Sökning: "Macroeconomic News"
Visar resultat 1 - 5 av 7 uppsatser innehållade orden Macroeconomic News.
1. High-Frequency Foreign Exchange Rate Behavior on the Arrival of Macroeconomic News - The Impact of Swedish and U.S. News on USD/SEK ReturnsKandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : This paper studies the high-frequency behavior of the USD/SEK currency pair on the arrival of macroeconomic news emanating from Sweden and the United States. By using exchange rate data sampled at one minute-by-minute quotations and market expectations from the Bloomberg Terminal, the study finds systematic effects of news on exchange rate returns. LÄS MER
2. Are Pre-Scheduled Macroeconomic News Days Different From Other Days? – A Cross-Sectional Analysis of the Swedish Stock MarketKandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : This thesis has examined if there is any difference in the relationship between different risk factors and the cross-section of assets excess returns on the Swedish stock market between days when macroeconomic news is scheduled to be announced (announcement days) and other days (normal days). The Fama and Macbeth two-pass regression method have been used for investigating the hypothesis that announcement days are different from normal days. LÄS MER
- C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering
Sammanfattning : The purpose of this thesis is to examine whether the Swedish stock market reacts differently to earnings announcements during periods of high investor sentiment than during periods of low investor sentiment. We define investor sentiment as investor beliefs about future cash flows or discount rates not supported by prevailing economic and financial fundamentals. LÄS MER
- D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : This thesis consists of two different papers within the field of Asset Pricing, which study asymmetric relationships in the Cross-Section of Stock Returns: "State Dependence of Macroeconomic Announcement Betas and the Cross-Section of Stock Returns" and "Idiosyncratic Higher Order Moments in the Cross-Section of Stock Returns". In the first paper I examine the relationship between macroeconomic data releases and stock prices. LÄS MER
- Master-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : In this study we analyze the intraday behaviour of stock returns and trading volume using the data on OMXS 30 stocks. We find that returns follow a reverse J-shaped pattern with the peak at the beginning of the trading day, while trading volume attains its maximum towards at the market closure. LÄS MER