Sökning: "retail investor attention"

Visar resultat 1 - 5 av 8 uppsatser innehållade orden retail investor attention.

1. 1. Coverage initiations : an exploratory casestudy

   Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

   Författare :Lina Ek; Maria Karlsson Osipova; [2023]
   Nyckelord :Commissioned equity research; Initiation report; Event study; Abnormal return; Trading volume; Uppdragsanalys; Initieringsrapport; Eventstudie; Abnormal avkastning; Handelsvolym;

   Sammanfattning : This master thesis is exploring the influence of coverage initiation reports issued by commissioned equity research analysts on stock prices and trading volumes. Equity research actors, with their expertise and skill, are providing the market with valuable information and filling the knowledge gaps that investors may have. LÄS MER

3. 2. Decoding the Winning Strategy - An in-depth study of Swedish closed-end funds

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Fredrik Stenberg; Markus Albert; [2023]
   Nyckelord :Closed-end funds; predictability of stock returns; predicting investor targets; active ownership; Business and Economics;

   Sammanfattning : The predictability of stock returns, prediction of buyout targets and value creation by activist owners are well-researched areas. However, Swedish closed-end funds' outstanding performance has received little attention. LÄS MER

4. 3. Google Trends and Stocks: Retail Investing's Effect on Trading Performance of Swedish Large Cap Stocks

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

   Författare :Oscar Ehinger; Samier Thomas Musa; [2022]
   Nyckelord :Big Data; Google Trends; Retail Investing; Online Attention; Stock Trading;

   Sammanfattning : We elaborate on the measure of retail investor attention by assessing search frequency in Google Trends. Search Volume Index (SVI) is explored as a proxy for attention that stocks get from retail investors, and we discuss its explanatory power on stock metrics. LÄS MER

5. 4. Information Consumption and Price Informativeness: The Link Between Behavior and Price Discovery

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

   Författare :Renjo Gabro; Samuel Svensson; [2021]
   Nyckelord :Price informativeness; Information consumption; institutional investors;

   Sammanfattning : As technologies to share and consume information become more efficient and the information available to investors grow exponentially, the relationship between information consumption and price discovery becomes increasingly important to understand. We study the relationship between information consumption and price informativeness. 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