Essays about: "Behavioral finance"

Showing result 1 - 5 of 73 essays containing the words Behavioral finance.

  1. 1. “Cheap" property holding stocks: Opportunity of a lifetime or too good to be true? - An empirical test of investment strategies based on stock price / EPRA NAV multiples for Swedish property holding stocks.

    University essay from Göteborgs universitet/Graduate School

    Author : David Goldner Yhlen; Erik Tobisson; [2020-07-01]
    Keywords : EPRA; EPRA NAV; NAV; property holding firms; real estate firms; efficient market hypothesis; behavioral finance; deferred tax; fair value accounting; law of one price; IFRS; IAS 40 investment property; portfolio; Value stocks; growth stocks; investment strategy;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  2. 2. Mispricing in the Stock Market - an effect of investor sentiment?

    University essay from

    Author : Fanny Lundqvist; Roma Qadeer; [2020-07-01]
    Keywords : Behavioral Finance; mispricing; investor sentiment; anomaly; size strategy; value strategy;

    Abstract : The purpose of this thesis is to investigate the relationship between mispricing and investor sentiment, on the Swedish and European stock markets. Firstly, it examines whether mispricing is more prominent in periods following high sentiment. READ MORE

  3. 3. A Comparative Study on Green Mutual Equity Fund’s Financial Performance : International vs Domestic Fund Composition

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Janusa Aiyadurai; Mathias Brenckert; [2020]
    Keywords : Risk-adjusted rate of return; mutual fund; performance; green investing; international diversification; Modern Portfolio Theory; Stewardship Theory; Home Bias Theory; Behavioral Finance; Sharpe Index; Jensen Index; Treynor Index;

    Abstract : In this thesis the relationship between regional composition and risk-adjusted performance is evaluated concerning Swedish issued green mutual equity funds. By using three different indices; Sharpe, Jensen and Treynor, a relationship has been able to establish. READ MORE

  4. 4. Irrational individuals and inefficient markets : A quantitative study of factors’ impact on individuals’ risk willingness

    University essay from Umeå universitet/Nationalekonomi

    Author : Tom Ekelund; [2020]
    Keywords : ;

    Abstract : While conventional academic finance highlights theories within modern portfolio theory such as the Capital Asset Pricing Model, the emerging field of behavioral finance tries to develop these theories by incorporating psychological elements into the equation. Furthermore, an extensively discussed phenomenon is individuals’ risk willingness. READ MORE

  5. 5. Research on Herding Effect in Emergencies

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Minrui Song; Can Cui; [2020]
    Keywords : Behavioral finance; Herding effect; Cross-sectional absolute deviation; quantile regression; Business and Economics;

    Abstract : In this paper, herding effect among pandemic emergencies, natural disaster emergencies and terrorist attacks emergencies is studied. This paper uses quantile regression with the approach proposed by Chiang and Zheng (2010) to detect herding during the time period 2001-2020. In terms of event types, herding is captured in every event group. READ MORE