Sökning: "Earnings announcement"
Visar resultat 1 - 5 av 72 uppsatser innehållade orden Earnings announcement.
1. Fund Managers' Awareness of Announcement Premiums: A Study on Fund Managers' Investment Decisions
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : In this paper, we interview fund managers of actively managed Swedish mutual funds to understand how they trade around earnings announcements. Based on an academic paper that we use as the basis for our paper, the authors of the paper find that fund managers on average tend to decrease their exposure to stocks ahead of earnings announcements, even though there is a significantly increased risk-reward and earnings announcement premium to earn ahead of the announcements. LÄS MER
2. The granddaddy of underreaction events: Post-earnings announcement drift and information noisiness on the Swedish market
D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This paper aims to answer the question of whether there is an existence of post-earnings announcement drift on the Swedish stock market and to what extent it can be explained by information noisiness. A sample of publicly listed firms on the Swedish stock market from 2002 to 2019 is used and the research design includes four different approaches to estimating earnings surprises which is a crucial step in investigating PEAD. LÄS MER
3. Post Earnings Announcement Drift in the Stockholm Stock Exchange : How pronounced is PEAD on beta, traded volume and sector allocation?
Master-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomiSammanfattning : Post Earnings Announcement Drift (PEAD) is a market anomaly that challenge the “Efficient Market Hypothesis” (EMH). It was first discovered in 1968 by Ball and Brown. When firms on the stock market have their earnings announcement the stock price will be affected and tend to drift up or down in price for days, weeks or months. LÄS MER
4. Post Earnings Announcement Drift på svenska aktiemarknader : En jämförande studie av små bolag noterade på First North och Stockholmsbörsen
Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : Post earnings announcement drift (PEAD) är den första erkända avvikelsen mot den effektiva marknadshypotesen och innebär att aktier tenderar att utvecklas i samma riktning som en resultatöverraskning. Denna studie undersöker förekomsten av PEAD för små bolag på First North och Stockholmsbörsen under perioden 2016–2022. LÄS MER
5. Buck for the Bang? Abnormal Returns in Response to Arms Donation Announcements During the Russo-Ukrainian War
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper examines defense industry stock market reactions to governmental announcements to donate weapons to Ukraine in response to the Russian invasion 2022. We use daily stock return and donation announcement data and employ event study methodology to establish abnormal returns among a select number of defense industry firms. LÄS MER
