Sökning: "announcement days"

Visar resultat 11 - 15 av 83 uppsatser innehållade orden announcement days.

  1. 11. Intraday Stock Price Variability Around Quarterly Earnings Announcements: Are markets efficient at interpreting quarterly earnings announcements?

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Anton Ljungnér; [2022]
    Nyckelord :Efficient Market Hypothesis EHM ; Stock price variability; Earnings announcements; Post-earnings-announcement drift; Daily Price Range DPR ;

    Sammanfattning : This study examines the market reactions to earnings announcements and investigates the relationship between market cap segment and stock price variability around quarterly earnings announcements, on the Nasdaq OMX Stockholm main market during the year of 2021. Consistent with theoretical hypothesis, the empirical analysis shows that in the days surrounding an announcement of earnings, the abnormal intraday price ranges are elevated, and the elevated ranges are sustained for up to eight days following an announcement. LÄS MER

  3. 12. Avgörande faktorer för abnormal avkastning vid aktiesplit. 

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Enok Gartvall; Carl Landahl; [2021-02-05]
    Nyckelord :;

    Sammanfattning : This thesis studies how stock splits on the Nasdaq Composite Index between 2001-2019 affect the abnormal returns around the announcement day. Furthermore, it also examines which factors may explain the abnormal returns. Four hypotheses are constructed and then tested by using an event study and a regression model. LÄS MER

  4. 13. Everything is Relative: Underlying Mechanisms Affecting Investor Reactions to Contrast Effects in the US Financial Market

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

    Författare :Wilma Östman; Emma Lexhed; [2021]
    Nyckelord :Contrast Effect; Earning Announcement; Earning Surprise; The Relative Level of Market Strength; Loss Aversion;

    Sammanfattning : Contrast effects influence our perception of information because it biases us to perceive matters relative to each other and not by their absolute values. This paper explores contrast effects in a financial setting. Contrasts are measured by comparing earning news of firms with announcement dates following each other. LÄS MER

  5. 14. Macroeconomic Announcements and Uncertainty Resolving : Empirical Evidence from the Eurozone

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Mohammad Aljaid; [2021]
    Nyckelord :;

    Sammanfattning : Studying and identifying the impact of the macroeconomic news on the uncertainty, measured by the implied volatility index behavior in the European financial market, is the main goal of this study. The macroeconomic variables are regarded in this study are consumer price index CPI, the gross domestic product GDP, employment reports EMP, monetary policy MP, labor cost LC, and the current account for the Eurozone CA. LÄS MER

  7. 15. SPAC Post-Merger Performance

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Tim Söderman; Rasmus Hjorter Blomberg; [2021]
    Nyckelord :Special Purpose Acquisition Company SPAC ; Incentive Structure; Moral Hazard; Long-Term Performance; Management Expertise; Business and Economics;

    Sammanfattning : Special purpose acquisition companies (SPACs) are shell companies with no operational assets with the sole purpose of using the raised capital from the initial public offering (IPO) to acquire a private target firm within a predetermined time frame. This financial vehicle has in recent years surged in interest and media coverage. LÄS MER