Essays about: "Jacob Bolbol"

Found 1 essay containing the words Jacob Bolbol.

  1. 1. Post Earnings Announcement Trading Strategy: A Study on the Swedish Stock Market during January 2001-July 2006

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jacob Bolbol; Nils Öqvist; [2007]
    Keywords : SUE; Trading strategy; PEAD; Earnings announcement; Abnormal returns;

    Abstract : A puzzling stock market anomaly is the post earnings announcement drift (PEAD), where stock prices continue to drift in the direction of the earnings surprise after the earnings is publicly known. This thesis examines the PEAD in Sweden during January 2001 to July 2006 and investigates whether it is possible to build a successful trading strategy based on this anomaly. READ MORE