Explaining share price performance of football clubs listed on the Euronext Lisbon
Autor(a) principal: | |
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Data de Publicação: | 2005 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10400.5/17741 |
Resumo: | Mestrado em Economia Monetária e Financeira |
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Explaining share price performance of football clubs listed on the Euronext LisbonEconomics of sportsSoccer club valuationShare price reactionsMestrado em Economia Monetária e FinanceiraThe literature concerning the effects of sporting performance on football shares is scarce. Football clubs used to be non-profit organisations and their members had different rights and views from those which affect today's shareholders' perspectives and analysis. We were particularly concerned with sporting performance and how it impacts on share price returns for football clubs. Using the football shares quoted in Euronext Lisbon Stock Exchange and the ARCH and GARCH methodology we found a positive relationship between stock price returns and sporting performance. Therefore, we could provide empírica! evidence for immediate impact of victories, draws or defeats on price returns. We also found that impact to be related to the approach of the end of the season. This is in line with previous research on the topic, although using a different methodology. When we look at volatility, apart from showing strong clustering signs, a criticai variable seems to be the trading volume around the stock that comes with the end of the season.Duque, João Luís CorreiaRepositório da Universidade de LisboaFerreira, Nuno Alexandre Abrantes2019-04-17T13:51:02Z2005-042005-04-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10400.5/17741engFerreira, Nuno Alexandre Abrantes (2005). " Explaining share price performance of football clubs listed on the Euronext Lisbon". Dissertação de Mestrado, Universidade Técnica de Lisboa. Instituto Superior de Economia e Gestãoinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-06T14:47:24Zoai:www.repository.utl.pt:10400.5/17741Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:02:55.265943Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Explaining share price performance of football clubs listed on the Euronext Lisbon |
title |
Explaining share price performance of football clubs listed on the Euronext Lisbon |
spellingShingle |
Explaining share price performance of football clubs listed on the Euronext Lisbon Ferreira, Nuno Alexandre Abrantes Economics of sports Soccer club valuation Share price reactions |
title_short |
Explaining share price performance of football clubs listed on the Euronext Lisbon |
title_full |
Explaining share price performance of football clubs listed on the Euronext Lisbon |
title_fullStr |
Explaining share price performance of football clubs listed on the Euronext Lisbon |
title_full_unstemmed |
Explaining share price performance of football clubs listed on the Euronext Lisbon |
title_sort |
Explaining share price performance of football clubs listed on the Euronext Lisbon |
author |
Ferreira, Nuno Alexandre Abrantes |
author_facet |
Ferreira, Nuno Alexandre Abrantes |
author_role |
author |
dc.contributor.none.fl_str_mv |
Duque, João Luís Correia Repositório da Universidade de Lisboa |
dc.contributor.author.fl_str_mv |
Ferreira, Nuno Alexandre Abrantes |
dc.subject.por.fl_str_mv |
Economics of sports Soccer club valuation Share price reactions |
topic |
Economics of sports Soccer club valuation Share price reactions |
description |
Mestrado em Economia Monetária e Financeira |
publishDate |
2005 |
dc.date.none.fl_str_mv |
2005-04 2005-04-01T00:00:00Z 2019-04-17T13:51:02Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10400.5/17741 |
url |
http://hdl.handle.net/10400.5/17741 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
Ferreira, Nuno Alexandre Abrantes (2005). " Explaining share price performance of football clubs listed on the Euronext Lisbon". Dissertação de Mestrado, Universidade Técnica de Lisboa. Instituto Superior de Economia e Gestão |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
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openAccess |
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application/pdf |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
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RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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1799131119591882752 |