Sökning: "market overreaction"

Visar resultat 21 - 25 av 35 uppsatser innehållade orden market overreaction.

  1. 21. P/E-effekten : En utvärdering av en portföljvalsstrategi på Stockholmsbörsen mellan 2004 och 2012

    Uppsats för yrkesexamina på avancerad nivå, Företagsekonomi

    Författare :Peter Alenius; Edward Hallgren; [2013]
    Nyckelord :Efficient market; financial market anomalies; P E effect; abnormal return; Capital Asset Pricing Model; portfolio selection; regression analysis; diversification; random walk; Modern Portfolio Theory; investor irrationality; small firm effect; mean reversion; investor overreaction; P E; anomalier; EMH; CAPM; diversifiering; portföljval;

    Sammanfattning : One could argue that the most discussed topic in finance is whether or not it is possible to “beat the market”. Even though many people claim to do this, there is little evidence to support the idea that one can consistently beat the market over a long period of time. LÄS MER

  3. 22. The Role of Prospectuses and Guarantees in Rights Issues

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

    Författare :Patrik Lundell; Gustaf Soldan Patrikson; [2013]
    Nyckelord :Seasoned equity offer; Rights issue; Underwriting; Shareholder subscription; Overreaction;

    Sammanfattning : Seasoned equity offerings have been found to affect share prices dissimilarly depending on institutional differences. Much research has concerned itself with the choice of disparate flotation methods which seemingly affects firm value, as well as market reactions to SEO announcements. LÄS MER

  4. 23. Performance of Value-Investing Strategies: Swedish Evidence, 2000-2010

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Johan Eklund; [2012-07-25]
    Nyckelord :Value-investing; valuation ratios; EBITDA EV; FCFF EV; market irrationality; investor overreaction; investor overconfidence;

    Sammanfattning : The main objective of this study is to provide updated empirical evidence on the risk-return performance of “value-investing” portfolio selection strategies in a survivorship bias controlled setting. We cover non-Financial firms publically traded in Sweden during the time period of July 2000 to June 2010. LÄS MER

  5. 24. Mimicking the insider : A study in the Swedish bank sector

    Magister-uppsats, IHH, Företagsekonomi

    Författare :Andreas Lindqvist; [2012]
    Nyckelord :Insider; Outsider; Insider trading; Mimic; Bank; Efficient Market Hypothesis; Abnormal Return; Insynsperson; Utomstående; Insynshandel; Imitera; Bank; Effektiva Marknads Hypotesen; Överavkastning;

    Sammanfattning : Background: Achieving an abnormal return on your investment is something investors are trying to achieve. A lot of attempts have been made to try and find an investment strategy that always generates abnormal returns, although none has been proven to be absolute. LÄS MER

  7. 25. APPLE : Abnormala avkastningar på Apple Inc av diverse händelser?

    Kandidat-uppsats, Södertörns högskola/Institutionen för ekonomi och företagande

    Författare :Irena Becanovic; Louisa Masoura; [2011]
    Nyckelord :Event study; abnormal return; volatility; market-adjusted model; Event studie; abnormal avkastning; volatilitet; justerande marknadsmodell;

    Sammanfattning : This paper treats the question about how the internationally established company, Apple, is affected by intern or extern events when it comes to the trade market. The purpose of the study is to investigate if chosen events create abnormal return on Apples stock market. LÄS MER