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:
European Warrant Exchange.
Structured notes (Securities) > Europe.
structured
Obligations structurées > Europe.
Structured notes (Securities)
Europe
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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
  • 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
  • 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
  • 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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