Essays about: "Macroeconomic Announcement"

Showing result 1 - 5 of 11 essays containing the words Macroeconomic Announcement.

1. 1. Fund Managers' Awareness of Announcement Premiums: A Study on Fund Managers' Investment Decisions

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Thomas Paal; Anton Svensson; [2023]
   Keywords : Mutual Funds; Earnings Announcement Premium; Macroeconomic Announcement Premium; Decreasing Exposure; Fund Outflows;

   Abstract : In this paper, we interview fund managers of actively managed Swedish mutual funds to understand how they trade around earnings announcements. Based on an academic paper that we use as the basis for our paper, the authors of the paper find that fund managers on average tend to decrease their exposure to stocks ahead of earnings announcements, even though there is a significantly increased risk-reward and earnings announcement premium to earn ahead of the announcements. READ MORE

3. 2. The Impact of Scheduled Macroeconomic News Releases on Stock Market Uncertainty

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Stefan Padjen; [2021-09-06]
   Keywords : Implied Volatility; Information; Macroeconomic News; Market Uncertainty; Multiple Testing; VIX;

   Abstract : While prior literature has studied the impact of news releases on different financial markets, the option market has received less attention. The purpose of this paper is to examine the relationship between scheduled macroeconomic news releases and stock market uncertainty in the United States between January 1990 and April 2021. READ MORE

4. 3. Macroeconomic Announcements and Uncertainty Resolving : Empirical Evidence from the Eurozone

   University essay from Umeå universitet/Nationalekonomi

   Author : Mohammad Aljaid; [2021]
   Keywords : ;

   Abstract : Studying and identifying the impact of the macroeconomic news on the uncertainty, measured by the implied volatility index behavior in the European financial market, is the main goal of this study. The macroeconomic variables are regarded in this study are consumer price index CPI, the gross domestic product GDP, employment reports EMP, monetary policy MP, labor cost LC, and the current account for the Eurozone CA. READ MORE

5. 4. Motivation and performance of spin offs

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Guy Spencer; Katharina Ochs; [2018]
   Keywords : Spin off; Europe; Spin off performance; Spin off motivation; Crisis periods;

   Abstract : In this paper we analyse share performance at announcement and in the years following execution, for a sample of 92 parent firms and 103 spun off entities, from 2000 to 2017. We find significant announcement effects, as well as evidence supporting long run outperformance of both the parent and spun off entities. READ MORE

6. 5. The Pre-Monetary Policy Announcement Drift on the Stockholm Stock Exchange

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jakob Fager; Max Leijon; [2017]
   Keywords : Monetary Policy; Macroeconomic Announcement; Pre-Announcement Drift; Abnormal Returns; Efficient Markets;

   Abstract : This thesis investigates the existence and properties of pre-monetary policy announcement drifts on the Stockholm Stock Exchange. While previous literature has mainly focused on U.S. READ MORE