Sökning: "Investor sentiment"

Visar resultat 11 - 15 av 60 uppsatser innehållade orden Investor sentiment.

  1. 11. The impact of macroeconomic factorson the propensity of risk : How macroeconomic factors influence the level of risk in different stock market

    Uppsats för yrkesexamina på avancerad nivå, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Författare :Mohammed Mohammed; Mattias Zheng; [2023]
    Nyckelord :Propensity Risk; Stock Market; Inflation; Exchange rate and IPP;

    Sammanfattning : Background: Asset prices, investment choices, and market mood can all be greatly impacted by macroeconomic factors and risk perception. Therefore, for investors, portfolio managers, policymakers, and regulators looking to negotiate the complexity of financial markets, knowing how macroeconomic factors affect risk is crucial. LÄS MER

  3. 12. Can investor sentiment predict the European size premium? An empirical investigation of regional size premium predictability

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Julian Ziemer; Lappalainen Arttu; [2023]
    Nyckelord :Size Premium; Investor Sentiment; Return Predictability; Behavioral Finance; Business and Economics;

    Sammanfattning : Research on the determinants of the size premium, i.e. that small stocks on average outperform large stocks, has traditionally focused on financial and macroeconomic factors. However, recent academic studies shed light on the influence of behavioral factors on the size premium, specifically investor sentiment. LÄS MER

  4. 13. M&As do not care about your feelings – or do they?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Rene Holesinsky; Oskar Sirborn; [2022]
    Nyckelord :mergers and acquisitions; market sentiment; event study; principal component analysis; Business and Economics;

    Sammanfattning : Countless studies within M&As have examined factors that can explain bidding firms' abnormal returns, although, behavioral factors have mostly been overlooked. The aim of this study is to investigate the effect of investor sentiment on value creation around M&A deal announcements in the Nordic markets. LÄS MER

  5. 14. Can FEARS predict market returns?

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

    Författare :Victor Löthner; Markus Palsander; [2022]
    Nyckelord :Investor sentiment; FEARS; Google Trends; Market returns; Limits to arbitrage;

    Sammanfattning : [This paper examines whether internet queries provided by Google Trends can proxy investor sentiment and thereby predict future market returns. By creating our own Financial and Economic Attitudes Revealed by Searches (FEARS) index using Internet Search Volume (SVI), we examine the period 2013-2022. LÄS MER

  7. 15. Raising Capital During a Crisis: An Investigation on Market Reactions to Equity Raises Through Rights Offerings and Private Placements in Public Equity Before and During the Pandemic.

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

    Författare :Nils Mårding; Melker Hübsch; [2022]
    Nyckelord :Private Placements in Public Equity; Rights Offerings; Market Sentiment; Covid-19; Machine Learning;

    Sammanfattning : This study examines returns following announcement of upcoming private placements and rights offerings, before and during the Covid-19 pandemic, to measure investor preferences in method of equity financing. The results produced did not differ significantly between the time periods. LÄS MER