Sökning: "Elizabeth Zhmud"

Hittade 2 uppsatser innehållade orden Elizabeth Zhmud.

1. 1. Private Firms with Public Debt: Empirical Findings of First Time Bond Issuers

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

   Författare :Hannes Månsson Höglund; Elizabeth Zhmud; [2022]
   Nyckelord :Initial public debt offerings; information asymmetry; cost of debt; going public;

   Sammanfattning : This paper studies inaugural bond issues made by private firms in relation to public equity firms on Western European bond markets. By combining data on security issues and company financial statements, we examine firm and bond characteristics of the respective type of firm. LÄS MER

3. 2. Investor Attention and Return Anomalies: Comparing Direct and Indirect Proxies of Investor Attention and Their Effect on the Swedish Stock Market

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

   Författare :Alfred Eriksson; Elizabeth Zhmud; [2020]
   Nyckelord :Return anomalies; Investor attention; Media coverage; Google SVI; Informational frictions;

   Sammanfattning : We compare two proxies for investor attention, media coverage, measured as the number of articles written about a firm, and relative Google Search Volume Index (SVI), and investigate their role in explaining return anomalies on the Swedish stock market. Using a media-based zero-investment trading strategy we find significant abnormal returns, unexplained by known risk factors and robust to common return anomalies. LÄS MER