Sökning: "price reversals"
Visar resultat 1 - 5 av 7 uppsatser innehållade orden price reversals.
- D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : This paper analyzes the relationship between index fund flows and the valuations of index constituents listed on the Stockholm Stock Exchange. Using data on the OMXS30 and OMXS30NEXT indices, we run panel regressions of P/E ratios on index fund flows and a set of control variables. LÄS MER
- Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen
Sammanfattning : Empirical findings on herding behavior among institutional investors suggest that those market participants speed up the price adjustment to new information and as such stabilize stock prices. Other findings indicate the opposite, that institutional herds drive stock prices away from fundamental values, and thus destabilize stock prices. LÄS MER
- D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering
Sammanfattning : Using all of the 177 biotech companies listed on the NASDAQ stock exchange at some point in time during the years 2008 - 2010 and their clinical trial results, we test if investors overreact to the initial publication of negative clinical trial results. In contrast to other studies we choose to investigate only negative clinical trial results as previous studies, carried out in other industries, have found a larger impact for negative news than for positive news. LÄS MER
4. Why stocks with the worst expected future price development are the best investment: A psychological study of financial analysts´ reportsKandidat-uppsats, Stockholms universitet/Psykologiska institutionen
Sammanfattning : Financial analysts produce investment reports containing two outputs: one recommendation and one target price. This study compared and contrasted the investment value of the two by employing recognised decision making theories. For this purpose 89.814 analyst reports, or 4. LÄS MER
5. Sector Neutral Contrarian Strategies: - A study of short-term contrarian strategies in the Dow Jones STOXX 600D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : This paper studies short-term contrarian strategies in the Dow Jones STOXX 600 between 1993 and 2008 taking on a sector neutral approach. The contribution to the literature is two folded. First, we investigate short-term contrarian strategies on an index covering 18 European countries. LÄS MER