Essays about: "news announcements"

Showing result 21 - 25 of 27 essays containing the words news announcements.

  1. 21. Stock Return Performance around Earnings Announcements : Empirical Evidence from Nordic Stock Market

    University essay from Företagsekonomi

    Author : Chenxi Wang; Gerky King Phet; [2012]
    Keywords : earnings announcements; abnormal returns; forecast dispersion; forecast error; earnings performance; earnings surprises;

    Abstract : This thesis examines the impact of earnings announcements on the stock return performance. Most literature regarding this topic is related to the US market. We follow 40 of the largest and most liquid stocks on the virtual OMX Nordic Exchange from 2010 to 2012. READ MORE

  3. 22. Changes in Executive Compensation: Needless Costs or a Key to Shareholders' Wealth

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Jolita Jakaviciute; Egle Mazulyte; [2012]
    Keywords : changes in executive compensation; news announcements; event study; stock market reaction;

    Abstract : This paper aims to examine stock market reaction to announced changes in executive compensation packages. The hand-picked sample of 136 official news announcements released over 2002-2012 by companies included in the NASDAQ OMX Nordic list is employed. READ MORE

  4. 23. Determinants of forex market movements during the European sovereign debt crisis: The role of credit rating agencies.

    University essay from IHH, Economics, Finance and Statistics

    Author : Marharyta Karpava; [2012]
    Keywords : credit rating; sovereign debt crisis; euro depreciation; event study;

    Abstract : The purpose of this thesis is to identify key factors underlying exchange rate developments during the European sovereign debt crisis by examining the impact of credit rating news, published by the three leading credit rating agencies, on conditional returns and volatility of EUR/USD (direct quotation) exchange rate. Empirical results highlight the importance of interest rate differential and volatility index of options exchange in explaining EUR/USD exchange rate volatilities. READ MORE

  5. 24. Asymmetric Relationships and the Cross Section of Stock Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Viktor Thell; [2012]
    Keywords : Asymmetry; Idiosyncratic Skewness; State Dependence; Higher Order Moments; Macroeconomic News;

    Abstract : This thesis consists of two different papers within the field of Asset Pricing, which study asymmetric relationships in the Cross-Section of Stock Returns: "State Dependence of Macroeconomic Announcement Betas and the Cross-Section of Stock Returns" and "Idiosyncratic Higher Order Moments in the Cross-Section of Stock Returns". In the first paper I examine the relationship between macroeconomic data releases and stock prices. READ MORE

  6. 25. The Impacts of Sovereign Credit Ratings on Exchange Rates-Evidence from Eurozone Sovereign Debt Crisis

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jian Yang; Lei Zhang; [2011]
    Keywords : Sovereign credit rating; Exchange rate; Eurozone sovereign debt crisis; Business and Economics;

    Abstract : This paper examines the impacts of Eurozone sovereign credit rating announcements by three leading rating agencies on exchange rates from January 1, 2009 to March 31, 2011. Firstly we report the mean and volatility of USD/EUR in response to Eurozone sovereign rating news. READ MORE