Essays about: "Analysts expectations"

Showing result 1 - 5 of 14 essays containing the words Analysts expectations.

  1. 1. Two Channels, One Anomaly: Diagnosing the Investment Effect

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tom Lanoizelee; [2022]
    Keywords : Investment Effect; Diagnostic Expectations;

    Abstract : The investment effect is driven by Zhang's rational direct discount-rate channel in the short term but by a non-rational indirect profitability channel in the long term. Unifying Zhang's production based asset pricing with Bordalo et al. READ MORE

  3. 2. Uncertainties in Bloodstain Pattern Analysis : An interview and questionnaire-based study

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Mateo Herrera Velasquez; [2019]
    Keywords : Visualization; Uncertainty; CSI; BPA;

    Abstract : Forensic science is the field of study that studies crimes and crime scenes. One of the major sub-areas of forensic science is crime scene investigations (CSI). Bloodstain pattern analysis (BPA) is a part of CSI and refers to the study of bloodstain patterns. READ MORE

  4. 3. Analysts' Expectations and Stock Returns on the London Stock Exchange

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Philip Gustafsson; David Berg; [2018]
    Keywords : Analysts expectations; Efficient Markets; Representativeness Heuristics;

    Abstract : This study examines the anomaly between stock returns and analysts' forecasts, with reference to previous findings in the US market. We replicate La Porta's (1996) study, where he finds that betting against analysts' forecasts tends to be a good strategy, as the stocks that analysts are most optimistic about earn poor returns relative to the stocks that analysts are most pessimistic about. READ MORE

  5. 4. Strategic Earnings Announcements on Stockholm OMX Exchange - A study of the tendency to and market reaction towards disclosure of earnings announcements during periods of lower market attention(?)

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Gabriel Meisner; Erik Leijon; [2017]
    Keywords : Earnings Announcements; Efficient Market Hypothesis; Investor inattention; Event Study;

    Abstract : In this study, we investigate the phenomenon of Strategic Earnings Announcements on the Stockholm OMX Exchange. Using basic t-tests, we report that earnings announcements made on Fridays are not related to negative earnings surprises when compared to other weekdays, rather there are indications that Friday announcements are related to a positive surprise in the market. READ MORE

  6. 5. The possible beginning of an end : A study of the Post Earnings Announcement Drift on the Swedish stock market

    University essay from Företagsekonomiska institutionen

    Author : Peter Hedberg; Annie Lindmark; [2013]
    Keywords : Post Earnings Announcement Drift; Earnings Surpise; Market Efficiency; Behavioural Finance; Swedish stock market;

    Abstract : Post earnings announcement drift (PEAD) is defined as the drift that occurs in a company’s share priceafter their earnings announcement. A company that reports earnings above (below) the analysts’expectations should, according to previous studies of PEAD, continue to drift upwards (downwards)after the announcement. READ MORE