Avancerad sökning

Visar resultat 1 - 5 av 10 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Not Just Noise: An Empirical Study of Irrational Noise Trading and its Role in Financial Markets

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

    Författare :Valter Ehrström; Linus Sigurdson; [2022]
    Nyckelord :Microstructure theory; Noise trading; Retail trading; Sports; Transaction costs;

    Sammanfattning : This paper explores the role of irrational 'noise' traders in financial markets. Theory suggests that a lower share of irrational or uninformed trading in the market should lead to higher adverse selection costs, and that irrational trading should be more susceptible to exogenous, non-economic events that capture traders' time and attention. LÄS MER

  3. 2. 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

  4. 3. 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

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

    Master-uppsats, 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. For listed property companies a secondary valuation occurs simultaneously as the company’s stocks are traded on the stock market. LÄS MER

  7. 5. 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