Sökning: "overreaction hypothesis"

Visar resultat 1 - 5 av 16 uppsatser innehållade orden overreaction hypothesis.

  1. 1. Positively deviating : A study on reversed profit warnings and market reactions

    Magister-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Johan Fransson; Philip Curry; [2020]
    Nyckelord :Reversed profit warnings; abnomal returns; event study; efficient market hypothesis; Nordic markets;

    Sammanfattning : This thesis examines the initial and long-term market reactions following reversed profit warnings on the Nordic markets. Furthermore, it investigates if firm size and trading volume can explain the magnitude of the market reaction. LÄS MER

  3. 2. Fatal accidents in the mining industry – do investors react rationally?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Björn Mattsson; [2020]
    Nyckelord :Finance; behavioral finance; market psychology; overreaction theory; efficient market hypothesis; mining; fatal accidents; Business and Economics;

    Sammanfattning : The mining industry is characterized by a hazardous working environment for its employed blue-collar workers and a general complexity of valuation for investors. By theories of behav-ioral finance, corporate social responsibility, and others outlined in the following, this makes a setting where one could plausibly expect reactions and even overreactions among investors to fatal accidents incurred among employed miners related to the mining operations. LÄS MER

  4. 3. Beating the market through dividend yields : Dogs of the Dow in the Swedish context

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Daniel Olsson; Arvid Necander; [2016]
    Nyckelord :Dogs of the Dow strategy; overreaction hypothesis; dividend investing; investment strategy; portfolio management; finance;

    Sammanfattning : This paper investigates whether the Dogs of the Dow (or “Dow Dogs”) investment strategy is applicable to the Swedish stock market during the period 1996-2015. The strategy uses dividend yield as a way to identify undervalued stocks. LÄS MER

  5. 4. Påverkar oförutsägbara händelser flygbolagsaktiekurser?

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Ganna Kovalenko; Kornelia Nastawska; [2016]
    Nyckelord :efficient market hypothesis; event study method; terrorist attack; plane crash; recovery time; weekday effect; abnormal returns; Effektiv marknadshypotes; eventstudiemetod; terrorattack; flygplanskrasch; återhämtningstid; veckodagseffekt; avvikande avkastning.;

    Sammanfattning : Purpose: The aim of the study is to identify how airline stock prices can be affected by unpredictable exogenous events. Theoretical Framework: The study is based on the efficient market hypothesis and behavioural finance with a focus on overreaction, herd behaviourism and seasonal anomalies that arise at the stock market. LÄS MER

  7. 5. Terrorismens ekonomiska konsekvenser - Utländska terrorattentats effekter på Stockholmsbörsen

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oscar Carlén; Carl-Adam Kjellström; [2016]
    Nyckelord :Terrorism; Terrorattentat; Händelsestudie; Marknadseffektivitet; Överreaktion; Business and Economics;

    Sammanfattning : Denna uppsats undersöker terrorattentats inverkan på den svenska finansiella marknaden. Effekterna studeras genom att granska avkastningen på Stockholmsbörsen i samband med ett terrorattentat. LÄS MER