Sökning: "Market Anomaly"

Visar resultat 1 - 5 av 111 uppsatser innehållade orden Market Anomaly.

1. 1. Examining the Impact of Football Tournaments on Equity Markets: An Analysis of Market Anomalies, Market Dynamics and Investor sentiment

   Kandidat-uppsats,

   Författare :Oskar Edgren; Josef Johansson; [2023-07-06]
   Nyckelord :;

   Sammanfattning : This paper investigates whether two international football tournaments have an effect on the performance of four major stock markets during the event period. Some previous literature suggest that the NYSE index tended to fall during every World Cup between 1950 and 2007 due to negative investor sentiment associated with losing and being knocked out of the tournament. LÄS MER

3. 2. Exploring the Idiosyncratic Volatility Anomaly in the Swedish Stock Market: An Empirical Analysis of its Impact on Returns

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Anton Ahlqvist; Walter Uong; [2023-06-29]
   Nyckelord :;

   Sammanfattning : We examine the cross-sectional relationship between idiosyncratic volatility relative to the Fama-French three factor model and expected stock returns. We find that portfolios containing the firms with the lowest idiosyncratic risk offers excess returns in relation to the prediction of the Fama-French three factor model, while those with the highest idiosyncratic risk do not. LÄS MER

4. 3. Finding Anomalous Energy ConsumersUsing Time Series Clustering in the Swedish Energy Market

   Master-uppsats, Umeå universitet/Institutionen för datavetenskap

   Författare :Lukas Tonneman; [2023]
   Nyckelord :time-series analysis; clustering; electricity consumer clustering; anomaly detection; gaussian mixture model; hierarchical clustering;

   Sammanfattning : Improving the energy efficiency of buildings is important for many reasons. There is a large body of data detailing the hourly energy consumption of buildings. This work studies a large data set from the Swedish energy market. LÄS MER

5. 4. Fredagseffekten : En händelsestudie om fredagseffekten i samband med offentliggörandet av kvartalsrapporter

   Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Gabriel Björkenmark Yousfi; Samuel Ståhl; [2023]
   Nyckelord :Finance; Weekday effect; Friday effect; Abnormal return; Finansiering; Veckodagseffekten; Fredagseffekten; Avvikelseavkastning;

   Sammanfattning : The paper investigates an anomaly in the capital market commonly referred to as the Weekday Effect. The Weekday Effect means that the average daily stock returns differ between the different days of the week. Previous studies have examined the Weekday Effect in the US capital market in conjunction with the day of quarterly reports' release. LÄS MER

7. 5. 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 finansiering

   Författare :Sofia Berlin; Gustav Sandelin; [2023]
   Nyckelord :Post-earnings announcement drift; market efficiency; earnings surprises; information noisiness; stock price synchronicity;

   Sammanfattning : 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