Sökning: "Soroush Mojtahedi"

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  1. 1. The MAX Effect and Investor Sentiment in Sweden

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

    Författare :Soroush Mojtahedi; Artemy Savin; [2021]
    Nyckelord :MAX Effect; Extreme Returns; Investor Sentiment; Lottery-type Stocks; Stock Return Predictability;

    Sammanfattning : Motivated by existing literature about the effect of maximum daily returns (MAX) on subsequent stock returns and the link between this effect and market sentiment, we investigate the possible effect of MAX on stock performance in Sweden and its relation with market sentiment. Portfolio-level analyses show evidence of MAX negatively affecting returns of stocks listed in Sweden, while firm-level cross-sectional regressions show that MAX has little or no effect on individual stocks' returns. LÄS MER