Sökning: "Investor Attention"

Visar resultat 1 - 5 av 67 uppsatser innehållade orden Investor Attention.

  1. 1. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?

    Magister-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Kasra Shariati; [2022]
    Nyckelord :Bitcoin; Gold; Investor Attention; Market Performance; Virtual Currency Development; Investments; Correlation;

    Sammanfattning : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. LÄS MER

  2. 2. Frog in the Factor Pan: Continuous information in factor momentum

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

    Författare :Darius Saftoiu; Jinyoung Lee; [2022]
    Nyckelord :Momentum; Factor momentum; Frog-in-the-pan hypothesis; Limited attention; Continuous information;

    Sammanfattning : Since stock momentum stems from momentum within common risk factors, as shown through recent studies, we test whether Da et al. (2014)'s frog-in-the-pan hypothesis of limited attention is able to explain the persistence of the momentum within factor risk premia. LÄS MER

  3. 3. Learning From Investor Attention: Examining the Predictive Power of Investor Attention on Market Returns with Machine Learning

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

    Författare :Ludvig Hartler; Lukas Uhrström; [2022]
    Nyckelord :investor attention; machine learning; PLS; LSTM; stock returns;

    Sammanfattning : We study the predictive properties of investor attention on time series market returns. Extending an earlier proposed index of investor attention aggregated from twelve popularly studied attention proxies, we show that it strongly predicts excess returns on the stock market. LÄS MER

  4. 4. Climate Disaster-Triggered Attention Shifts: Evidence from Green Mutual Fund Flows

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

    Författare :Jack Arkesteijn; Simon Wießner; [2022]
    Nyckelord :Climate disasters; Climate change; Mutual funds; Behavioral finance; LCD;

    Sammanfattning : This thesis empirically investigates the degree to which climate disasters have a behavioral impact on mutual fund flows into green versus non-green funds. Through a twofold analysis that studies both Google search volume-proxied investor attention as well as green and control mutual fund flows, we show that local climate disasters have a positive impact on both investor attention and behavior towards green funds. LÄS MER

  5. 5. Swedish green bond market: do firms benefit from green bonds through a lower cost of capital?

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

    Författare :Yosua Sihombing; Márta Vidéki; [2022]
    Nyckelord :Green bond; Green premium; Stock price reaction; Investor attention;

    Sammanfattning : Green bonds are one of the most important assets in sustainable finance that are projected to reach a market size of USD 1 trillion by the end of 2022. This thesis looks into the Swedish corporate bond market from 2014 to March 2022 with the goal of understanding if firms benefit from a lower cost of capital through the issuance of green bonds. LÄS MER