Sökning: "Price informativeness"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden Price informativeness.

  1. 1. Mandated Short Selling Transparency and its Impact : An empirical analysis on significant short selling disclosures and their impact on Swedish small cap securities between 2017 - 2022

    Kandidat-uppsats, Stockholms universitet/Företagsekonomiska institutionen

    Författare :William Florin; William Jonnerberg; Rasmus Strandberg; [2023]
    Nyckelord :short selling disclosures; ESMA;

    Sammanfattning : In this paper, the impact of significant short selling disclosures (> 0.5%) on returns and trading activity is studied. LÄS MER

  3. 2. Exchange Trades Funds and Constituent Price Informativeness

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

    Författare :Frida Habbe; Sofia Hellenborg; [2022]
    Nyckelord :Exchange traded funds; price informativeness; price non-synchronicity; information costs; trader behavior;

    Sammanfattning : This thesis aims to investigate the relationship between exchange-traded funds and the price informativeness of their constituents using daily data on the proxies ETF coverage and price non-synchronicity over a period of 4.5 years, and finds some statistically significant evidence of a negative relationship. LÄS MER

  4. 3. Profiting from uncertainty: A study on the informativeness of insider trades during the COVID-19 pandemic

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för företagande och ledning

    Författare :Sandra Nordlöw; Einar Ottesen Kalman; [2022]
    Nyckelord :COVID-19; Insider Trading; NPR; SEC; Market Reactions;

    Sammanfattning : Using publicly available data on insider trades made in constituent companies of the S&P 500, this paper examines the return of- and market reactions to insider trades made during the first six months of the COVID-19 pandemic. Our results show that insider trading activity peaked in the early months of the pandemic, that insiders did possess predictive ability concerning future stock development and that they hence were able to beat the market during our sample period. LÄS MER

  5. 4. Peering into the future: A study of the relationship between listed industry peer populations and stock price informativeness

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

    Författare :Carl Albert Planting-Gyllenbaga; [2021]
    Nyckelord :Price informativeness; Industry population; Intra-industry information; Declining listings; Market efficiency;

    Sammanfattning : This thesis explores the relationship between US firms' stock price informativeness and the number of US public companies belonging to their same primary industry. The study is conducted on an unbalanced panel of 94,714 firm-year observations over the period from 1976 to 2016. LÄS MER

  7. 5. Going Public and Stepping Up: Do companies become more productive after listing on the stock exchange?

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

    Författare :Folke Schröder Frykhammar; Gustav Sandelin; [2021]
    Nyckelord :Productivity; Initial Public Offering; Stock Price Informativeness; Total Factor Productivity;

    Sammanfattning : This thesis examines whether Swedish companies become more productive, i.e., achieve higher total factor productivity (TFP), after going public. Additionally, it extends previous findings about stock price informativeness to a Swedish context and tests whether it has any ex ante going public implications on productivity. LÄS MER