Publicação
"European utilities´ response to Covid-19"
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Anjos, Fernando | |
| dc.contributor.author | Lennhammer, Fredrik | |
| dc.date.accessioned | 2021-03-26T16:06:41Z | |
| dc.date.embargo | 2026-06-15 | |
| dc.date.issued | 2020-06-24 | |
| dc.date.submitted | 2020-06-15 | |
| dc.description.abstract | This Work Project studies the Coronavirus impact on the stocks’ returns of four European utility companies. The method followed is the event study, performed on three dates between February and March 2020. In computing the abnormal and cumulative abnormal returns, it was implemented the Carhart Four Factor Model, the Fama- French and the market model. From the results, these four companies present resilience due to low values and significance of the HML factors. However, moving towards the end of March they reflect an increase in market betas for all the companies, enlarging the exposure to the systematic risk. | pt_PT |
| dc.identifier.tid | 202609324 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/114482 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | Nova School of Business and Economics | |
| dc.subject | Utilities | pt_PT |
| dc.subject | Covid-19 | pt_PT |
| dc.subject | Carhart four factor model | pt_PT |
| dc.subject | Event study | pt_PT |
| dc.subject | CEMS MIM | pt_PT |
| dc.title | "European utilities´ response to Covid-19" | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| oaire.awardNumber | UID/ECO/00124/2013 | |
| oaire.awardTitle | Nova School of Business and Economics | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UID%2FECO%2F00124%2F2013/PT | |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | embargoedAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| relation.isProjectOfPublication | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| relation.isProjectOfPublication.latestForDiscovery | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics: CEMS MIM | pt_PT |
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