Essays about: "Informativeness"

Showing result 6 - 10 of 38 essays containing the word Informativeness.

1. 6. Transformer-based Source Code Description Generation : An ensemble learning-based approach

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Mantzaris Antonios; [2022]
   Keywords : Natural Language Processing; Code Summarization; Transformers; Text Generation; Ensemble Learning; BLEU; Naturlig språkbehandling; Kodsammanfattning; Transformatorer; Textgenerering; Ensemble Lärande; BLEU;

   Abstract : Code comprehension can be significantly benefited from high-level source code summaries. For the majority of the developers, understanding another developer’s code or code that was written in the past by them, is a timeconsuming and frustrating task. READ MORE

3. 7. Exchange Trades Funds and Constituent Price Informativeness

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Frida Habbe; Sofia Hellenborg; [2022]
   Keywords : Exchange traded funds; price informativeness; price non-synchronicity; information costs; trader behavior;

   Abstract : This thesis aims to investigate the relationship between exchange-traded funds and the price informativeness of their constituents using daily data on the proxies ETF coverage and price non-synchronicity over a period of 4.5 years, and finds some statistically significant evidence of a negative relationship. READ MORE

4. 8. Profiting from uncertainty: A study on the informativeness of insider trades during the COVID-19 pandemic

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för företagande och ledning

   Author : Sandra Nordlöw; Einar Ottesen Kalman; [2022]
   Keywords : COVID-19; Insider Trading; NPR; SEC; Market Reactions;

   Abstract : Using publicly available data on insider trades made in constituent companies of the S&P 500, this paper examines the return of- and market reactions to insider trades made during the first six months of the COVID-19 pandemic. Our results show that insider trading activity peaked in the early months of the pandemic, that insiders did possess predictive ability concerning future stock development and that they hence were able to beat the market during our sample period. READ MORE

5. 9. Peering into the future: A study of the relationship between listed industry peer populations and stock price informativeness

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Carl Albert Planting-Gyllenbaga; [2021]
   Keywords : Price informativeness; Industry population; Intra-industry information; Declining listings; Market efficiency;

   Abstract : This thesis explores the relationship between US firms' stock price informativeness and the number of US public companies belonging to their same primary industry. The study is conducted on an unbalanced panel of 94,714 firm-year observations over the period from 1976 to 2016. READ MORE

6. 10. Profitability Prediction Using Macroeconomic Forecasts: The Informativeness of GDP Growth Expectations and Geographic Segment Disclosures

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

   Author : Gustav Hall; Valter Lindhagen; [2021]
   Keywords : Profitability prediction; Out-of-sample; Return on net operating assets; Macro to micro; Geographic segments;

   Abstract : Many firms today have an international footprint which means that they are exposed to different macroeconomic environments across the world. This Master Thesis investigates the usefulness of macroeconomic forecasts for the prediction of firm profitability. READ MORE