Sökning: "Tom Stock"

Visar resultat 1 - 5 av 20 uppsatser innehållade orden Tom Stock.

1. 1. Ferdinand, the Unpredictable Bull : Cash Flow Distribution Behavior During U.S. Recessions - An Event Time Analysis

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

   Författare :Erik Gunnarsson; Tom Mueffelmann; [2023]
   Nyckelord :Business Cycles; Event Time Study; Predictability of the Price-Dividend Ratio; Aggregate Dividends; Net Repurchases;

   Sammanfattning : The paper employs an event study approach to investigate the behavior of aggregate cash flow distributions and stock prices in the U.S. stock market around recessions. Aggregate prices anticipate low aggregate dividend and economic growth until adjusting for the diverse time measurement methodologies. LÄS MER

3. 2. High-Frequency Market Reactions to Unscheduled Stock-Speci c News- An Empirical Analysis of the Intraday Market Dynamics of the Stockholm Stock Exchange

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Olle Ekesryd; Tom Carlson; [2022-06-29]
   Nyckelord :unscheduled news; intraday; e cient market hypothesis; high-frequency trading; sentiment analysis;

   Sammanfattning : This study examines the e ect of unscheduled stock-speci c news on stock char- acteristics of the Swedish stock market and evaluates the opportunity of con- structing a news trading strategy. It especially focuses on volume and volatility reactions between sixty minutes prior to and after the news releases. LÄS MER

4. 3. Turn-of-the-Month Effect : A study of the existence of a calendar effect on the Swedish stock market  

   Kandidat-uppsats, Stockholms universitet/Företagsekonomiska institutionen

   Författare :Dena Afshari; Jennifer Bergman; Martin Blomberg; [2022]
   Nyckelord :Calendar anomaly; Turn-of-the-month ToM effect; Covid-19 pandemic;

   Sammanfattning : This thesis investigates the existence of the turn-of-the-month (ToM) effect on the Swedish stock market and further examines whether this calendar anomaly is persistent but different during the Covid-19 pandemic. The main purpose of this study is to determine if the ToM effect is significant in the Swedish stock market over twelve years, particularly during the Covid-19 pandemic. LÄS MER

5. 4. Replicating the retailers' trading imbalance anomaly : A quantitative study about excess return opportunities on Swedish Small Cap listed firms

   Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Erik Kroon; Tom Karlsson; [2021]
   Nyckelord :retailers; rrading; imbalances; anomaly; anomalies; replicating; broker statistics; asset pricing models; CAPM; Fama and MacBeth;

   Sammanfattning : Previous research conducted on the US markets has found that retailers' trading imbalances can contribute to excess return opportunities, especially on Small Cap stocks. Therefore, we argue that this can be seen as an anomaly. However, anomalies that are found historically may not tell the whole truth. LÄS MER

7. 5. Diversification Attributes of Dutch REITs During Recessions:Return, Standard Deviation and Liquidity Characteristics

   Master-uppsats, KTH/Fastigheter och byggande

   Författare :Tom Bergstrom; Patrik Carlsson; [2020]
   Nyckelord :REITs; Netherlands; Real Estate; Mixed-Asset Portfolio; Liquidity; Performance; Diversification; REITs; Nederländerna; Fastigheter; Investeringsportfölj; Likviditet; Diversifikation;

   Sammanfattning : The objective of this thesis is to determine the performance of Dutch REITs and liquidity aspects during recessions and economic upswings as well as correlation with other asset classes to gain further knowledge in the field ofreal estate investment and asset performance during certain time periods. This is achieved through a quantitative analysis of historical daily returns, standard deviation and transaction volume of shares regarding REITs and other assets that usually pertain to an investor’s portfolio. LÄS MER