Essays about: "52-week high"
Found 5 essays containing the words 52-week high.
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1. Making Use of the Factor Zoo: An unpretentious attempt to predict asset returns using machine learning methods.
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : Factor modeling with the purpose of estimating assets returns is a dynamic and ever changing subject within finance. Recent literature has presented over 300 different fac-tors that seem to have significance in predicting asset returns. This new phenomenon in factor modeling has been dubbed ”The Factor Zoo”. READ MORE
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2. Tidying up the factor zoo: Using machine learning to find sparse factor models that predict asset returns.
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : There exist over 300 firm characteristics that provide significant information about average asset return. John Cochrane refers to this as a “factor zoo” and challenges researchers to find the independent characteristics which can explain average return. READ MORE
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3. Reference Point Prices in Mergers and Acquisitions and the Influence of Information Asymmetry: Evidence From the UK
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis examines the role of past peaks in target share prices as reference points in mergers and acquisitions in the UK, with a focus on target 52-week high share prices. The results indicate that there is a positive, non-linear relationship between past peak share prices and offer prices. READ MORE
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4. Anchoring the stock market : 52-week high momentum trading
University essay from Umeå universitet/NationalekonomiAbstract : The academic literature on finance has since the mid 60’s been largely influenced by the Efficient Market Hypothesis (Fama, 1965, 1970). The Efficient Market Hypothesis has since then been a topic for debate and numerous studies has been conducted with the agenda of testing the Efficient Market Hypothesis and its robustness. READ MORE
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5. Reference Point Pricing in European M&A Transactions
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper analyzes the existence of price reference points in the pricing of European merger and acquisition transactions, particularly the relevance of the 52-week-high price as a reference point. The results indicate a statistical relationship between the 52-week-high price and the offer price that is inconsistent with the theory of efficient pricing of mergers and acquisitions. READ MORE
