Essays about: "Limited investor attention"
Showing result 1 - 5 of 10 essays containing the words Limited investor attention.
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1. Coverage initiations : an exploratory casestudy
University essay from KTH/Skolan för industriell teknik och management (ITM)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
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2. Frog in the Factor Pan: Continuous information in factor momentum
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Since stock momentum stems from momentum within common risk factors, as shown through recent studies, we test whether Da et al. (2014)'s frog-in-the-pan hypothesis of limited attention is able to explain the persistence of the momentum within factor risk premia. READ MORE
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3. Market interpretation of reported currency effects on revenue in quarterly financial statements: reporting opaqueness, investor attention and market efficiency implications
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Seminar date: 2021-06-03 Course: BUSN79 - Degree Project in Accounting and Finance Authors: Tobias Scheufele and Sebastian Hofstedt Supervisor: Håkan Jankensgård Examiner: Marco Bianco Key words: currency effects on revenue, investor attention, market efficiency, portfolio strategies, alpha Purpose: investigate the relationship between reported currency growth on revenue and subsequent stock prices following quarterly reports. Design a portfolio strategy to exploiting potential corrections of initial overreactions by market participants. READ MORE
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4. The issuer perspective on green bonds: A study on why firms issue green bonds on the Swedish capital market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The green bond market has experienced extensive growth during the past decade as investors start redirecting their funds towards more environmentally-friendly investments. This paper examines the underlying reasons for why firms decide to issue green bonds by conducting a survey. READ MORE
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5. P2P Lending - An Investor's Perspective on the Measurement of Return and Factors Impacting Default Hazards
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The emergence of peer-to-peer (P2P) lending platforms has caught the attention of researchers. However, limited attention has been directed toward the investors. This paper aims to explore and measure the components of P2P lending returns in Sweden. READ MORE