Essays about: "Mispriced Securities"

Found 2 essays containing the words Mispriced Securities.

1. 1. Rational Exuberance: Hedge fund trading strategy in bubbles

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jacob Gren; Elin Söderlund; [2022]
   Keywords : Hedge Funds; Stock Bubbles; Positive Feedback Strategy; Mispriced Securities;

   Abstract : This paper examines hedge fund trading strategy in seven bubbles and concludes that hedge funds apply different strategies for different bubbles. We analyze hedge funds' long positions in bubble stocks. Further, we run a regression to account for any short positions. READ MORE

3. 2. Are Accruals Mispriced? Evidence from Sweden

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Boris Ivanov; Veronika Maximova; [2011]
   Keywords : Accrual Anomaly; Accruals; Discretionary Accruals; Jones model; Market Efficiency;

   Abstract : We investigate whether Sloan's (1996) accrual-based trading strategy extended with discretionary accrual measures could be applied to the Swedish market in 1998-2010. To increase the strength of our conclusions, we base our study on two alternative measures of discretionary accruals: the widely used Modified Jones (Dechow et al. READ MORE