Sökning: "overreaction theory"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden overreaction theory.

  1. 1. 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

  3. 2. Reporäntan och dess påverkan på svenska bankers aktiekurser : En eventstudie

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Lena Medan; Arturo Montoya; [2015]
    Nyckelord :Share price; stock market; bank; event study; discount rate; Stockholm stock exchange; Sweden; Aktiekurs; aktiemarknad; bank; händelsestudie; reporänta; Stockholmsbörsen; Sverige;

    Sammanfattning : Syfte: Uppsatsen syfte är att klargöra och analysera reporäntans ränteförändringars påverkan på aktiekurserna för samtliga svenska banker i large cap på Stockholmsbörsen. Metod: Kvantitativa händelsestudier har gjorts med deduktiv forskningsansats på fyra företag, samtliga noterade på Stockholmsbörsen. LÄS MER

  4. 3. Utländska börsers inverkan på Stockholmsbörsen

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Simon Pfeffer; Johan Fyhn; [2014]
    Nyckelord :ADF; regression; correlation; coefficient of determination; The Efficient Market Hypothesis; extreme returns; Random Walk; Non-Random Walk; Behavioral Finance; Conservatism; Familiarities; OMXS30; S P500; DAX30.; Business and Economics;

    Sammanfattning : Issue: Does a statistical relationship between OMXS30 and S&P500 plus OMXS30 and DAX30 exist after extreme returns? Is it possible to explain the relationship between OMXS30 and S&P500 plus S&P500 and DAX30 with the chosen economic theories? Purpose: The purpose is to examine the effects on OMXS30 during 6 days after extreme returns on S&P500 or DAX30 are present. These effects will be examined by looking at how the returns differ between the domestic stock index and the foreign stock indices. LÄS MER

  5. 4. A Multi-country Analysis of Term Structure Behavior

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

    Författare :Alberto Ceron; Giorgio Cicala; [2013]
    Nyckelord :Expectation Hypothesis; Term Structure of Interest Rates; Term Spread; Vector Autoregressive Model; Forward Rates;

    Sammanfattning : This thesis aims to shed some further light on the much debated Expectation Hypothesis (EH). To test the theory we use the term structure, from 2000 to 2013, of four different countries, namely Italy, Sweden, Germany and the US. Our work presents four main tests of the EH, from standard term spread regressions to a more articulated VAR model. LÄS MER

  7. 5. P/E-effekten : En utvärdering av en portföljvalsstrategi på Stockholmsbörsen mellan 2004 och 2012

    Uppsats för yrkesexamina på avancerad nivå, Företagsekonomi

    Författare :Peter Alenius; Edward Hallgren; [2013]
    Nyckelord :Efficient market; financial market anomalies; P E effect; abnormal return; Capital Asset Pricing Model; portfolio selection; regression analysis; diversification; random walk; Modern Portfolio Theory; investor irrationality; small firm effect; mean reversion; investor overreaction; P E; anomalier; EMH; CAPM; diversifiering; portföljval;

    Sammanfattning : One could argue that the most discussed topic in finance is whether or not it is possible to “beat the market”. Even though many people claim to do this, there is little evidence to support the idea that one can consistently beat the market over a long period of time. LÄS MER