Essays about: "information efficiency stock market"
Showing result 1 - 5 of 48 essays containing the words information efficiency stock market.
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1. 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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2. Accounting for the Measurement Bias: A Study of Market Efficiency in the United States and the Relevance of Extensive Fundamental Analysis in Equity Valuation
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : This thesis investigates abnormal returns over the period 1983-2021 from an investment strategy that is based on public accounting information. Investment positions are taken in US manufacturing firms and are held for 36 months using a self-financing (hedged) portfolio. READ MORE
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3. The Impact of Stock Market Manipulation: An empirical study of Nasdaq Stockholm Stock Exchange during 2018-2023
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Despite widespread concern about market manipulation, there is a general lack of empirical evidence in the literature to support this claim. In particular, market manipulation has not been thoroughly investigated in advanced stock markets. READ MORE
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4. Decoding the Winning Strategy - An in-depth study of Swedish closed-end funds
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The predictability of stock returns, prediction of buyout targets and value creation by activist owners are well-researched areas. However, Swedish closed-end funds' outstanding performance has received little attention. READ MORE
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5. Corporate Social Responsibility and the Stock Market : How were H&M stock prices affected by revelations of greenwashing practices and the following lawsuit?
University essay from Uppsala universitet/Nationalekonomiska institutionenAbstract : This thesis investigates the effect of new information regarding lack of corporate social responsibility on stock prices. This investigation is carried out through the analysis of how two different events relating to faulty corporate social responsibility (CSR) affected H&M stock prices. READ MORE