Essays about: "Yeni Yuqin Li Helgesson"

Found 2 essays containing the words Yeni Yuqin Li Helgesson.

1. 1. A Study of Search Interest on Google and Stock Movements

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Yeni Yuqin Li Helgesson; Yun Hao Lo; [2016]
   Keywords : Google Trends; search interest; investor attention; stocks;

   Abstract : This thesis investigates the relation between the search interest of company names from Google Trends and stock movements in five European countries (Sweden, Denmark, Spain, Portugal, and Italy) for weekly and monthly data. Using a sample of OMX Stockholm 30, OMX Copenhagen 20, IBEX 35, PSI 20, and FTSEMIB stocks from September 2006 to March 2016, we find that changes in weekly search interest on Google is neither correlated to return nor to liquidity, but is associated with (1) variations in trading value in all the countries; (2) share turnover only in Sweden and Denmark; (3) price volatility in Spain and Sweden. READ MORE

3. 2. Risk Factors in the Returns for Banks in the European Union

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Helena Sjöberg; Yeni Yuqin Li Helgesson; [2014]
   Keywords : Risk factors; Stock returns; Fama French 3-factor model; Banks;

   Abstract : The thesis applies and extends the Fama French 3-factor model on public banks in the European Union by using data from 2007 to 2013. Market excess return has similar significance as it does in Fama and French (1993), while SMB and HML perform less well than expected, particularly for smaller banks, suggesting that additional factors might be needed to fully explain the returns, particularly for the smaller banks. READ MORE