Essays about: "herd behavior in capital market"

Found 2 essays containing the words herd behavior in capital market.

1. 1. Financial Behavior and the Momentum Strategy

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Olle Josefsson; Emil Eliasson; Fredrik Thörning; [2018]
   Keywords : Behavioral Finance; Momentum Strategy; CAPM; Sharpe Ratio and Trading; Business and Economics;

   Abstract : Title: Financial Behavior and the Momentum Strategy Seminar date: 2018-05-31 Course: FEKH89, Bachelor’s Degree Project in Financial Management, Business Administration, Undergraduate Level, 15 ECTS Authors: Emil Eliasson, Olle Josefsson, Fredrik Thörning Advisor: Maria Gårdängen Purpose: The authors of this thesis aim to study if it is possible to generate a better Sharpe ratio within the CAPM-theory using a mathematical model to buy and sell a risky asset depending on the market volatility. The authors then aim to explain the changes in volatility by discussing anomalies in the market. READ MORE

3. 2. Herding behavior in the Swedish Mutual Fund Industry

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Angelo Manganaro; Dick Von Martens; [2007]
   Keywords : mutual funds; herding; herd; fund; finance; Sweden;

   Abstract : This thesis investigates the tendency to herd by 124 Swedish equity mutual funds over the period of 2000 to 2007. By employing the measure developed by Lakonishok et al. (1992) we find strong evidence of herding in the overall sample. READ MORE