Sökning: "Tavish Gantz"

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  1. 1. The Performance of Stocks Earning Extreme Single-Day Returns: Evidence from Sweden

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

    Författare :Dominik Schleuss; Tavish Gantz; [2021]
    Nyckelord :MAX Effect; Extreme returns; Cross-section of returns; Lottery-like payoffs; Behavioral Finance;

    Sammanfattning : In 2011, Bali et al. presented evidence that stocks with extreme one and multi day-returns significantly underperform stocks with less extreme returns in the following month. They attributed this to investors exhibiting a preference for stocks with lottery-like payoffs. LÄS MER