Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
An Event study of the Inflation reduction act’s effect on the stock market
University West, School of Business, Economics and IT.
2023 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

This study aims to investigate the inflation reduction act which was signed into law by President Joe Biden the 16th of August 2022 and its effect on the US stock market. The inflation reduction act is said to be the largest and first green investment issued by the government of United States and contributes 369 billion dollars to “Energy security and climate change”. The study conducts two approaches to analyse the event first through an event study and from the results and variables created several regression models are made to describe the process of the event. In the study 30 stocks are used to investigate the effect on the stock market where 15 stocks are considered ESG integrated. The study proceeds to investigate the effect in two different sections, one being the so-called ESG integrated stocks and one being all stocks. The study aims to investigate the following variables effect on abnormal return; Expected return, Trade Volume, Market Cap, Price / Earnings and Earnings Per Share. The empirical results show that on the date of the event abnormal return was present for the stocks considered green but not the 15 regular stocks. The findings also show that Trade volume has a positive relationship with abnormal return in all cases whilst expected return varies and does not have power to explain the abnormal return on the event day. 

Place, publisher, year, edition, pages
2023. , p. 33
Keywords [en]
Inflation reduction act, Event study, Abnormal return, ESG, Trade Volume
National Category
Economics
Identifiers
URN: urn:nbn:se:hv:diva-20509Local ID: EXC513OAI: oai:DiVA.org:hv-20509DiVA, id: diva2:1782152
Subject / course
Nationalekonomi
Educational program
Mäklarekonomprogrammet, fastighet och finans
Supervisors
Examiners
Available from: 2023-07-19 Created: 2023-07-12 Last updated: 2023-07-19Bibliographically approved

Open Access in DiVA

No full text in DiVA

By organisation
School of Business, Economics and IT
Economics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 165 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf