Sökning: "Martin Jungkvist"

Hittade 1 uppsats innehållade orden Martin Jungkvist.

  1. 1. Stock price reactions to the announcement of increases in net short positions

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Martin Jungkvist; Per Österström; [2016]
    Nyckelord :Short selling; Event study; Swedish Financial Supervisory Authority; Abnormal returns; Stock prices;

    Sammanfattning : Following the Diamond Verrecchia hypothesis that the publication of increases in short interest in a certain security is a negative signal for markets, our study examines the effects of the publication of significant increases in short positions on stock prices on the Swedish stock market using an event study. The study uses daily data published by the Swedish Financial Supervisory Authority to study the effects of 282 published significant increases in short interest during a 40-month period between 2012 and 2016. LÄS MER