nasdaq stock exchange. We divide attention into Twitter sentiment and volume. The classification of sentiment ... -
The Football Performance Effect on Stock Returns – An Event Study of Publicly Listed Football Clubs
(Master thesis, 2020)We study the relationship between sporting performance and abnormal returns in football stocks. Based on a sample of 2,146 matches from nine European football clubs during 2014 through 2018, we find a positive stock ... -
Football Shirt Sponsorship & Firm Value. An Event Study.
(Master thesis, 2017)This paper investigates the impact of football shirt sponsorship on the market value of the sponsoring firm, by conducting an event study. I find that the cumulative abnormal return of sponsorship agreement announcements ... -
A re-study of Parma and Wassvik. Does Parma and Wassvik’s conclusion of “Should a well-diversified portfolio contain cryptocurrencies?” from the period 2010-2017 hold true when compared to the period 2017-2022 using similar data?
(Master thesis, 2023)This study reevaluates the conclusions of Parma and Wassvik's thesis, which examined the performance of cryptocurrencies as investments from 2010 to 2017. The objective was to determine whether cryptocurrencies remain a ... -
Should well-diversified portfolios contain cryptocurrencies? A quantitative analysis based on portfolio performance measures
(Master thesis, 2018)In this thesis we study whether cryptocurrencies should be included in a well-diversified portfolio or not. Moreover, we try to determine if the capital asset pricing model holds for cryptocurrencies, like other investments ... -
Sin stock returns on the European market: A study on traditional sin and new sin industries
(Master thesis, 2021)In this thesis, I study sin stocks on the European market over the period 2005-2020. Traditionally, sin stocks are defined as publicly traded companies involved in the sectors of alcohol, tobacco, gambling, and defense. ... -
Valuing Convertible Bonds using Stochastic Dynamic Programming with Monte Carlo Based Regressions - An empirical study of the US convertible bond market
(Master thesis, 2018)Using Monte Carlo simulation combined with least squares regression to estimate continuation values and optimal exercise decisions in a stochastic dynamic programming framework, we estimate fair price for 40 convertible ...