Sökning: "Jacob Wiström"

Hittade 1 uppsats innehållade orden Jacob Wiström.

  1. 1. The Index Effect in an Isolated Environment - A Review of the Market Cap Segment Changes on the Nordic Exchanges

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :David Persson; Jacob Wiström; [2013]
    Nyckelord :index effect; index changes; awareness hypothesis; information cost hypothesis; liquidity hypothesis;

    Sammanfattning : Since 2006, the NASDAQ OMX Nordic Exchanges are divided into three segments based on market capitalization: Small-, Mid- and Large Cap. This paper examines the up- and downgrades between these segments in the framework of the index effect, that is, abnormal returns in connection with index inclusions or exclusions. LÄS MER