Sökning: "event study stock market"

Visar resultat 6 - 10 av 430 uppsatser innehållade orden event study stock market.

  1. 6. Market reaction to Basel III : An event study on the stock market reaction to the announcement by the Basel Committee on Banking Supervision on December 7th, 2017

    Magister-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :David Kinch Palvig; Anton Östlund Wessberg; [2023]
    Nyckelord :Banks; Basel III; Capital regulation; Efficient Market Hypothesis; Event study; Financial leverage; Stock markets;

    Sammanfattning : This paper investigates the impact of Basel III on the valuation of banks in the EEA through an event study of the stock market. It contributes to academic literature by enhancing the study by Bruno, Onali & Schaeck (2018) with another event date after the conclusion of their study. LÄS MER

  3. 7. 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

  4. 8. Can outsiders obtain abnormal returns by imitating insider trading? : - An application to trade in tech stocks on the Nasdaq Stockholm stockexchange. Comparing high and low volatile stocks.

    Magister-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Antonious Shalaby; Reis Rexha; [2023]
    Nyckelord :Insider trading; Abnormal Returns; Event Study;

    Sammanfattning : Abstract Title: Can outsiders obtain abnormal returns by imitating insider trading?- An application to trade in tech stocks on the Nasdaq Stockholm stock exchange.Comparing high and low volatile stocks. Course: JEFT27. LÄS MER

  5. 9. Coverage initiations : an exploratory casestudy

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Lina Ek; Maria Karlsson Osipova; [2023]
    Nyckelord :Commissioned equity research; Initiation report; Event study; Abnormal return; Trading volume; Uppdragsanalys; Initieringsrapport; Eventstudie; Abnormal avkastning; Handelsvolym;

    Sammanfattning : This master thesis is exploring the influence of coverage initiation reports issued by commissioned equity research analysts on stock prices and trading volumes. Equity research actors, with their expertise and skill, are providing the market with valuable information and filling the knowledge gaps that investors may have. LÄS MER

  7. 10. Fredagseffekten : En händelsestudie om fredagseffekten i samband med offentliggörandet av kvartalsrapporter

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Gabriel Björkenmark Yousfi; Samuel Ståhl; [2023]
    Nyckelord :Finance; Weekday effect; Friday effect; Abnormal return; Finansiering; Veckodagseffekten; Fredagseffekten; Avvikelseavkastning;

    Sammanfattning : The paper investigates an anomaly in the capital market commonly referred to as the Weekday Effect. The Weekday Effect means that the average daily stock returns differ between the different days of the week. Previous studies have examined the Weekday Effect in the US capital market in conjunction with the day of quarterly reports' release. LÄS MER