Essays about: "Price anomaly"
Showing result 1 - 5 of 29 essays containing the words Price anomaly.
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1. Temperature Shocks and Price Stability
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : This thesis investigates the interplay between temperatures and prices in an advanced economy context. To this end, I estimate the impulse response to a 1°C temperature anomaly on the UK economy. READ MORE
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2. The granddaddy of underreaction events: Post-earnings announcement drift and information noisiness on the Swedish market
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This paper aims to answer the question of whether there is an existence of post-earnings announcement drift on the Swedish stock market and to what extent it can be explained by information noisiness. A sample of publicly listed firms on the Swedish stock market from 2002 to 2019 is used and the research design includes four different approaches to estimating earnings surprises which is a crucial step in investigating PEAD. READ MORE
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3. 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
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4. The Ex-Day Phenomenon In Swedish Industries
University essay from Karlstads universitet/Handelshögskolan (from 2013)Abstract : According to the efficient market hypothesis, a leading financial theory, all information available is accounted for in the valuation of a company. However, this has been shown to not always be the case, especially when publicly noted companies are distributing dividends. READ MORE
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5. Enhanced Risk-Adjusted Returns Through Momentum Adaptations - Analysis on Momentum Strategies in the Nordic Stock Market
University essay from Göteborgs universitet/Graduate SchoolAbstract : Momentum strategies where one buys past winners and sells past losers are one of the most persistent stock market anomalies, showcasing abnormal returns across different markets, asset classes and time periods. Nevertheless, price momentum has been shown by the financial literature to possess considerable hazards, such as high volatility and crash risks. READ MORE