Sökning: "behavioral finance handelshögskolan i stockholm c"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden behavioral finance handelshögskolan i stockholm c.

1. 1. "Den 25:e smäller det!" Payday Arbitrage in Swedish Consumer Market Behavior

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

   Författare :Marwan Al-Bardaji; Alexander Wikström; [2023]
   Nyckelord :Payday effect; Behavioral household finance; Time preference; Payday arbitrage; Household liquidity;

   Sammanfattning : This thesis investigates the impact of the Swedish salary disbursement schedule on consumer behavior, particularly on the 25th of each month, a notable payday for most employees in Sweden. The study examines whether the anticipation of a monthly salary influences consumer decisions and spending patterns, potentially leading to payday-related arbitrage opportunities in Swedish marketplaces. LÄS MER

3. 2. The power of momentum: An analysis of momentum extremes within sports betting

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

   Författare :Carl Hellman; [2022]
   Nyckelord :Behavioral finance; Financial markets; Asset pricing; Cognitive bias; misreaction;

   Sammanfattning : In this paper I examine 20862 betting contracts within the sport of soccer for the last decade within 5 major leagues. I perform tests of pricing anomalies for different instances of momentum by using sports betting as a laboratory environment. I find evidence of overreaction within the general price movements and for standard momentum portfolios. LÄS MER

4. 3. In the Eye of a Pandemic: An Event Study of the Swedish Stock Market Reactions to the Covid-19 Press Conferences

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

   Författare :Julia Karnermo; Emma Sedolin; [2021]
   Nyckelord :Sweden; Covid-19; News Announcements; Behavioral Finance; Sentiment;

   Sammanfattning : Using intraday trading data for the Swedish stock market, this paper examines the stock market reactions to The Public Health Agency of Sweden's daily press conferences covering Covid-19. Our results indicate that stock returns immediately drop at the 1% significance level when negative news are announced. LÄS MER

5. 4. Pre-issue attention and the performance of an IPO

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

   Författare :Dag Tuvberger; Klas Vestergren; [2017]
   Nyckelord :behavioral finance; IPO; noise traders; investor attention; publicity;

   Sammanfattning : This study looks at IPOs on Swedish stock exchanges between the years 2000 and 2017. It aims to investigate if a relationship exists between investor attention for a company before its IPO and the subsequent returns of its stock in the early trading after the IPO. LÄS MER

7. 5. BEHIND THE SCENES OF TERROR - A study of the drivers behind the market reaction of terrorist attacks

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

   Författare :Carl-Thomas Ledmyr; David Li; [2015]
   Nyckelord :Terrorism; Behavioral finance; Google search hits; Terrorist risk; Financial markets;

   Sammanfattning : This paper investigates the underlying factors that cause negative market reaction from a terrorist attack. The data set examined includes 40 global terrorist attacks between 2000 and 2013 retrieved from the Global Terrorism Database. We find that one of the significant drivers behind the market reaction is the global reach of the event, e.g. LÄS MER