Sökning: "Post-Earnings Announcement Drift"
Visar resultat 1 - 5 av 12 uppsatser innehållade orden Post-Earnings Announcement Drift.
- Master-uppsats, Göteborgs universitet/Graduate School
Sammanfattning : MSc in Accounting.... LÄS MER
2. The possible beginning of an end : A study of the Post Earnings Announcement Drift on the Swedish stock marketKandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen
Sammanfattning : Post earnings announcement drift (PEAD) is defined as the drift that occurs in a company’s share priceafter their earnings announcement. A company that reports earnings above (below) the analysts’expectations should, according to previous studies of PEAD, continue to drift upwards (downwards)after the announcement. LÄS MER
3. Risk and Uncertainty in Banking Sector -A study of the Post-Earnings Announcement Drift in European banks - Did the market reflect the banks' exposure to risk before the magnitude of the financial crisis was a fact?Master-uppsats, Göteborgs universitet/Företagsekonomiska institutionen
Sammanfattning : Background and ProblemWhen the financial crisis started in 2007, the attention was directed towards the risks that the banking sector was exposed to. The information asymmetry between the banks and the market caused uncertainty for the investors, and this uncertainty had to be taken into consideration for investment decisions and would affect the asset pricing (Bird & Yeung, 2012). LÄS MER
4. Post Earnings Announcement Drift in Sweden : Evidence and application of theories in Behavioural FinanceMagister-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi
Sammanfattning : The post earnings announcement drift is a market anomaly causing a firms cumulative abnormal returns to drift in the direction of an earnings surprise. By measuring quarterly earnings surprises using two measures. The first based upon a times series prediction and the other based upon on analyst forecast errors. LÄS MER
5. Investor distraction during the Swedish summer and stock market under-reaction to companies’ earnings releasesMaster-uppsats, Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen
Sammanfattning : This paper investigates whether greater investor distraction on the Swedish stock market during the summer months of June, July and August leads to a more pronounced post earnings announcement drift (PEAD) effect, during the ten year period between 2000 and 2009. PEAD is an anomaly whereby the information contained in earnings announcements is not immediately or completely incorporated into stock prices, in the cases where the announcement contains an ‘earnings surprise’. LÄS MER
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