Browsing NHH Brage by Author "Leite, Tore"
Now showing items 21-28 of 28
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Predicting salmon futures returns : an empirical study from 2007 to 2019
Kyseth, Martin; Mora, Sergio Alejandro Casariego (Master thesis, 2019)In order to investigate the factors that influence the return of salmon futures, we construct a fully hedged, passive, front month rolling portfolio of long positions in these contracts. We show that the excess return ... -
Public information and IPO underpricing
Bakke, Einar; Leite, Tore; Thorburn, Karin S. (Discussion paper, Working paper, 2010-08)We analyze the effect of public information on rational investors' incentives to reveal private information during the bookbuilding process and their demand for allocations in the IPO. Our model generates several new ... -
SPACs and SPAC target firm characteristics : An empirical study using fundamental data
Vinayagamoorthy, Ananthan; Wentzel, Edvard Gustav (Master thesis, 2021)The number of special purpose acquisition (SPACs) companies has boomed in the last few years and is becoming an impactful factor in the US capital market. Although the concept is from the 1990s, literature on SPACs remains ... -
Statistical arbitrage trading with implementation of machine learning : an empirical analysis of pairs trading on the Norwegian stock market
Andersen, Håkon; Tronvoll, Håkon (Master thesis, 2018)The main objective of this thesis is to analyze whether there are arbitrage opportunities on the Norwegian stock market. Moreover, this thesis examines statistical arbitrage through cointegration pairs trading. We embed ... -
Strategic defaults and priority violations under costly state verification
Hvide, Hans K.; Leite, Tore (Discussion paper, Working paper, 2002-06)We reformulate the classic CSV model of financial contracting from Townsend (1979) and Gale & Hellwig (1985) to tackle criticisms raised against it, such as lack of subgame-perfectness at the repayment stage and its inability ... -
The relationship of fund outflows and negative performance in socially responsible mutual funds : empirical evidence from Norway, Sweden, and Denmark
Nguyen, Thuy Thi Thanh; Brama, Angeliki (Master thesis, 2017)This study compares the sensitivity of money flows toward past performance between Socially Responsible (SR) and conventional mutual funds in Norway, Sweden, and Denmark from 2007 to 2016. The data is analyzed using ... -
Vet innsidere best? : en studie av rapporterte innsidehandler i Norge og deres betydning i markedet
Mogstad, Martin Eggen; Lieng, Kristian (Master thesis, 2016)I denne utredningen undersøker vi rapporterte innsidehandler på Oslo Børs i perioden 1.8.2011 - 31.12.2015. Hensikten er å finne ut om innsidehandler kan ses i sammenheng med endringer i aksjekursene og hvorvidt de ... -
Volatilitetskonsekvensene av å endre CEO : en event-studie basert på selskap notert på Oslo Børs i perioden 2008-2016
Saklor, Amara; Slettvoll, Iselin Mari (Master thesis, 2018)I vår studie ønsker vi å se nærmere på hvilken påvirkning et bytte av CEO i selskap notert på Oslo Børs har på volatiliteten til selskapenes egenkapital. Administrerende direktør/Chief Executive Officer (CEO) er en sentral ...