Essays about: "Behavioral Finance Theory"

Showing result 1 - 5 of 35 essays containing the words Behavioral Finance Theory.

  1. 1. "Den 25:e smäller det!" Payday Arbitrage in Swedish Consumer Market Behavior

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Marwan Al-Bardaji; Alexander Wikström; [2023]
    Keywords : Payday effect; Behavioral household finance; Time preference; Payday arbitrage; Household liquidity;

    Abstract : This thesis investigates the impact of the Swedish salary disbursement schedule on consumer behavior, particularly on the 25th of each month, a notable payday for most employees in Sweden. The study examines whether the anticipation of a monthly salary influences consumer decisions and spending patterns, potentially leading to payday-related arbitrage opportunities in Swedish marketplaces. READ MORE

  3. 2. Momentum Strategies in Commodity Futures Market: A Quantitative study

    University essay from Umeå universitet/Företagsekonomi

    Author : Jino Badinson; Alfred Gunnarsson; [2023]
    Keywords : Momentum Effect; Contrarian Effect; Investment Strategy; Commodity Futures; Efficient Market Hypothesis; Behavioral Finance Theory;

    Abstract : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. READ MORE

  4. 3. 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

  5. 4. From Hype to Longevity: Evaluating the Endurance of Swedish IPOs : A quantitative approach to measure the long-term performance of IPOs

    University essay from

    Author : Vilhelm Carlsson; Alva Persson; Flora Kahlman; [2023]
    Keywords : Initial Public Offering IPO ; Long-term IPO Performance; Swedish Stock Market; Behavioral Finance; Asymmetric Information Theory;

    Abstract : The prospect of earning extraordinary returns drives the allure of investing in new companies through IPOs. However, this approach may be flawed due to market conditions, information asymmetry, and behavioral biases. Past research supports evidence of the long-term underperformance of IPOs compared to the market index. READ MORE

  6. 5. Luck or skills for short sellers

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Jonathan Nagy; Oscar Gustavsson; [2022]
    Keywords : Short selling; Investment strategy; Behavioral finance; Swedish stock market; Excess return; Large cap; Swedish Financial Authority;

    Abstract : This study has examined the ten most shorted shares belonging to the Swedish Stockholm Stock Exchange's Large Cap list, by following randomly selected financial institutions that have chosen to take short positions. The purpose of the study is to investigate whether it is possible for short sellers to generate an excess return compared to the index OMXS30GI. READ MORE