• A Dynamic ARMA-GARCH Model: Forecasting Returns and Trading at the Oslo Stock Exchange 

      Rønold, Anders Henæs; Hausken, Fredrik Oscar Hellmann (Master thesis, 2018)
      This study aims to contribute to the existing literature in three ways. Firstly, we try to highlight the dynamic forecasting model behaviour, by investigating the values of the forecasting model's input parameters - the ...
    • An assessment of Bitcoins capabilities as a diversifier, hedge and safe haven 

      Stensås, Anders; Nygaard, Magnus Frostholm (Master thesis, 2018)
      In this article, we use a Dynamic Conditional Correlation (DCC) model to assess whether Bitcoin acts as a diversifier, hedge or a safe haven against movements in major developed and developing markets, as well as different ...
    • Board gender diversity and environmental emissions 

      Kyaw, Khine; Treepongkaruna, Sirimon; Jiraporn, Pornsit (Peer reviewed; Journal article, 2022)
      The recent climate emergency declaration by many nations around the world signifies the severity of the impact of climate change. As an entity which consumes a large quantity of resources ranging from material to human, ...
    • Can Bitcoin be a diversifier, hedge or safe haven tool? 

      Stensås, Anders; Nygaard, Magnus Frostholm; Kyaw, Khine; Treepongkaruna, Sirimon (Journal article; Peer reviewed, 2019)
      This paper investigates whether Bitcoin acts as a diversifier, hedge or safe haven tool for investors in major developed and developing markets, as well as for commodities. This paper employs the GARCH Dynamic Conditional ...
    • Can board gender diversity promote corporate social performance? 

      Kyaw, Khine; Olugbode, Mojisola; Petracci, Barbara (Journal article; Peer reviewed, 2017)
      Purpose This paper examines if gender diversity on corporate boards promotes corporate social performance across industries and across countries. Design/methodology/approach Fixed-effect panel models are estimated using ...
    • Carbon emissions, corporate governance, and hostile takeover threats 

      Tanthanongsakkun, Suparatana; Kyaw, Khine; Treepongkaruna, Sirimon; Jiraporn, Pornsit (Peer reviewed; Journal article, 2022)
      Exploiting a unique measure of takeover vulnerability principally based on state legislations, we investigate how corporate carbon reduction efforts are influenced by the takeover market, which is widely regarded as a ...
    • Disentangling the Bidirectional Relationships Across the Corporate Sustainable Development Indicators 

      Kyaw, Khine; Pindado, Julio; de-la-Torre, Chabela (Journal article; Peer reviewed, 2022)
      This study disentangles the relationships that exist between the four indicators of corporate sustainable development: economic, environmental, social, and governance. We account for the potential bidirectionality of the ...
    • Effect of policy uncertainty on environmental innovation 

      Kyaw, Khine (Peer reviewed; Journal article, 2022)
      Uncertainty in economic policies and regulations incentivizes firms to delay investments in environmental research and developments (R&D) or postpone environmental projects that are costly to undo. A consequence of those ...
    • Fundamental Indexation in the U.S. and Norwegian Equity Markets 

      Hashimi, Benjamin (Master thesis, 2020)
      Denne masteroppgaven studerer alternative indeksering basert på regnskapsdata og sammenligner det med standard markedsverdi vekting. Her undersøker jeg (1) effekten av å inkludere ikke-finansielle data (ESG) i screening ...
    • Fundamental verdsettelse XXL ASA 

      Hultin, Tore Fjelde; Flagstad, Martin Johansen; Horgøien, Mathias Malvik; Sørensen, Jonas Holen (Bachelor thesis, 2020)
      XXL har lenge vært et selskap preget av sterk vekst og solid inntjening. De siste par årene har selskapet opplevd motgang, både når det gjelder negative avsløringer rundt selskapet, dårlige værforhold og generell markedsuro. ...
    • Informed Trading in the Norwegian Options Market 

      Lyngestad, Eirik Andreas (Master thesis, 2018)
      This study investigates if informed trading occur in the Norwegian options market prior to quarterly earnings announcements and if firm characteristics like high stock price level and investments in R&D effect the extent ...
    • Investigating ESG: A Scandinavian evidence. - A study on corporate financial performance, the moderating role of assurance, and ESG integration. 

      Kammen, Frida Børset; Wikan, Håvard Alsvik (Master thesis, 2021)
      Det økte fokuset på bærekraft samt kompleksiteten i dagens ESG rapportering setter en rekke problemstillinger på agendaen. Denne masteroppgaven tar for seg to studier i en Skandinavisk kontekst, hvor vi først undersøker ...
    • Investigating ESG: A Scandinavian evidence. - A study on corporate financial performance, the moderating role of assurance, and ESG integration. 

      Kammen, Frida Børset; Wikan, Håvard Alsvik (Master thesis, 2021)
      Det økte fokuset på bærekraft samt kompleksiteten i dagens ESG rapportering setter en rekke problemstillinger på agendaen. Denne masteroppgaven tar for seg to studier i en Skandinavisk kontekst, hvor vi først undersøker ...
    • Investors’ reaction under uncertainty 

      Kyaw, Khine; Olugbode, Mojisola; Petracci, Barbara (Peer reviewed; Journal article, 2022)
      This study investigates investors’ reaction to good/bad earnings news when faced with market- and industry-wide uncertainties. Our results provide little support for the discount rate explanation that investors’ reaction ...
    • Market Volatility and Investors’ View of Firm-Level Risk: A Case of Green Firms 

      Kyaw, Khine (Peer reviewed; Journal article, 2020)
      Do investors believe that firm-level (i.e., idiosyncratic) risk of green (i.e., environmentally responsible) firms is relatively lower? How does high market volatility affect the investors’ view on the firm-level risk ...
    • Private Equity and Mergers & Acquisitions 

      Bartlett, Wilfred; Liaimer, Daniil; Årøe, Magnus (Bachelor thesis, 2021)
      Abstract will be available on 2024-12-31
    • Shareholder litigation rights and ESG controversies: A quasi-natural experiment 

      Treepongkaruna, Sirimon; Kyaw, Khine; Jiraporn, Pornsit (Peer reviewed; Journal article, 2022)
      Leveraging as a quasi-natural experiment the staggered passage of universal demand laws, which raise the difficulty of shareholder lawsuits, we examine the effect of shareholder litigation rights on ESG controversies. Our ...
    • Stakeholder engagement: Investors’ environmental risk aversion and corporate earnings 

      Kyaw, Khine; Olugbode, Mojisola; Petracci, Barbara (Peer reviewed; Journal article, 2021)
      How does investors' aversion to environmental risk affect their reaction towards firms' earnings announcements? We explore this by analyzing earnings announcements made by U.S. firms between 2002 and 2016. The results show ...
    • The role of the institutional framework in the relationship between earnings management and corporate social performance 

      Kyaw, Khine; Olugbode, Mojisola; Petracci, Barbara (Journal article; Peer reviewed, 2017)
      This study examines the influence of the institutional framework of European countries: more specifically coordinated market economies and liberal market economies on the earnings management and corporate social performance ...
    • The Value Contribution of Car Manufacturers That Go Racing 

      Solheim, Robin (Master thesis, 2020)
      Motorsport er en av de beste mulighetene for markedsføring for bilprodusenter. Bilene kjemper side om side på banen og teamene kjemper i depotet. Motorsport er en unik sport på en måte, fordi tilskuerne kan gå til butikken ...