Sökning: "Anders Runge"

Hittade 1 uppsats innehållade orden Anders Runge.

  1. 1. Strange Days: The Turn-of-the-month Effect in Sweden

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

    Författare :August Runge; Anders Zachrisson; [2013]
    Nyckelord :Calendar anomalies; Preferred Habitat Theory; Turn-of-the-month effect; Market efficiency; Investor liquidity;

    Sammanfattning : We analyze daily price data for the Swedish stock market during 2003-2012 and find evidence of a turn-of-the-month effect. Furthermore, the effect in Sweden occurs earlier in the month compared to previous studies, as predicted by the preferred habitat theory. LÄS MER