Essays about: "stock price synchronicity"
Found 3 essays containing the words stock price synchronicity.
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1. The granddaddy of underreaction events: Post-earnings announcement drift and information noisiness on the Swedish market
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This paper aims to answer the question of whether there is an existence of post-earnings announcement drift on the Swedish stock market and to what extent it can be explained by information noisiness. A sample of publicly listed firms on the Swedish stock market from 2002 to 2019 is used and the research design includes four different approaches to estimating earnings surprises which is a crucial step in investigating PEAD. READ MORE
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2. Going Public and Stepping Up: Do companies become more productive after listing on the stock exchange?
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis examines whether Swedish companies become more productive, i.e., achieve higher total factor productivity (TFP), after going public. Additionally, it extends previous findings about stock price informativeness to a Swedish context and tests whether it has any ex ante going public implications on productivity. READ MORE
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3. Institutional investors' effects on Stock Price Synchronicities: Evidence of Shanghai Stock Exchange
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The tendency of stock prices always attracts investors’ attention, which is related to their earnings. So it is increasingly concerned that what information will affect the stock markets and how the stock market reacts to investors’ investment strategy. READ MORE
