Sökning: "Filip Abrahamsson Kwetczer"

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  1. 1. Potential Overreactions and Reversal Effects, Evidence from the Swedish Market

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

    Författare :Filip Abrahamsson Kwetczer; Carl Åkerlind; [2015]
    Nyckelord :Overreaction Hypothesis; Reversal effects; Causational events; OMXS30; Swedish Market;

    Sammanfattning : Ever since De Bondt and Thaler first formulated the Overreaction Hypothesis researchers have been studying different financial markets searching for evidence for an overreacting market. This paper examines if the OMXS30 stocks overreact to extreme events and if certain variables, such as the underlying causational event of the potential overreaction and furthermore the characteristics of the potential overreaction itself, can explain the probability of reversals taking place. LÄS MER