Essays about: "stock price behavior"

Showing result 1 - 5 of 38 essays containing the words stock price behavior.

1. 1. Ferdinand, the Unpredictable Bull : Cash Flow Distribution Behavior During U.S. Recessions - An Event Time Analysis

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Erik Gunnarsson; Tom Mueffelmann; [2023]
   Keywords : Business Cycles; Event Time Study; Predictability of the Price-Dividend Ratio; Aggregate Dividends; Net Repurchases;

   Abstract : The paper employs an event study approach to investigate the behavior of aggregate cash flow distributions and stock prices in the U.S. stock market around recessions. Aggregate prices anticipate low aggregate dividend and economic growth until adjusting for the diverse time measurement methodologies. READ MORE

3. 2. Modelling trend cycles of a stock in the market through social transmission

   University essay from Mälardalens universitet/Utbildningsvetenskap och Matematik

   Author : Sedigheh Nemati; [2023]
   Keywords : Social finance; Fashion cycles; Stock market; Cultural evolution; Simulation; Population model.;

   Abstract : This project investigates the relationship between social interactions among marketparticipants and the emergence of cyclical trends in stock markets. Two models aredeveloped to capture the interaction dynamics among individuals within the market:a basic model and a model with a price mechanism. READ MORE

4. 3. Comparison of Indirect Inference and the Two Stage Approach

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Victor Hernadi; Leandro Carocca Jeria; [2022]
   Keywords : Geometric Brownian Motion; Drift; Volatility; Indirect Inference; Two Stage Approach; Parameter Estimation; Stock Price Prediction;

   Abstract : Parametric models are used to understand dynamical systems and predict its future behavior. It is difficult to estimate the model’s parametric values since there are usually many parameters and they are highly correlated. READ MORE

5. 4. Investors’ Value Perception of Green and Brown Bond Issuances

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Eric Werleus; Harald Johansson; [2022]
   Keywords : Green bonds; EU-taxonomy; Event study; Cumulative Abnormal Returns; Business and Economics;

   Abstract : The purpose of this study is to investigate if the equity markets react more positively to the issuance announcement of a green bond compared to the issuance announcement of a brown bond and if the introduction of the EU taxonomy has had an effect on the announcement effects. The study contributes to the existing literature by using an updated sample of 511 bonds from 61 issuers stemming from countries within the EU and testing if investor behavior regarding the announcement effect has changed after introducing the EU taxonomy. READ MORE

6. 5. Is Long-Term IPO Performance determined by Underpricing? : Analysis of the international IPO markets between 2009-2019

   University essay from Umeå universitet/Företagsekonomi

   Author : Arjan Kevin Ramak; Felix Fager Burman; [2022]
   Keywords : ;

   Abstract : Chinese legislative boards are heightening regulations to reduce the presence of ‘junk stocks’, as many new offerings sport remarkably high first day returns, but at the same time mediocre long-term performance. The phenomenon where an IPO (Initial Public Offering) is offered at a lower price than its intrinsic value is prominent in finance and business literature. READ MORE