Sökning: "market overreaction"

Visar resultat 6 - 10 av 35 uppsatser innehållade orden market overreaction.

  1. 6. Fatal accidents in the mining industry – do investors react rationally?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Björn Mattsson; [2020]
    Nyckelord :Finance; behavioral finance; market psychology; overreaction theory; efficient market hypothesis; mining; fatal accidents; Business and Economics;

    Sammanfattning : The mining industry is characterized by a hazardous working environment for its employed blue-collar workers and a general complexity of valuation for investors. By theories of behav-ioral finance, corporate social responsibility, and others outlined in the following, this makes a setting where one could plausibly expect reactions and even overreactions among investors to fatal accidents incurred among employed miners related to the mining operations. LÄS MER

  3. 7. The Uncertainty Influence on Earnings Announcement Returns

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

    Författare :Gustav Kölby; Johan Widén; [2019]
    Nyckelord :Market Uncertainty; VIX; Unexpected Earnings; Contrast Effects; Earnings Announcements;

    Sammanfattning : We present evidence that market uncertainty influences the magnitude of the stock return response to earnings announcements. In this paper, we find that investors react more strongly to good news when released in a market of high uncertainty, compared with the same news in a market of low uncertainty. LÄS MER

  4. 8. Överreaktioner på Stockholmsbörsen?

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Andreas Åberg; Henrik Peltomaa; [2019]
    Nyckelord :Overreaction; Fama-French three-factor model; Contrarian strategy; Stockholm Stock Exchange; Överreaktion; Fama-French trefaktormodell; contrarianstrategi; Stockholmsbörsen;

    Sammanfattning : I denna uppsats kommer vi att undersöka om det förekom överreaktioner på Stockholmsbörsen mellan åren 2002 och 2016. Överreaktioner undersöks genom att bilda vinnar- och förlorarportföljer baserat på tidigare månatliga avvikelseavkastningar. LÄS MER

  5. 9. Financial Magazines impact on the Swedish Stock Market : An event study

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Gusten Hansson; Philip Hausenkamph; [2019]
    Nyckelord :Recommendation; event study; efficient market; overreaction; behaviour finance;

    Sammanfattning : The purpose of this study is to investigate the effect of a stock recommendation from the leading financial magazines in Sweden. The study aims to measure the impact a recommendation illustrates in true value. The measurements are mean abnormal returns (AR), mean cumulative abnormal returns (CAR) and mean abnormal volume (AV). LÄS MER

  7. 10. When Family Matters: The Impact of Family Control on Firm Valuation after the Financial Crisis 2007-2009 - An Empirical study on Nordic Publicly Listed Firms

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

    Författare :Anton Persson; Thomas Teuschler; [2018]
    Nyckelord :Family control; Founder management; Financial Crisis; Stock Price Performance;

    Sammanfattning : For a sample of 412 public companies in the Nordics, we study if and how family control affects stock price performance during the 2007-2009 financial crisis and the 2009-2011 post-crisis period. Overall, family-controlled firms do not perform significantly different from other types of firms. LÄS MER