Sökning: "Daily Price Range DPR"

Hittade 1 uppsats innehållade orden Daily Price Range DPR.

  1. 1. Intraday Stock Price Variability Around Quarterly Earnings Announcements: Are markets efficient at interpreting quarterly earnings announcements?

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

    Författare :Anton Ljungnér; [2022]
    Nyckelord :Efficient Market Hypothesis EHM ; Stock price variability; Earnings announcements; Post-earnings-announcement drift; Daily Price Range DPR ;

    Sammanfattning : This study examines the market reactions to earnings announcements and investigates the relationship between market cap segment and stock price variability around quarterly earnings announcements, on the Nasdaq OMX Stockholm main market during the year of 2021. Consistent with theoretical hypothesis, the empirical analysis shows that in the days surrounding an announcement of earnings, the abnormal intraday price ranges are elevated, and the elevated ranges are sustained for up to eight days following an announcement. LÄS MER