Sökning: "Day of publication"
Visar resultat 1 - 5 av 36 uppsatser innehållade orden Day of publication.
1. Push it to the limit
Kandidat-uppsats, Göteborgs universitet/Institutionen för journalistik, medier och kommunikation; Göteborgs universitet/Institutionen för journalistik, medier och kommunikationSammanfattning : Today, push notifications are arguably an essential part of regular people’s daily news consumption. This could not have been said only a few years ago – the evolution has taken place under a short period of time, and will most likely continue in the future. LÄS MER
2. Leveling the Playing Field: Can Private Investors Benefit From Mimicking Insider Trades? A quantitative study of insider trading
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Historically, investors have been searching for strategies to maximize performance in the stock market. It has been shown that corporate insiders can earn abnormal returns by trading in their own companies as they possess superior information and, to a certain degree, market timing ability. LÄS MER
3. Coverage initiations : an exploratory casestudy
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : This master thesis is exploring the influence of coverage initiation reports issued by commissioned equity research analysts on stock prices and trading volumes. Equity research actors, with their expertise and skill, are providing the market with valuable information and filling the knowledge gaps that investors may have. LÄS MER
4. 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
5. Abnormal returns from insider trading - does insider trading generate abnormal returns for the Swedish stock exchange and large cap Stockholm?
Kandidat-uppsats,Sammanfattning : This paper studies insider trading and abnormal returns on the Large Cap list of the Swedish stock exchange using a sample of 119 firms and 10528 individual transactions between the period 2016-2022. The study is built on the theoretical framework of the efficient market hypothesis and information asymmetry. LÄS MER