Essays about: "small-cap"

Showing result 21 - 25 of 102 essays containing the word small-cap.

1. 21. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles

   University essay from Göteborgs universitet/Graduate School

   Author : Erik Hulth; [2021-06-30]
   Keywords : Stock performance; Market anomalies; Asset pricing; Portfolio sorting techniques; Factor-portfolio sorting techniques; Value effect; Size effect; Momentum effect; Temporal influences; Business cycles; GDP-gap; Single-and Multi- Factor models; CAPM; Fama-French Three-Factor model; Carhart Four-Factor model; Risk-adjusted equity returns; Sharpe Ratio; Jensen´s alpha; NASDAQ OMX and NYSE;

   Abstract : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. READ MORE

3. 22. Predicting Stock Price Direction for Asian Small Cap Stocks with Machine Learning Methods

   University essay from KTH/Matematik (Avd.)

   Author : Tina Abazari; Sherwin Baghchesara; [2021]
   Keywords : Machine Learning; Classification; Classification Trees; Random Forest; Support Vector Machine; Logistic Regression; Stocks; Stock Market; Asset Management; Investments; Asia; Small Cap; Micro Cap; Maskininlärning; Klassificering; Klassificeringsträd; Random Forest; Support Vector Machine; Logistisk Regression; Aktier; Aktiemarknad; Fondförvaltning; Investeringar; Asien; Småbolag; Mikrobolag.;

   Abstract : Portfolio managers have a great interest in detecting high-performing stocks early on. Detecting outperforming stocks has for long been of interest from a research as well as financial point of view. Quantitative methods to predict stock movements have been widely studied in diverse contexts, where some present promising results. READ MORE

4. 23. Stocks only go up: Discussions on WallStreetBets and their relationship with stock returns and trading activity

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Julius Döbbe; Philipp Probst; [2021]
   Keywords : WallStreetBets; Reddit; Investor Attention; Stock Returns; Trading Activity;

   Abstract : We investigate the ability of stock ticker mentions on the online message board Reddit WallStreetBets (WSB) to forecast abnormal stock returns and trading activity. By simply counting the number of times a stock is mentioned on WSB, we construct a novel and direct measure of investor attention. In a sample of more than 2,500 U.S. READ MORE

5. 24. Replicating the retailers' trading imbalance anomaly : A quantitative study about excess return opportunities on Swedish Small Cap listed firms

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Erik Kroon; Tom Karlsson; [2021]
   Keywords : retailers; rrading; imbalances; anomaly; anomalies; replicating; broker statistics; asset pricing models; CAPM; Fama and MacBeth;

   Abstract : Previous research conducted on the US markets has found that retailers' trading imbalances can contribute to excess return opportunities, especially on Small Cap stocks. Therefore, we argue that this can be seen as an anomaly. However, anomalies that are found historically may not tell the whole truth. READ MORE

6. 25. Customers & Innovation as Share Price Determinants of The Cloud's New Cornerstone

   University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

   Author : Carl Oscar Milebratt; Oscar Holmbergh; [2021]
   Keywords : Software-as-a-Service; Subscription-based enterprises; Earnings per share; Research and development; Customer Acquisition Cost;

   Abstract : This paper examines the effect of revenue, customer acquisition cost, research and development expenses, and earnings per share on the share price movements of SaaS companies listed on the New York Stock Exchange or Nasdaq. Additionally, the report explores if the metrics explanatory power varies between large SaaS companies (market capitalization > 10 billion USD) and mid- and small-cap companies (market capitalization < 10 billion USD). READ MORE