Sökning: "stock market anomalies"

Visar resultat 1 - 5 av 77 uppsatser innehållade orden stock market anomalies.

1. 1. Examining the Impact of Football Tournaments on Equity Markets: An Analysis of Market Anomalies, Market Dynamics and Investor sentiment

   Kandidat-uppsats,

   Författare :Oskar Edgren; Josef Johansson; [2023-07-06]
   Nyckelord :;

   Sammanfattning : This paper investigates whether two international football tournaments have an effect on the performance of four major stock markets during the event period. Some previous literature suggest that the NYSE index tended to fall during every World Cup between 1950 and 2007 due to negative investor sentiment associated with losing and being knocked out of the tournament. LÄS MER

3. 2. Predictability of Shareholder Return in Medical Device Companies : Investment Decisions from thePerspective of an Investment Firm

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

   Författare :Daniel Gröttheim; [2023]
   Nyckelord :Medical device companies; pre-market approval; total return; abnormal return; stock return prediction; market anomalies; free cash flow yield; efficient markets; financial crisis; investment firm; Medicintekniska företag; förmarknadsgodkännande; totalavkastning; abnorm avkastning; aktieavkastningsförutsägbarhet; marknadsavvikelser; avkastning på fritt kassaflöde; effektiva marknader; finanskris; investeringsföretag;

   Sammanfattning : The medical device industry has seen rapid growth in recent years, and the increasing valuations has caught the attention of investors. Although their growth has outpaced many indices, medical device companies’ reliance on capital to finance research, patents, and clinical testing to reach pre-market approval makes due-diligence and the investment research process especially complex. LÄS MER

4. 3. The Power of the Tides : A Quantitative Study Investigating the Momentum Strategy with 30 Industries

   Kandidat-uppsats, Jönköping University/IHH, Företagsekonomi

   Författare :Oscar Estéen; Jonathan Landahl; Hugo Karlsson; [2023]
   Nyckelord :Momentum strategy; industry momentum; risk management; market anomalies; momentum investing; portfolio management;

   Sammanfattning : Background: Buying past winners and selling past losers has historically generated both profits and losses. The momentum strategy has been researched with risk measures and portfolio creation as fundamental components. LÄS MER

5. 4. Post Earnings Announcement Drift in the Stockholm Stock Exchange : How pronounced is PEAD on beta, traded volume and sector allocation?

   Master-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Författare :Ramon Nino; Paula Sander Pettersson; [2023]
   Nyckelord :PEAD; Post Earnings Announcement Drift; Anomalies; Efficient Market Hypothesis; Earnings announcements; beta; volume; sector; price;

   Sammanfattning : Post Earnings Announcement Drift (PEAD) is a market anomaly that challenge the “Efficient Market Hypothesis” (EMH). It was first discovered in 1968 by Ball and Brown. When firms on the stock market have their earnings announcement the stock price will be affected and tend to drift up or down in price for days, weeks or months. LÄS MER

7. 5. Anomaly or not Anomaly, that is the Question of Uncertainty : Investigating the relation between model uncertainty and anomalies using a recurrent autoencoder approach to market time series

   Master-uppsats, Umeå universitet/Institutionen för datavetenskap

   Författare :Anton Vidmark; [2022]
   Nyckelord :Uncertainty in deep learning; Bayesian; anomaly detection; novelty detection; stock market; time series;

   Sammanfattning : Knowing when one does not know is crucial in decision making. By estimating uncertainties humans can recognize novelty both by intuition and reason, but most AI systems lack this self-reflective ability. In anomaly detection, a common approach is to train a model to learn the distinction between some notion of normal and some notion of anomalies. LÄS MER