Blar i NHH Brage på forfatter "Ricco, Roberto"
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Backtesting trading strategies on the Oslo Stock Exchange : Can a non-professional investor beat the market with financial ratios?
Reinertsen, Tobias; Håkedal, Benjamin (Master thesis, 2021)This thesis analyzes if a non-professional investor can outperform the market with trading strategies based on easy-accessible financial information from companies on the Oslo Stock Exchange. To answer this question, we ... -
Bitcoin in a Pandemic : Did COVID-19 cases or other factors affect Bitcoin’s return during the pandemic and did Bitcoin provide diversification benefits during this period?
Phan, Martin; Nordal, Thomas Lund (Master thesis, 2021)This master’s thesis examines if Bitcoin’s return was affected by COVID-19 cases or other factors during the pandemic and the diversification benefits of Bitcoin in European, welldiversified portfolios during this period. ... -
Does the Market Emphasize Violation of Green Commitment? A comparison of stock price response to negative ESG incidents between companies that have issued a green vs. conventional bond
Hovland, Kjersti; Sva, Silje (Master thesis, 2022)This thesis examines the difference in stock price response to ESG incidents between green and conventional bond issuers. By using exact and nearest-neighbor matching on a sample of 86 green bond issuers and 177 conventional ... -
ESG News and Stock Market Reactions : Insights from Oslo Stock Exchange
Årseth, Fredrik; Langrekken, Kristian Berg (Master thesis, 2022)awareness of firms’ ESG performance, and the amounts invested in accordance with ESG criteria, have increased substantially in recent years. This thesis examines how the Norwegian stock market reacts to announcements of ... -
ESG: The Nexus of Sustainability & Cost of Capital? An empirical study of the relationship between ESG scores and WACC for European firms
Midtkandal, Erik; Kyte, Lars Fredrik (Master thesis, 2023)This thesis examines the relationship between STOXX Europe 600 firms’ ESG scores and their weighted average cost of capital (WACC) across the 11 Global Industry Classification Standard (GICS) sectors. To investigate this ... -
The Impact of Sell-Side Research in the Norwegian Stock Market : An Empirical Investigation of the Relationship Between Sell-Side Reports, Stock Returns and Trading Volume on Oslo Stock Exchange
Rugland, Jesper; Volden, Jarle (Master thesis, 2021)This paper examines the impact of sell-side research on stocks listed on the Oslo Stock Exchange by identifying the incremental changes to the stock returns and the trading volume for the OBX Index constituents, using a ... -
Index Investing and Closing Auction : An Empirical Analysis of Closing Auction Turnover, Price Deviation and Price Reversal on the Oslo Stock Exchange
Stepanova, Mila; Sture, Martin Kaland (Master thesis, 2021)There are reasons to believe that there is increased popularity of trading in the closing auction due to the growth of index investing. We use intraday trading data from the Oslo Stock Exchange to examine and test the ... -
SPACs: Financial IPO Tool Gone Wrong – Awaiting SEC Recourse: A Study on the Resurgence of SPACs Following the M2 Money Supply Stimulus by the Federal Reserve in March 2020
Tarakanova, Marina; Nymoen, Henrik (Master thesis, 2022)