Essays about: "the Average Investor"

Showing result 16 - 20 of 75 essays containing the words the Average Investor.

  1. 16. Mispricing in the Stock Market - an effect of investor sentiment?

    University essay from

    Author : Fanny Lundqvist; Roma Qadeer; [2020-07-01]
    Keywords : Behavioral Finance; mispricing; investor sentiment; anomaly; size strategy; value strategy;

    Abstract : The purpose of this thesis is to investigate the relationship between mispricing and investor sentiment, on the Swedish and European stock markets. Firstly, it examines whether mispricing is more prominent in periods following high sentiment. READ MORE

  3. 17. Mutual Fund Performance : An analysis of determinants of risk-adjusted performance for mutual equity funds available for Swedish investors

    University essay from Umeå universitet/Företagsekonomi

    Author : Sandra Carlsson; Erica Eikner; [2020]
    Keywords : Mutual equity funds; risk-adjusted performance; Total Expense Ratio; fund characteristics; Swedish investors; Efficient Market Hypothesis; Carhart four factor model; Sweden;

    Abstract : The mutual fund industry in Sweden has grown rapidly over the past years. Research has been made on the topic for over 50 years, however there are still uncertainties about the determinants of fund performance. READ MORE

  4. 18. Does Noise Trader Risk Repel Arbitrageurs? Evidence from Chinese A-H Share Premia

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Qing Zhu; Haihui Li; [2020]
    Keywords : noise trader risk; A-H premia; volatility; investor sentiment; limits to arbitrage;

    Abstract : What causes the Chinese A-H share premia puzzle? A-shares enjoy a premium over corresponding H-shares on average by 125%, despite the same rights and dividends. The existing hypotheses such as differential risk, differential demand, liquidity, and asymmetric information cannot successfully account for the great magnitude of inflated A-share prices and are also inconsistent with our sample from 2014-2019. READ MORE

  5. 19. Politics, Artificial Intelligence, Twitter and Stock Return : An Interdisciplinary Test for Stock Price Prediction Based on Political Tweets

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Reamflar Elvio Estebano Troeman; Lisa Fischer; [2020]
    Keywords : Stock Price Prediction; Politics; Efficient Market Hypothesis; Twitter; Artificial Intelligence; Sentiment Analysis; Event Study;

    Abstract : As the world is gravitating toward an information economy, it has become more and more critical for an investor to understand the impact of data and information. One of the sources of data that can be converted into information are texts from microblogging platforms, such as Twitter. READ MORE

  6. 20. Stochastic Modelling of Cash Flows in Private Equity

    University essay from KTH/Matematisk statistik

    Author : Oscar Ungsgård; [2020]
    Keywords : Private Equity; Stochastic Process; Cash flow forecasting; value at risk; monte carlo; Private Equity; Stokastisk Process; Cash flow forecasting; value at risk; monte carlo;

    Abstract : An investment in a private equity is any investment made in a financial asset that is not publicly traded. As such these assets are very difficult to value and also give rise to great difficulty when it comes to quantifying risk. READ MORE