Browsing Fakultet for samfunnsvitenskap (SAM) by Subject "Abnormal returns"
Now showing items 1-8 of 8
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Does the stock market react to President Trump’s tweets? A study of the stock price reaction of the targeted companies in President Donald Trump’s firm-specific tweets.
(Master thesis, 2020)Does President Donald J. Trump influence the stock market when posting company-specific tweets? In this study we explore the market efficiency theory and whether President Trump’s influence a stock price reaction when ... -
Evaluating the Performance of Scandinavian Mergers and Acquisitions - Evidence from Divestitures
(Master thesis, 2020)In this thesis, we compile a data set of divestments based on almost 200 mergers and acquisitions in the Scandinavian countries between 2000 and 2011 and then use the data set to assess and classify the long-term success ... -
Extreme weather events and stock returns in the insurance industry
(Master thesis, 2019)This thesis examines abnormal returns on insurance stocks listed on NYSE subsequent to an Atlantic hurricane making landfall in the U.S., using data from 2000 to 2018. We investigate if firm characteristics explain the ... -
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 ... -
How are Financial Markets affected by the Election of Donald Trump? An Event Study on the U.S Stock Market’s Response to Changes in Political Leadership
(Master thesis, 2018)Changes in political leadership influence the economic policy of government, which directly impacts on firms. Accordingly, the risk-adjusted market return alters, as investors reallocate their investments. We apply common ... -
How does the Norwegian stock market react to new analyst recommendations?: A study of the OSEBX from 2005 to 2020
(Master thesis, 2021)In this thesis, we have gathered and analyzed 27,669 stock recommendations on 162 different companies, issued by 44 different brokerage firms. The data analyzed is collected from 01.01.2005 to 31.12.2020, and the companies ... -
The Impact of COVID-19 on the Norwegian Stock Market
(Beta – Scandinavian Journal of Business Research;Volume 36, nr. 1-2022, Peer reviewed; Journal article, 2022-02-18)This paper studies the potential economic impact of the COVID-19 pandemic using Norwegian stock market data. We conduct event studies on three major events that are related to the evolution of the COVID-19 pandemic in ... -
What Are the Determinants of Abnormal Returns to Bidders? An Event Study of Norwegian Bidders Listed on Oslo Stock Exchange
(Master thesis, 2019)We examine the abnormal returns of 158 mergers and acquisitions announced between 2001 and 2018, in which the bidder was a Norwegian firm listed on the Oslo Stock Exchange. We use an estimation window of [-147,-22] ...