Sökning: "fundamentals and stock return"
Visar resultat 1 - 5 av 9 uppsatser innehållade orden fundamentals and stock return.
1. Blockchain Technology & Volatility of Stock Returns : A Quantitative Study that Examines Blockchain Technology’s Impact on Volatility in Swedish Stocks
Master-uppsats, Umeå universitet/FöretagsekonomiSammanfattning : Blockchain technology has received tremendous attention during the last decade. Huge investments incentives have been made into Blockchain technology and companies worldwide are adapting the new modern innovation. LÄS MER
2. Herd Behaviour Myopia: Problems with assessing market rationality on the US stock market based on conventional herding measures.
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper aims to test the presence of herd behaviour in the seemingly rational US stock market by observing the behavioural tendencies at a sectoral-level. A model developed by Chang et al. (2000), where the measurement for herding is the dispersion between individual portfolio returns relative to the market return, is used. LÄS MER
3. Expected value premium: Evidence from combined Nordic markets
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Accumulated empirical research has evidenced the existence of value premium, which refers to the return gap between value and growth stocks. Our paper aims to investigate this phenomenon for Nordic market by estimating expected return from its fundamentals, dividends and earnings. LÄS MER
4. Trading on Parsimonious Prediction Models: Simply Genius or Genuinely Too Simplistic? - A 'fundamental analysis'-based test of market efficiency in the U.S.
D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : In the mature field of fundamental analysis (FA) and market efficiency tests, the study of Skogsvik & Skogsvik (2010) stands out in that it generates significant abnormal returns using a parsimonious ROE-based investment strategy in the Swedish market. To test the robustness of their results across countries and time periods, the aim of this thesis is twofold: First, it is investigated whether a simple FA-based trading strategy can generate similar excess returns on a large U. LÄS MER
5. Tone Management and Earnings Management. A UK evidence of abnormal tone in CEO letters and abnormal accruals
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Background and Problem Definition: The CEO letter is one significant narrative document through which senior management have opportunity to express beliefs and values to their shareholders. The CEO letter is unregulated in its nature and thereby subject to management opportunism through tone management. LÄS MER