Essays about: "“Retail Investor Sentiment”"

Found 4 essays containing the words “Retail Investor Sentiment”.

1. 1. A Catering Theory of Investment Policies. Do U.S. firms cater to sentiment?

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Philip Lindquist; Nicolas Nolén; [2023]
   Keywords : “Retail Investor Sentiment”; “FEARS Index”; “Corporate Investment Policies”; “Behavioral Corporate Finance”; “VIX”; Business and Economics;

   Abstract : The purpose is to investigate retail investors’ growing influence in shaping corporate investment policies. It further seeks to understand whether firms cater to retail investor sentiment. We employ a multiple linear regression model of a strongly-balanced panel data set, incorporating fixed effects and clustered standard errors. READ MORE

3. 2. Twitter based sentiment effect on stock market returns

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Agne Macijauskaite; Laurynas Ruzgas; [2018]
   Keywords : sentiment; Twitter; S P 500; returns; stock market;

   Abstract : The purpose of this study is to investigate the effect of Twitter based sentiment on stock market returns. We use a uniquely large dataset of 95 million tweets concerning the 102 biggest US companies, S&P 500 index and other market keywords for the year 2017. READ MORE

4. 3. Drivers of the Disposition Effect: A Study Testing for Motivating Forces of Investors' Propensity to Realize Gains over Losses

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Ludvig Kapanen; Alexander Berglund; [2013]
   Keywords : Disposition Effect; Market Sentiment; Implied Market Volatility; Stock Characteristics;

   Abstract : In this thesis, 2,864,940 trade transactions of 125,555 US retail investors from 1991-1996 are analyzed to investigate if variations in the disposition effect, the tendency of investors to sell winning investments too soon and hold losing investments too long, can be explained by investor sentiment and implied market volatility. First, we run a regression analysis between the disposition effect and market sentiment, where results show no significant correlation. READ MORE

5. 4. Listed Private Equity: A Study of Discount/Premium to NAV Characteristics

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Carl von Heijne; Claes Melander; [2008]
   Keywords : Listed Private Equity; LPE; Closed-end fund puzzle;

   Abstract : Combining findings from earlier research on the closed-end fund puzzle with research on private equity characteristics, we study the discount/premium properties of listed private equity funds. The sample includes 13 buyout funds and 144 venture capital funds, during the period 1988-2008. READ MORE