Essays about: "run-ups"

Showing result 1 - 5 of 6 essays containing the word run-ups.

  1. 1. Stochastic Model Identification and Model Metrics with Deep Learning Applications

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Berk Alp Yilmaz; [2020]
    Keywords : Event study; Abnormal Returns; ARIMA; Kalman Filter; Deep Learning;

    Abstract : Each economic event has a dynamic effect on the market due to decision complexity for agents valuating rare events. The more complex is the event, the more it takes for the markets to incorporate the new information. The goal of this thesis is to explore the dynamic effects of economic events on equity returns and statistical indicators. READ MORE

  3. 2. The influence of M&A advisors on pre-bid run-ups: A quantitative study of 225 Swedish public takeover bids between 1999 and 2017

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jesper Warén; Sebastian Zettergren; [2019]
    Keywords : Abnormal Returns; Insider Information Leakage; M A Advisors; Pre-bid Run-ups;

    Abstract : Prior to public takeover bids there is generally an abnormal stock price increase in the target firm's stock price, referred to as a pre-bid run-up. Prior research has emphasised two explanations for pre-bid run-ups. READ MORE

  4. 3. Can Venture Capitalists in Biotechnology Time the Market?

    University essay from Göteborgs universitet/Graduate School

    Author : Peter Rohn; Simon Adolfsson; [2014-12-15]
    Keywords : Venture Capital; IPO; Follow-on offering; Market-timing; Biotechnology;

    Abstract : This paper investigates the ability of venture capitalists to time market conditions when deciding between public and private financings as well as issuance of follow-on offerings, focusing on a segment of the U.S. biotechnology industry. This has been assessed by studying the timing of public vs. READ MORE

  5. 4. Abnormal return prior to tender offers on the Swedish Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Erica Sandelin; Viktor Thell; [2010]
    Keywords : Insider trading; Abnormal return; Pre bid run-up;

    Abstract : For this paper 236 tender offers on Swedish listed companies have been studied. The purpose was primarily to investigate abnormal return for the target companies between 1997 and 2009. READ MORE

  6. 5. Pre-Bid Run-Ups and Insider Trading: - Evidence from the Swedish stock market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Axel Wehtje; Wilhelm Kleman; [2009]
    Keywords : Run-Ups; Insider Trading; Event Studies; Abnormal Returns; Abnormal Volume;

    Abstract : We have studied a data sample of 191 cases of public takeover bids on Swedish listed companies. The goal of this study was to, by firstly studying the price volume dynamics of the target firm, try to determine if a potential price run-up in the target company stock price prior to the announcement was caused by illegal insider trading, or by sophisticated investors carrying out careful analysis of public information. READ MORE