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| Title | Essays on Investor Sentiment and Market Efficiency |
| Author | Hrvoje KURTOVIĆ |
| Director of thesis | Prof. Garen Markarian, PhD |
| Co-director of thesis | |
| Summary of thesis | In the first two chapters of my thesis, i deal with market reactions around earnings announcements:
Paper 1: I decompose daily returns into a day and after-hours component. I show that after-hours (day) trading is mainly dominated by retail traders (institutions).
Paper 2: I provide the first evidence on how sophisticated short sellers use firm-level earnings information for trading gains. |
| Status | middle |
| Administrative delay for the defence | 2023 |
| URL | |