Essays about: "investor confidence"

Showing result 11 - 15 of 24 essays containing the words investor confidence.

  1. 11. The Quest for the Abnormal Return : A Study of Trading Strategies Based on Twitter Sentiment

    University essay from Umeå universitet/Företagsekonomi

    Author : Peter Gustafsson; Jonas Granholm; [2017]
    Keywords : sentiment analysis; trading strategy; twitter; stock portfolios;

    Abstract : Active investors are always trying to find new ways of systematically beating the market. Since the advent of social media, this has become one of the latest areas where investors are trying to find untapped information to exploit through a technique called sentiment analysis, which is the act of using automatic text processing to discern the opinions of social media users. READ MORE

  3. 12. Statistical Arbitrage & Fund Performance: An Empirical Analysis of Fund Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Magnus Berg; Christoffer Knutsson; [2017]
    Keywords : Statistical Arbitrage; Fund Performance; Net Returns; Business and Economics;

    Abstract : Fund companies and banks argue that letting them manage one’s money is a wise decision. They argue that they are able to create substantial growth in value for the investor without requiring any other input than a small fee and an amount to be invested. This essay tests this claim in a two folded analysis. READ MORE

  4. 13. Investor Sentiment: An empirical study on Swedish Industries

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hugo Väljamets; Malak Sekkat; [2016]
    Keywords : Investor sentiment; consumer confidence; industry returns; irrationality; Sweden; Business and Economics;

    Abstract : We decompose the monthly Swedish consumer confidence index into a rational part based on fundamentals and an irrational part based on exogenous, irrational beliefs. Subsequently, we investigate the impact of investor irrationality and its short-term predictability on industry returns in Sweden. READ MORE

  5. 14. Can Investor Sentiment Help Explain Stock Market Crises?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Andreas Wendeberg; [2015]
    Keywords : investor sentiment; stock market crises; behavioral finance; Consumer Confidence Index; CMAX measure; Business and Economics;

    Abstract : Traditional financial theory, assuming rationality and stock market prices justified by fundamentals, has failed to explain the occurrence of several large stock market crises. Theories in behavioral finance suggest stock market overvaluation, eventually leading to stock market crises, partly occur due to noise trading. READ MORE

  6. 15. Abnormal Returns in the Luxury Goods Industry

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Magdalena Bator; Linda Shi; [2014]
    Keywords : luxury industry; luxury consumer goods; abnormal returns; stock returns;

    Abstract : The study aims to analyse a portfolio comprising of 19 stocks of companies in the luxury goods industry, the biggest market players classified as part of luxury industry by Bloomberg. The thesis analyses the portfolio from two vantage points, i.e. READ MORE