Sökning: "Stock Price Informativeness"

Hittade 4 uppsatser innehållade orden Stock Price Informativeness.

  1. 1. 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

  2. 2. 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

  3. 3. 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

  4. 4. Can Optimism in Press Releases Increase Abnormal Stock Returns? - An Event Study and Text-Analysis of Press Releases Issued by FinTech Companies under IFRS and US GAAP

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Fynn Euchner; Viktor Goldenius; [2019-08-08]
    Nyckelord :Event Study; FinTech; Text-analysis; DICTION; Capitalisation vs Expensing; Press-releases;

    Sammanfattning : Purpose The purpose of our study is to investigate and compare the level of optimism in press releases regarding R&D operations for FinTech companies under US GAAP and IFRS and how it affects abnormal stock returns under these two accounting standards. Research Design In order to conduct this study, an event study is used with 3, 5 and 11-days event windows, a 30-days estimation window and a gap of 10 trading days. LÄS MER