Sökning: "Abnormal returns"
Visar resultat 21 - 25 av 769 uppsatser innehållade orden Abnormal returns.
21. Can Machine Be a Good Stock Picker?: Bridging the Gap between Fundamental Data and Machine Learning
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : We investigate the efficacy of historical accounting data and consensus forecasts for relative valuation of stocks, employing tree-based machine learning methods. We run an XGBoost model for monthly cross-sections of financial and pricing data of US equities from 1984 to 2021. LÄS MER
22. Fredagseffekten : En händelsestudie om fredagseffekten i samband med offentliggörandet av kvartalsrapporter
Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : The paper investigates an anomaly in the capital market commonly referred to as the Weekday Effect. The Weekday Effect means that the average daily stock returns differ between the different days of the week. Previous studies have examined the Weekday Effect in the US capital market in conjunction with the day of quarterly reports' release. LÄS MER
23. Underlying Success Factors of Swedish Acquiring Firms in a Thriving Market : A Quantitative Study About Performance Indicators in 2021
Master-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : This thesis investigates abnormal returns for 60 Swedish acquiring firms within multipleindustries during a stock market peak. The research is limited to 2021, a year in which theM&A market saw an upswing in the number of transactions and volumes. LÄS MER
24. The granddaddy of underreaction events: Post-earnings announcement drift and information noisiness on the Swedish market
D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This paper aims to answer the question of whether there is an existence of post-earnings announcement drift on the Swedish stock market and to what extent it can be explained by information noisiness. A sample of publicly listed firms on the Swedish stock market from 2002 to 2019 is used and the research design includes four different approaches to estimating earnings surprises which is a crucial step in investigating PEAD. LÄS MER
25. Sponsored research’s impact on abnormal returns
Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : .... LÄS MER