Sökning: "market overreaction"

Visar resultat 11 - 15 av 35 uppsatser innehållade orden market overreaction.

  1. 11. Skäller hundarna högt i Sverige? En undersökning av Dogs of the Dow-strategin på den svenska aktiemarknaden

    Kandidat-uppsats,

    Författare :Fredrik Johansson; Viktor Johansson; [2017-07-04]
    Nyckelord :Dividend yield; Dogs of the Dow; excess return; market overreaction; OMXS30; risk; tax and transaction costs;

    Sammanfattning : The aim of this study is to re-examine the performance of the investment strategy proposed by John Slatter in 1988 called Dogs of the Dow on the Swedish stock market. The investment strategy of picking the 10 stocks with the highest dividend yield has been a popular strategy that promises large abnormal returns. LÄS MER

  3. 12. Beating the market through dividend yields : Dogs of the Dow in the Swedish context

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Daniel Olsson; Arvid Necander; [2016]
    Nyckelord :Dogs of the Dow strategy; overreaction hypothesis; dividend investing; investment strategy; portfolio management; finance;

    Sammanfattning : This paper investigates whether the Dogs of the Dow (or “Dow Dogs”) investment strategy is applicable to the Swedish stock market during the period 1996-2015. The strategy uses dividend yield as a way to identify undervalued stocks. LÄS MER

  4. 13. Påverkar oförutsägbara händelser flygbolagsaktiekurser?

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Ganna Kovalenko; Kornelia Nastawska; [2016]
    Nyckelord :efficient market hypothesis; event study method; terrorist attack; plane crash; recovery time; weekday effect; abnormal returns; Effektiv marknadshypotes; eventstudiemetod; terrorattack; flygplanskrasch; återhämtningstid; veckodagseffekt; avvikande avkastning.;

    Sammanfattning : Purpose: The aim of the study is to identify how airline stock prices can be affected by unpredictable exogenous events. Theoretical Framework: The study is based on the efficient market hypothesis and behavioural finance with a focus on overreaction, herd behaviourism and seasonal anomalies that arise at the stock market. LÄS MER

  5. 14. Terrorismens ekonomiska konsekvenser - Utländska terrorattentats effekter på Stockholmsbörsen

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oscar Carlén; Carl-Adam Kjellström; [2016]
    Nyckelord :Terrorism; Terrorattentat; Händelsestudie; Marknadseffektivitet; Överreaktion; Business and Economics;

    Sammanfattning : Denna uppsats undersöker terrorattentats inverkan på den svenska finansiella marknaden. Effekterna studeras genom att granska avkastningen på Stockholmsbörsen i samband med ett terrorattentat. LÄS MER

  7. 15. Post- Credit Announcement Drift- An Empirical Assessment of Credit Rating Announcements and Their Influence on the US Equity Market

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

    Författare :Ebba Lilliehöök; Oliver Peldius; [2015]
    Nyckelord :Post-Credit Announcement Drift; Market Efficiency; Abnormal Returns; Credit Rating Changes; Credit Rating Agencies;

    Sammanfattning : The aim of this study is twofold; (i) to investigate whether credit rating announcements result in a drift in stock prices on the US equity market and, if proven, (ii) how the drift is affected by firm size and the presence of extreme credit rating announcements. Using a sample of 2 922 credit rating announcements, this study examines the long-run stock performance subsequent to credit rating announcements, i. LÄS MER