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Hittade 3 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Strategic Earnings Announcements on Stockholm OMX Exchange - A study of the tendency to and market reaction towards disclosure of earnings announcements during periods of lower market attention(?)

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

    Författare :Gabriel Meisner; Erik Leijon; [2017]
    Nyckelord :Earnings Announcements; Efficient Market Hypothesis; Investor inattention; Event Study;

    Sammanfattning : In this study, we investigate the phenomenon of Strategic Earnings Announcements on the Stockholm OMX Exchange. Using basic t-tests, we report that earnings announcements made on Fridays are not related to negative earnings surprises when compared to other weekdays, rather there are indications that Friday announcements are related to a positive surprise in the market. LÄS MER

  3. 2. From Market Efficiency to Event Study Methodology : An Event Study of Earnings Surprises on Nasdaq OMX Stockholm

    Kandidat-uppsats, Mälardalens högskola/Akademin för ekonomi, samhälle och teknik

    Författare :Robin Jonsson; Jessica Radeschnig; [2014]
    Nyckelord :Event Study; Efficient Market Hypothesis; Semi-Strong Market Efficiency; Earnings Surprises Stockholm OMX; Swedish Stock Market; Rank Test;

    Sammanfattning : The analysis of market efficiency helps researchers and investors to better understand the complexities of the financial market. This report tests market efficiency at the semi-strong degree by employing an event study with focus on surprises in quarterly earnings-announcements made by companies that are publicly listed on Nasdaq OMX Stockholm. LÄS MER

  4. 3. Value versus Growth on OMXS and Asymmetric Responses to Earnings Surprises

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

    Författare :Carl Elfving; Zacharias Sjöberg; [2014]
    Nyckelord :Value; Growth; Asymmetric Reactions; Earnings Surprises;

    Sammanfattning : Numerous studies have been conducted worldwide mapping differences in stock returns based on value versus growth characteristics. This paper examines whether there are differences in quarterly returns between value and growth stocks on OMX Stockholm (OMXS) 2004-2014. LÄS MER