Leite, António NogueiraVolk, Niklas Leon2025-02-142025-02-142024-02-022023-12-20http://hdl.handle.net/10362/179006This thesis investigates the impact of events on the stock prices of semiconductor companies, employing a multiple regression model. Analyzing 53 events, it reveals that capital inflows generally positively affect share prices, while outflows have a negative impact. Key drivers include Investments, Innovations, M&A, and Restriction events. Earnings calls significantly influence stock movements. Despite the cyclicality of the industry, strategic investments during capital inflow events are suggested. Recommendations emphasize the importance of diverse collaborations, strategic positioning, and a vigilant approach to earnings calls. Future studies should adopt a longer-term perspective, exploring varied industries for a comprehensive understanding of stock dynamics.engSemiconductorCapital marketsInvestment recommendationsEvent driven analysesmaster thesis203864590