Sökning: "Noise traders"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden Noise traders.

  1. 1. Forecasting Stock Index using Deep Learning and how it can be applied in the financial sector

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Saleh Saleh Abbas; [2018]
    Nyckelord :;

    Sammanfattning : The idea of predicting the stock market has existed for hundreds of years. From the pre-industrial age of japan investors used candlestick patterns to predict the movement of rice prices, to the modern age of high frequency robot traders. LÄS MER

  2. 2. Pre-issue attention and the performance of an IPO

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

    Författare :Dag Tuvberger; Klas Vestergren; [2017]
    Nyckelord :behavioral finance; IPO; noise traders; investor attention; publicity;

    Sammanfattning : This study looks at IPOs on Swedish stock exchanges between the years 2000 and 2017. It aims to investigate if a relationship exists between investor attention for a company before its IPO and the subsequent returns of its stock in the early trading after the IPO. LÄS MER

  3. 3. Examining the Deviation to Net Asset Value for Swedish Listed Property Companies

    Master-uppsats, KTH/Fastigheter och byggande; KTH/Fastigheter och byggande

    Författare :Tomas Shaw; Matilda Wåhlin; [2016]
    Nyckelord :Deviation to NAV; Panel data; Real Estate; Substansrabatt; Substanspremie; Panel data;

    Sammanfattning : Net asset value (NAV) is commonly used to represent the value of a property company. Forlisted property companies a secondary valuation occurs simultaneously as the company’sstocks are traded on the stock market. LÄS MER

  4. 4. Swedish Investment Companies and Behavioral Determinants of the Relative Valuation to NAV

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

    Författare :Mattias Svensson; Olle Boström; [2015]
    Nyckelord :Swedish investment companies; Closed-end fund discount; Noise traders; Behavioral finance;

    Sammanfattning : The discount to Net Asset Value (NAV) in Swedish investment companies is a phenomenon that has been present for decades. This study aims to explain part of the discount valuation without taking firm-specific characteristics into consideration. Instead, we use several regression models where only market-wide behavioral arguments are used. LÄS MER

  5. 5. Hoping for the jackpot - Swedish individual investors' trading activities in lottery stocks

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

    Författare :Johannes Koblitz; Krisztián Pintér; [2013]
    Nyckelord :Behavioural finance; Lottery stocks; Idiosyncratic skewness; Idiosyncratic volatility; Noise trading;

    Sammanfattning : In this thesis we analyze behavioural biases that can affect Swedish individual investors during the first years of the financial crisis, between January 2006 and January 2009. In particular, we examine their trading activity of lottery stocks and its effect on the prices, and consequently, on the returns of these stocks. LÄS MER