Essays about: "Abnormal Trading Volume"

Showing result 1 - 5 of 30 essays containing the words Abnormal Trading Volume.

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. Adverse Selection : The Effect of Short-Term Adverse Selection on the Swedish Stock Market

   University essay from Linnéuniversitetet/Institutionen för management (MAN)

   Author : Jonathan Nestenborg; Jonathan Erch; [2023]
   Keywords : abnormal volume; adverse selection; announcements; data analysis; information asymmetry; traded volume; Swedish stock market; t-test; regression.;

   Abstract : This paper aims to analyze the phenomenon of adverse selection of its presence and potential short-term impact on the Swedish stock market. Adverse selection refers to a situation where information asymmetry among market participants might lead to potential imbalances in information and unfairness among all market participants. READ MORE

4. 3. Post Earnings Announcement Drift in the Stockholm Stock Exchange : How pronounced is PEAD on beta, traded volume and sector allocation?

   University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Author : Ramon Nino; Paula Sander Pettersson; [2023]
   Keywords : PEAD; Post Earnings Announcement Drift; Anomalies; Efficient Market Hypothesis; Earnings announcements; beta; volume; sector; price;

   Abstract : Post Earnings Announcement Drift (PEAD) is a market anomaly that challenge the “Efficient Market Hypothesis” (EMH). It was first discovered in 1968 by Ball and Brown. When firms on the stock market have their earnings announcement the stock price will be affected and tend to drift up or down in price for days, weeks or months. READ MORE

5. 4. Do followers follow? : Social trading platforms and their effect on the stock market

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Hugo Brinkfält; Anna Lena Giersbach; [2022]
   Keywords : stock market; social trading platform; Shareville; herding behavior; leader trader; follower; sentiment; trustworthiness;

   Abstract : Social trading platforms are an increasingly popular venue for sharing investment ideas. We investigate if followers on these platforms herd, i.e., copy leader traders’ trades, to the extent that it affects stock markets. READ MORE

6. 5. The Effects of qualitative Attributes of Sustainability Reports on Investors Trading Behavior

   University essay from Göteborgs universitet/Graduate School

   Author : Ensieh Mahi; [2021-06-24]
   Keywords : sustainability report; textual analysis; readability; specificity; abnormal trading volume;

   Abstract : The importance of adopting sustainable measures in running businesses under different sectors is becoming more important. Many companies care more about sustainability these days, while they were considering only their financial goals previously. Companies become aware of their social and environmental impacts and responsibilities. READ MORE