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Bidrar överkonfidens till nedgången på aktiemarknaden i samband med kriser?

Persson, Max LU (2025) NEKH02 20242
Department of Economics
Abstract (Swedish)
This study explores the overconfidence bias effect on stock market dynamics in Sweden and the US. Using an OLS model with lagged variables during the period 1996-2023, the findings reveal significant delayed effects of overconfidence on the Swedish stock market. Gender- adjusted overconfidence measure provides limited explanatory power, while the volatility index highlights the high correlation between stock index and volatility. Despite modest findings in the study, the paper sheds light on the intersection between behavioural biases and stock market index. Consequently, the paper emphasizes the need for further research in this area
Please use this url to cite or link to this publication:
author
Persson, Max LU
supervisor
organization
course
NEKH02 20242
year
type
M2 - Bachelor Degree
subject
keywords
Overconfidence, Behavioral finance, Expectations, Stock index, Economic crisis.
language
Swedish
id
9184641
date added to LUP
2025-05-16 10:47:11
date last changed
2025-05-16 10:47:11
@misc{9184641,
  abstract     = {{This study explores the overconfidence bias effect on stock market dynamics in Sweden and the US. Using an OLS model with lagged variables during the period 1996-2023, the findings reveal significant delayed effects of overconfidence on the Swedish stock market. Gender- adjusted overconfidence measure provides limited explanatory power, while the volatility index highlights the high correlation between stock index and volatility. Despite modest findings in the study, the paper sheds light on the intersection between behavioural biases and stock market index. Consequently, the paper emphasizes the need for further research in this area}},
  author       = {{Persson, Max}},
  language     = {{swe}},
  note         = {{Student Paper}},
  title        = {{Bidrar överkonfidens till nedgången på aktiemarknaden i samband med kriser?}},
  year         = {{2025}},
}