Essays about: "momentum and post-earnings announcement"

Found 3 essays containing the words momentum and post-earnings announcement.

1. 1. Swedish Post Earnings Announcement Drift: Implications of Past Earnings on Market Anticipation

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jan Ackermand; Filip Berglönn; [2016]
   Keywords : Post Earnings Announcement Drift; Market Anticipation; Market Efficiency; Momentum;

   Abstract : This thesis investigates how the Swedish market realizes the full implications of past earnings for future earnings. This builds on previous studies on Post Earnings Announcement drift and sets out to expand on previous findings on the Swedish market. READ MORE

3. 2. Price and Earnings Momentum in Emerging Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jieying Li; Gustaf Toll; [2011]
   Keywords : Post-earnings announcement drift; Price momentum; Earnings momentum; Market efficiency; Emerging Markets;

   Abstract : This thesis aims to evaluate the price and earnings momentum trading strategies in Emerging Markets. Profitability of relative strength portfolios as well as hedge portfolios for both price and earnings momentum will be evaluated in 19 Emerging Markets between 1991 and 2007. READ MORE

4. 3. 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