Essays about: "Abnormal Liquidity"

Showing result 11 - 15 of 28 essays containing the words Abnormal Liquidity.

  1. 11. Big Data Strategies - Worth the Hype?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ksenia Parviainen; [2018]
    Keywords : google; big data; stock market prediction; SVI;

    Abstract : This paper combines studies around investor attention, equity home bias puzzle and gradual diffusion of local information hypothesis. I study whether Google's Search Volume Index (SVI) has the ability to predict abnormal returns, volatility and liquidity on an industry level. READ MORE

  3. 12. The Pre-Monetary Policy Announcement Drift on the Stockholm Stock Exchange

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jakob Fager; Max Leijon; [2017]
    Keywords : Monetary Policy; Macroeconomic Announcement; Pre-Announcement Drift; Abnormal Returns; Efficient Markets;

    Abstract : This thesis investigates the existence and properties of pre-monetary policy announcement drifts on the Stockholm Stock Exchange. While previous literature has mainly focused on U.S. READ MORE

  4. 13. Earnings announcements and the Stockholm Stock Exchange: Irrational investors and market inefficiency

    University essay from Göteborgs universitet/Graduate School

    Author : Bo Bergsten; [2016-09-21]
    Keywords : ;

    Abstract : Earlier research has demonstrated the existence of the anomaly post earnings announcement drift (PEAD) on several efficient markets; i.e. the phenomenon where an unexpectedly good (bad) earnings report causes a firms share price to outperform (underperform) the market for an extended time period after the report. READ MORE

  5. 14. Does Google Search Data Provide Information About Current and Future Stock Behaviour? - A study on how Google searches relate to stock returns, liquidity and volatility

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jakob Orreborn; Nils Hemmingsson; [2016]
    Keywords : Google searches; Abnormality; Returns; Liquidity; Volatility;

    Abstract : This study investigates the relation between Google searches and current and future stock behaviour. Google Inc. provides a service named Google Trends which makes collection of Google search frequency data possible. READ MORE

  6. 15. The Effects of Delisting on Liquidity and Volatility : A case study on Nordic companies

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Alexander Svensson; Anton Heikenström; [2016]
    Keywords : Cross-listing; Delisting; Market integration; Liquidity; Volatillity; Stock markets;

    Abstract : Cross-listing has for decades been an instrument for entering a new market with the intention of gaining extra trading volume and increased liquidity. Recently, we have observed a significant decrease in newly issued ADR’s which has lead us to wonder whether this instrument is still an efficient option. READ MORE