Sökning: "Earnings Announcements"

Visar resultat 1 - 5 av 44 uppsatser innehållade orden Earnings Announcements.

  1. 1. Fund Managers' Awareness of Announcement Premiums: A Study on Fund Managers' Investment Decisions

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

    Författare :Thomas Paal; Anton Svensson; [2023]
    Nyckelord :Mutual Funds; Earnings Announcement Premium; Macroeconomic Announcement Premium; Decreasing Exposure; Fund Outflows;

    Sammanfattning : In this paper, we interview fund managers of actively managed Swedish mutual funds to understand how they trade around earnings announcements. Based on an academic paper that we use as the basis for our paper, the authors of the paper find that fund managers on average tend to decrease their exposure to stocks ahead of earnings announcements, even though there is a significantly increased risk-reward and earnings announcement premium to earn ahead of the announcements. LÄS MER

  3. 2. Natteffekten på Stockholmsbörsen : En studie om kvartalsrapportens inverkan på nattavkastning

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Erik Aste; Sebastian Rosander; [2023]
    Nyckelord :Anomali; kvartalsrapport; avkastning; natteffekt; stockholmsbörsen; nattavkastning;

    Sammanfattning : Recent research has highlighted the puzzling phenomenon of overnight stock returns vastly outperforming day returns. The anomaly has been fairly well documented but the underlying factors are still debated. LÄS MER

  4. 3. Post Earnings Announcement Drift in the Stockholm Stock Exchange : How pronounced is PEAD on beta, traded volume and sector allocation?

    Master-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Författare :Ramon Nino; Paula Sander Pettersson; [2023]
    Nyckelord :PEAD; Post Earnings Announcement Drift; Anomalies; Efficient Market Hypothesis; Earnings announcements; beta; volume; sector; price;

    Sammanfattning : Post Earnings Announcement Drift (PEAD) is a market anomaly that challenge the “Efficient Market Hypothesis” (EMH). It was first discovered in 1968 by Ball and Brown. When firms on the stock market have their earnings announcement the stock price will be affected and tend to drift up or down in price for days, weeks or months. LÄS MER

  5. 4. Buck for the Bang? Abnormal Returns in Response to Arms Donation Announcements During the Russo-Ukrainian War

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

    Författare :Adam Dabram; Edvin Dribe; [2023]
    Nyckelord :Event study; Abnormal returns; Defense industry; Difficult-to-interpret information; Russo-Ukrainian war;

    Sammanfattning : This paper examines defense industry stock market reactions to governmental announcements to donate weapons to Ukraine in response to the Russian invasion 2022. We use daily stock return and donation announcement data and employ event study methodology to establish abnormal returns among a select number of defense industry firms. LÄS MER

  7. 5. Marknadsreaktionen före och efter kvartalsrapportering : En kvantitativ studie om sambandet mellan aktiepris och handelsvolym på OMXS30

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Fernando González Becerra; Antoni Cardenas Saavedra; [2022]
    Nyckelord :Kvartalsrapporter; Kalenderanomalier; Handelsvolym; Prisförändringar; Attention grabbing-hypotesen;

    Sammanfattning : Bakgrund och problemformulering: Inom finansmarknaden är offentliggörandet av kvartalsrapporter en av få event vars tidpunkt kan säkerställas. I enlighet med tidigare forskning brukar perioden kring offentliggörandet leda till olika typer av marknadsreaktioner. LÄS MER