Essays about: "Return reversal"
Showing result 1 - 5 of 11 essays containing the words Return reversal.
-
1. A Case Study to develop and test GIS/SDSS methods to assess the production capacity of a Cocoa Site in Trinidad and Tobago
University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskapAbstract : Pritam Kumarsingh A Case Study to develop and test GIS/SDSS methods to assess the production capacity of a Cocoa Site in Trinidad and Tobago Trinidad and Tobago has achieved world-wide affirmation for its unique fine and flavour cocoa (Theobroma cacao). This classification of cocoa commands price premiums on the global market. READ MORE
-
2. The Uncertainty Influence on Earnings Announcement Returns
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We present evidence that market uncertainty influences the magnitude of the stock return response to earnings announcements. In this paper, we find that investors react more strongly to good news when released in a market of high uncertainty, compared with the same news in a market of low uncertainty. READ MORE
-
3. Enskild firma, aktiebolag eller både och? : skatteskillnader och andra effekter i lantbruksföretag
University essay from SLU/Dept. of Biosystems and Technology (from 130101)Abstract : Rationaliseringen av svenskt jordbruk leder till större enheter och högre omsättning, vilket gör valet av företagsform allt viktigare för lantbruksföretagare. Aktiebolag för driften ökar i popularitet hos lantbruksföretagare. READ MORE
-
4. Seasonalities in Common Stock Returns: Evidence from Germany and Sweden
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper studies return seasonalities in the cross-section of German and Swedish listed common stocks. We find that stock returns in both countries exhibit traditional return patterns, such as short-term reversal, momentum, and signs of long-term reversal effects. READ MORE
-
5. The MAX effect and what drives it - Evidence from the Swedish stock market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Inspired by previous findings on the cross-sectional relationship between extreme positive daily stock returns and subsequent negative returns in the US and euro-zone markets, we search for its presence in the Swedish market. We argue that this effect, known as the MAX effect, is mainly driven by individual investors seeking lottery-like payoffs. READ MORE