Essays about: "price reversals"

Showing result 1 - 5 of 8 essays containing the words price reversals.

  1. 1. Predicting price trend reversals using machine learning techniques

    University essay from Lunds universitet/Institutionen för datavetenskap

    Author : Nicolò Pegeanu Ridulfo; Li Zhu; [2021]
    Keywords : Technology and Engineering;

    Abstract : .... READ MORE

  3. 2. Center of Attention - A Study of Retail Investor Attention and IPO Performance in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Daniel Mattisson; Jacob Molin; [2020]
    Keywords : ipo; underpricing; price-pressure; search data; retail investor attention;

    Abstract : We test an attention-induced price-pressure hypothesis on Swedish data by replicating and extending the methodology of Da, Engelberg and Gao (2011). Using a sample of 233 IPOs on Nasdaq Stockholm and First North from 2004 to 2019, we examine the relationship between retail investor attention, proxied by Google search data, and IPO performance. READ MORE

  4. 3. Passive Flows and Company Valuations: A Study of the Swedish Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Kyle Koka; Pontus Zetterberg; [2019]
    Keywords : Index; Fund Flows; Passive Investing; Valuation; Demand Curve for Stocks;

    Abstract : This paper analyzes the relationship between index fund flows and the valuations of index constituents listed on the Stockholm Stock Exchange. Using data on the OMXS30 and OMXS30NEXT indices, we run panel regressions of P/E ratios on index fund flows and a set of control variables. READ MORE

  5. 4. Does herding among Swedish institutional investors stabilize or destabilize stock prices?

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Martin Frosteby; Silviu Iliesiu; [2016]
    Keywords : herding; herding persistency; institutional investors; asset pricing;

    Abstract : Empirical findings on herding behavior among institutional investors suggest that those market participants speed up the price adjustment to new information and as such stabilize stock prices. Other findings indicate the opposite, that institutional herds drive stock prices away from fundamental values, and thus destabilize stock prices. READ MORE

  6. 5. Do investors overreact to negative clinical trial results in the biotechnology industry?

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

    Author : Claudia Pradel; Sara Exeler; [2013]
    Keywords : Biotechnology; Clinical Trials; Efficient Market Hypothesis; Overreaction; Panel Data Regression;

    Abstract : Using all of the 177 biotech companies listed on the NASDAQ stock exchange at some point in time during the years 2008 - 2010 and their clinical trial results, we test if investors overreact to the initial publication of negative clinical trial results. In contrast to other studies we choose to investigate only negative clinical trial results as previous studies, carried out in other industries, have found a larger impact for negative news than for positive news. READ MORE