Sökning: "market overreaction"

Visar resultat 16 - 20 av 35 uppsatser innehållade orden market overreaction.

  1. 16. Reporäntan och dess påverkan på svenska bankers aktiekurser : En eventstudie

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Lena Medan; Arturo Montoya; [2015]
    Nyckelord :Share price; stock market; bank; event study; discount rate; Stockholm stock exchange; Sweden; Aktiekurs; aktiemarknad; bank; händelsestudie; reporänta; Stockholmsbörsen; Sverige;

    Sammanfattning : Syfte: Uppsatsen syfte är att klargöra och analysera reporäntans ränteförändringars påverkan på aktiekurserna för samtliga svenska banker i large cap på Stockholmsbörsen. Metod: Kvantitativa händelsestudier har gjorts med deduktiv forskningsansats på fyra företag, samtliga noterade på Stockholmsbörsen. LÄS MER

  3. 17. Potential Overreactions and Reversal Effects, Evidence from the Swedish Market

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

    Författare :Filip Abrahamsson Kwetczer; Carl Åkerlind; [2015]
    Nyckelord :Overreaction Hypothesis; Reversal effects; Causational events; OMXS30; Swedish Market;

    Sammanfattning : Ever since De Bondt and Thaler first formulated the Overreaction Hypothesis researchers have been studying different financial markets searching for evidence for an overreacting market. This paper examines if the OMXS30 stocks overreact to extreme events and if certain variables, such as the underlying causational event of the potential overreaction and furthermore the characteristics of the potential overreaction itself, can explain the probability of reversals taking place. LÄS MER

  4. 18. Utländska börsers inverkan på Stockholmsbörsen

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Simon Pfeffer; Johan Fyhn; [2014]
    Nyckelord :ADF; regression; correlation; coefficient of determination; The Efficient Market Hypothesis; extreme returns; Random Walk; Non-Random Walk; Behavioral Finance; Conservatism; Familiarities; OMXS30; S P500; DAX30.; Business and Economics;

    Sammanfattning : Issue: Does a statistical relationship between OMXS30 and S&P500 plus OMXS30 and DAX30 exist after extreme returns? Is it possible to explain the relationship between OMXS30 and S&P500 plus S&P500 and DAX30 with the chosen economic theories? Purpose: The purpose is to examine the effects on OMXS30 during 6 days after extreme returns on S&P500 or DAX30 are present. These effects will be examined by looking at how the returns differ between the domestic stock index and the foreign stock indices. LÄS MER

  5. 19. Market Responses to Short Interest Announcements - Does the Market Always Get it Right?

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

    Författare :Kerim Celebi; Ramil Hakim; [2014]
    Nyckelord :Short selling; Event study; Market reaction; Abnormal returns; Informativeness;

    Sammanfattning : We investigate the market reaction to short interest announcements and quantify the informativeness of short sellers using a comprehensive sample of OMX Stockholm firms from November 2012 to January 2014. Our primary aim with this paper is to understand whether the market reactions are rational. LÄS MER

  7. 20. Do investors overreact to negative clinical trial results in the biotechnology industry?

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

    Författare :Claudia Pradel; Sara Exeler; [2013]
    Nyckelord :Biotechnology; Clinical Trials; Efficient Market Hypothesis; Overreaction; Panel Data Regression;

    Sammanfattning : Using all of the 177 biotech companies listed on the NASDAQ stock exchange at some point in time during the years 2008 - 2010 and their clinical trial results, we test if investors overreact to the initial publication of negative clinical trial results. In contrast to other studies we choose to investigate only negative clinical trial results as previous studies, carried out in other industries, have found a larger impact for negative news than for positive news. LÄS MER