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Investor behavior in the market for bank-issued structured products

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: SEBASTIAN SCHROFF
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [S.l.] : DUNCKER & HUMBLOT, 2020.
Colección:Studienreihe der Stiftung Kreditwirtschaft an der Universität Hohenheim.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Investor behavior in the market for bank-issued structured products  |h [electronic resource]. 
260 |a [S.l.] :  |b DUNCKER & HUMBLOT,  |c 2020. 
300 |a 1 online resource 
490 1 |a Studienreihe der Stiftung Kreditwirtschaft an der Universität Hohenheim ;  |v v.51 
505 0 |a Intro -- Contents -- List of Figures -- List of Tables -- List of Abbreviations -- Chapter 1: Introduction -- 1.1 Motivation -- 1.2 Research Outline -- 1.3 Structure of the Thesis -- Chapter 2: Retail Investor Behavior -- 2.1 Noise Traders and Market Efficiency -- 2.2 Trading Motives -- 2.3 Investor Psychology -- 2.4 Welfare Evaluation -- 2.5 Do Retail Investors Move Markets? -- Chapter 3: The Market for Bank-Issued Structured Products -- 3.1 Market Design -- 3.2 Product Design -- 3.3 Pricing and Complexity -- Chapter 4: Data & Methodology -- 4.1 Retail Investor Trading 
505 8 |a 4.2 Financial Market Information -- 4.3 Methodological Approach -- Chapter 5: Retail Investor Information Demand -- 5.1 Introduction -- 5.2 Literature Review -- 5.3 Data -- 5.3.1 Information Demand and Information Supply -- 5.3.2 Retail Investor Trading and Market Data -- 5.4 Empirical Results -- 5.4.1 Time Series Properties of Information Demand and Supply -- 5.4.2 Correlation and Causality -- 5.4.3 Trading Activity -- 5.4.4 Order Submission Strategies -- 5.4.5 Positioning -- 5.4.6 Return Predictability -- 5.5 Conclusion -- Chapter 6: Media Sentiment and Leveraged Trading -- 6.1 Introduction 
505 8 |a 6.2 Literature Review -- 6.3 Data -- 6.3.1 News Data -- 6.3.2 Trading Data -- 6.4 Empirical Results -- 6.4.1 Trading Intensity around News -- 6.4.2 Order Submission Strategies around News -- 6.5 Conclusion -- Chapter 7: Leveraged Trading and Earnings Announcements -- 7.1 Introduction -- 7.2 Data -- 7.2.1 Trading Data -- 7.2.2 Earnings Surprise and Abnormal Returns -- 7.3 Methodology -- 7.3.1 Risk Appetite -- 7.3.2 Positioning -- 7.4 Empirical Results -- 7.4.1 Trading Activity -- 7.4.2 Correlated Trading -- 7.4.3 Risk Appetite -- 7.4.4 Positioning -- 7.4.5 Predictive Capabilities 
505 8 |a 7.4.6 Post-event Trading -- 7.5 Conclusion -- Chapter 8: Conclusion -- 8.1 Summary -- 8.2 Discussion -- 8.3 Outlook -- Bibliography 
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650 0 |a Structured notes (Securities)  |z Europe. 
650 0 |a structured 
650 6 |a Obligations structurées  |z Europe. 
650 7 |a Structured notes (Securities)  |2 fast 
651 7 |a Europe  |2 fast 
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830 0 |a Studienreihe der Stiftung Kreditwirtschaft an der Universität Hohenheim. 
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