Essays about: "Andreas Wendeberg"

Found 2 essays containing the words Andreas Wendeberg.

1. 1. Can Investor Sentiment Help Explain Stock Market Crises?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Andreas Wendeberg; [2015]
   Keywords : investor sentiment; stock market crises; behavioral finance; Consumer Confidence Index; CMAX measure; Business and Economics;

   Abstract : Traditional financial theory, assuming rationality and stock market prices justified by fundamentals, has failed to explain the occurrence of several large stock market crises. Theories in behavioral finance suggest stock market overvaluation, eventually leading to stock market crises, partly occur due to noise trading. READ MORE

3. 2. Are Pre-Scheduled Macroeconomic News Days Different From Other Days? – A Cross-Sectional Analysis of the Swedish Stock Market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Andreas Wendeberg; Sebastian Kejlberg; [2014]
   Keywords : the Fama-Macbeth regression; announcement days; CAPM; macroeconomic news; Swedish stock market; Business and Economics;

   Abstract : This thesis has examined if there is any difference in the relationship between different risk factors and the cross-section of assets excess returns on the Swedish stock market between days when macroeconomic news is scheduled to be announced (announcement days) and other days (normal days). The Fama and Macbeth two-pass regression method have been used for investigating the hypothesis that announcement days are different from normal days. READ MORE