Essays about: "noise traders"
Showing result 1 - 5 of 8 essays containing the words noise traders.
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1. Not Just Noise: An Empirical Study of Irrational Noise Trading and its Role in Financial Markets
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper explores the role of irrational 'noise' traders in financial markets. Theory suggests that a lower share of irrational or uninformed trading in the market should lead to higher adverse selection costs, and that irrational trading should be more susceptible to exogenous, non-economic events that capture traders' time and attention. READ MORE
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2. Forecasting Stock Index using Deep Learning and how it can be applied in the financial sector
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : The idea of predicting the stock market has existed for hundreds of years. From the pre-industrial age of japan investors used candlestick patterns to predict the movement of rice prices, to the modern age of high frequency robot traders. READ MORE
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3. Pre-issue attention and the performance of an IPO
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This study looks at IPOs on Swedish stock exchanges between the years 2000 and 2017. It aims to investigate if a relationship exists between investor attention for a company before its IPO and the subsequent returns of its stock in the early trading after the IPO. READ MORE
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4. Examining the Deviation to Net Asset Value for Swedish Listed Property Companies
University essay from KTH/Fastigheter och byggandeAbstract : Net asset value (NAV) is commonly used to represent the value of a property company. For listed property companies a secondary valuation occurs simultaneously as the company’s stocks are traded on the stock market. READ MORE
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5. Swedish Investment Companies and Behavioral Determinants of the Relative Valuation to NAV
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The discount to Net Asset Value (NAV) in Swedish investment companies is a phenomenon that has been present for decades. This study aims to explain part of the discount valuation without taking firm-specific characteristics into consideration. Instead, we use several regression models where only market-wide behavioral arguments are used. READ MORE