Search for essays about: "Stock return reversal"

Found 3 essays containing the words Stock return reversal.

  2. 1. Stock Return Reversal on the Stockholm Stock Exchange:

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Michael Blomqvist; Sofie Trägårdh; [2009]
    Keywords : Stock return reversal; Contrarian strategy; Overreaction;

    Abstract : The purpose of this paper has been to investigate whether a long term reversal investment strategy can be used to identify mispriced stocks and thereby earn abnormal returns on the Stockholm Stock Exchange during the period of 1982 to 2009.We assign the stocks to decile portfolios according to their five year historical period returns. READ MORE

  4. 2. Short-term Post-Earnings Announcement Effects:

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Fredrik Börjesson; [2007]
    Keywords : Earnings announcements; Efficient Market Hypothesis; Trading strategy; Momentum; Reversal;

    Abstract : Stock prices usually react quickly to new information released at an earnings announcement. However, sometimes stock prices seem to continue to move over a period of time after the initial effect. Such movements are called post-earnings announcement effects. READ MORE

  5. 3. A short-term contrarian strategy in the Swedish Stock Exchange

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Gustav Aspegren; Henrik Kahm; [2006]
    Keywords : reversal; overreaction; contrarian strategy; De Bondt and Thaler; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : One of the most important topics in financial literature is the Efficient Market Hypothesis (EMH). Recent financial research has questioned this hypothesis, and many authors have reached the conclusion that a contrarian strategy creates abnormal positive returns. In other words a strategy profiting buying losers and selling winners. READ MORE