Essays about: "Market Anomalies"
Showing result 1 - 5 of 75 essays containing the words Market Anomalies.
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1. Examining the Impact of Football Tournaments on Equity Markets: An Analysis of Market Anomalies, Market Dynamics and Investor sentiment
University essay fromAbstract : This paper investigates whether two international football tournaments have an effect on the performance of four major stock markets during the event period. Some previous literature suggest that the NYSE index tended to fall during every World Cup between 1950 and 2007 due to negative investor sentiment associated with losing and being knocked out of the tournament. READ MORE
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2. Predictability of Shareholder Return in Medical Device Companies : Investment Decisions from thePerspective of an Investment Firm
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : The medical device industry has seen rapid growth in recent years, and the increasing valuations has caught the attention of investors. Although their growth has outpaced many indices, medical device companies’ reliance on capital to finance research, patents, and clinical testing to reach pre-market approval makes due-diligence and the investment research process especially complex. READ MORE
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3. Hard to reach energy consumers in Sweden
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : The transition towards a sustainable and low-carbon future requires significant changes in energy behaviour among energy consumers. However, the question remains about how, by whom, and what changes are necessary to achieve this transition. READ MORE
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4. The Power of the Tides : A Quantitative Study Investigating the Momentum Strategy with 30 Industries
University essay from Jönköping University/IHH, FöretagsekonomiAbstract : Background: Buying past winners and selling past losers has historically generated both profits and losses. The momentum strategy has been researched with risk measures and portfolio creation as fundamental components. READ MORE
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5. Post Earnings Announcement Drift in the Stockholm Stock Exchange : How pronounced is PEAD on beta, traded volume and sector allocation?
University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomiAbstract : Post Earnings Announcement Drift (PEAD) is a market anomaly that challenge the “Efficient Market Hypothesis” (EMH). It was first discovered in 1968 by Ball and Brown. When firms on the stock market have their earnings announcement the stock price will be affected and tend to drift up or down in price for days, weeks or months. READ MORE