Sökning: "price pressure hypothesis"

Visar resultat 1 - 5 av 22 uppsatser innehållade orden price pressure hypothesis.

1. 1. Announcement Effect of Primary Seasoned Equity Offerings of Common Stock: Evidence from the Swedish Stock Market

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Anna Jóna Reynisdóttir; Guðrún Özurardóttir; [2023]
   Nyckelord :Seasoned equity offering; Swedish stock market; primary offering; equity issue; financing; increase in share capital; wealth transfer; Business and Economics;

   Sammanfattning : This study investigates the abnormal returns associated with announcements of primary seasoned equity offerings of common stock on the Swedish stock market. It provides a comprehensive discussion on equity offerings and their related theories, in addition to a thorough review of existing empirical research. LÄS MER

3. 2. The Pricing of Green Bonds at Issuance : Is There Underpricing or a "Greenium"?

   Magister-uppsats, Jönköping University/IHH, Företagsekonomi

   Författare :Kristin Löffler; [2022]
   Nyckelord :green bonds; greenium; underpricing; signaling hypothesis; price pressure hypothesis; information-compensation hypothesis;

   Sammanfattning : This paper examines if green bonds incur underpricing or overpricing, that is, have a "greenium", at issuance. Using a global sample of 830 liquid green bonds priced between March 20, 2012 and March 24, 2022, this study estimates an empirical model of the initial returns through ordinary least squares and quantile regressions. LÄS MER

4. 3. Inkluderingar och exkluderingar i OMXS30 och dess påverkan på aktiers avkastning på kort och lång sikt

   Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

   Författare :Tim Hansson; Gustav Karlsson; [2021-02-24]
   Nyckelord :Indexeffekten; OMXS30; indexinkluderingar; indexexkluderingar; abnorm avkastning; eventstudie;

   Sammanfattning : Denna uppsats ämnar att genom en eventstudie undersöka hur förändringar i sammansättningen av det svenska börsindexet OMXS30:s påverkar aktiers överavkastning ur ett kort- och långsiktigt perspektiv mellan 2000–2020. En rad av teorier nyttjades för att analysera den kvantitativa datan och resultatet visade att inkluderade aktier har en kortsiktig positiv överavkastning medan exkluderade aktier har en kortsiktig negativ överavkastning. LÄS MER

5. 4. Stock price reactions to analysts’ recommendations. Do analysts make a valuable contribution to price discovery?

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Andri Jónsson; Oskar Nilsson; [2021]
   Nyckelord :Stock recommendations; Efficient market hypothesis; Information hypothesis; Price pressure hypothesis; Cumulative abnormal returns; Business and Economics;

   Sammanfattning : The aim of this thesis was to investigate if stock recommendations published by financial analysts make a valuable contribution to price discovery on the Swedish stock market. This was achieved by examining the abnormal returns for two time windows, the surrounding days of published recommendations and the next two weeks after publication. LÄS MER

7. 5. Center of Attention - A Study of Retail Investor Attention and IPO Performance in Sweden

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

   Författare :Daniel Mattisson; Jacob Molin; [2020]
   Nyckelord :ipo; underpricing; price-pressure; search data; retail investor attention;

   Sammanfattning : We test an attention-induced price-pressure hypothesis on Swedish data by replicating and extending the methodology of Da, Engelberg and Gao (2011). Using a sample of 233 IPOs on Nasdaq Stockholm and First North from 2004 to 2019, we examine the relationship between retail investor attention, proxied by Google search data, and IPO performance. LÄS MER