Background for study:The ecological trend has grown in the latest years, and earlier studies has shown that women are most likely to buy ecological food. However, becoming a mother comes with new expenses connected with the baby. The aim of this study is to investigate how women’s buying behavior changes when they become a mother and we will connect this to ecological buying behavior..Purpose:The purpose with the thesis is to find out how and why the buying behavior of food changes after becoming a mother and in what way this affect the purchasing of ecological food.Researchquestions:What are the factors affecting mothers, when deciding to buy ecological or regular food? How and why does becoming a mother change the buying behavior of food?Theoretical framework:The frame of reference contains models of the buyer decision process that leads to the purchase, and the consumer decision making model show how the characteris-tics influence the purchase. The authors also used the means-end chain model to see which attributes affects the consumer.Method:To be able to carrying out with the study, we used an qualitative approach with focus groups as our method of data collection to get a deeper understanding for the subject.Conclusions:The conclusions to be drawn from this study is that the price is still the most important factor but also the time that many participants feel that they don’t have when it comes to grocery shopping.
The post earnings announcement drift is a market anomaly causing a firms cumulative abnormal returns to drift in the direction of an earnings surprise. By measuring quarterly earnings surprises using two measures. The first based upon a times series prediction and the other based upon on analyst forecast errors. This study finds evidence that the drift ex-ists in Sweden and that investor’s systematically underreacts towards positive earnings sur-prises. Further this study shows that the cumulative average abnormal returns is larger for surprises caused by analyst forecast errors. While previous studies have tried to explain the drift by taking on additional risk or illiquidity in the stocks. This study provides evidence supporting that investors limitations in weighting new information causes an underreaction, hence a drift in the stock prices.