Sökning: "Tom Stockholm"

Visar resultat 1 - 5 av 37 uppsatser innehållade orden Tom Stockholm.

  1. 1. Ferdinand, the Unpredictable Bull : Cash Flow Distribution Behavior During U.S. Recessions - An Event Time Analysis

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Erik Gunnarsson; Tom Mueffelmann; [2023]
    Nyckelord :Business Cycles; Event Time Study; Predictability of the Price-Dividend Ratio; Aggregate Dividends; Net Repurchases;

    Sammanfattning : The paper employs an event study approach to investigate the behavior of aggregate cash flow distributions and stock prices in the U.S. stock market around recessions. Aggregate prices anticipate low aggregate dividend and economic growth until adjusting for the diverse time measurement methodologies. LÄS MER

  3. 2. TOM: Measuring Liquidity in the Swedish Real Estate Market : Investigation of the influence of the market conditions on the time-on-market and price relationship

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Catalina Luna Andonegui; [2023]
    Nyckelord :Time-on-market; Liquidity; Real Estate Cycles; Market conditions; Tid-på-marken; Likviditet; Fastighetscykler; Marknadsvillkor;

    Sammanfattning : This thesis project examines the liquidity of the residential market in Stockholm under different phases of the real estate cycle. Using time-on-market (TOM) as a liquidity indicator, the aim is to get an insight of the influence of prices, property characteristics and macroeconomic variables. LÄS MER

  4. 3. Predicting Corporate Bankruptcy With Personality Traits

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Marko Ivanovic; Tom Schreiber; [2023]
    Nyckelord :Corporate Bankruptcy Prediction; Big Five Personality Traits; Behavioural Finance;

    Sammanfattning : This study aims to research whether incumbent corporate bankruptcy prediction models that are based on solely financial variables can be augmented with personality traits variables to increase their performance. For this purpose, a data set consisting of active and bankrupt small and medium enterprises in 13 European countries is studied. LÄS MER

  5. 4. High-Frequency Market Reactions to Unscheduled Stock-Speci c News- An Empirical Analysis of the Intraday Market Dynamics of the Stockholm Stock Exchange

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Olle Ekesryd; Tom Carlson; [2022-06-29]
    Nyckelord :unscheduled news; intraday; e cient market hypothesis; high-frequency trading; sentiment analysis;

    Sammanfattning : This study examines the e ect of unscheduled stock-speci c news on stock char- acteristics of the Swedish stock market and evaluates the opportunity of con- structing a news trading strategy. It especially focuses on volume and volatility reactions between sixty minutes prior to and after the news releases. LÄS MER

  7. 5. Two Channels, One Anomaly: Diagnosing the Investment Effect

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Tom Lanoizelee; [2022]
    Nyckelord :Investment Effect; Diagnostic Expectations;

    Sammanfattning : The investment effect is driven by Zhang's rational direct discount-rate channel in the short term but by a non-rational indirect profitability channel in the long term. Unifying Zhang's production based asset pricing with Bordalo et al. LÄS MER