Essays about: "retail investors"

Showing result 1 - 5 of 64 essays containing the words retail investors.

1. 1. Coverage initiations : an exploratory casestudy

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Lina Ek; Maria Karlsson Osipova; [2023]
   Keywords : Commissioned equity research; Initiation report; Event study; Abnormal return; Trading volume; Uppdragsanalys; Initieringsrapport; Eventstudie; Abnormal avkastning; Handelsvolym;

   Abstract : This master thesis is exploring the influence of coverage initiation reports issued by commissioned equity research analysts on stock prices and trading volumes. Equity research actors, with their expertise and skill, are providing the market with valuable information and filling the knowledge gaps that investors may have. READ MORE

3. 2. Empirical Asset Pricing via Machine Learning - Evidence from the Chinese stock market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Bao Liu; Chuyue Huan; [2023]
   Keywords : Machine learning; Asset pricing model; Chinese stock market;

   Abstract : This thesis builds upon existing research on the application of machine learning in asset pricing in the US and European stock markets, by incorporating unique predictive indicators specific to the Chinese stock market, to explore whether machine learning can also be successfully applied in the Chinese stock market. Empirical results show that machine learning models outperform OLS significantly in predicting A-share returns, and this conclusion also applies to different portfolios we have constructed. 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. From rags to riches - An explorative study of the technological influence within modern retail investor behavior

   University essay from Göteborgs universitet/Graduate School

   Author : Nima Karlsson; Eric Svensson; [2022-08-16]
   Keywords : Retail investing; Investor; Digitalization; Gamification; Persuasive technology; Social media; Information asymmetries CSR; Firm responsibility; Stakeholders;

   Abstract : Swedish citizens have a long background of passively investing in stocks and mutual funds. With the rise of new technologies, an ongoing surge of retail investors actively participating in the financial markets have been identified. READ MORE