Sökning: "Cross-listed stocks"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Cross-listed stocks.

  1. 1. Effects of changes in the Icelandic capital controls: An event study on the stock price of Össur hf.

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Daníel Kristinsson; [2015]
    Nyckelord :Capital controls; Cross-listing; GARCH; market model; premium; Business and Economics;

    Sammanfattning : The aim of the thesis is to examine whether changes in the capital controls affect the premium of the cross-listed stock of Össur hf., it is listed on the Icelandic and Copenhagen stock exchange. The price difference is examined with two currency rates, the official rate as given by the Central bank of Iceland and the offshore rate. LÄS MER

  3. 2. Does the existence of option affect cross-listed stock prices? - Empirical investigation of whether there is any effect on stock prices caused by option existence (a study on hardware & technology companies)

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Sanjaasuren Ganbold; Andrey Falileev; [2014]
    Nyckelord :Cross-listed stocks; CLS; option isntrument; Black and Scholes; BSM; effect of option; price discrepancy; market inefficiencies; market anomalies; feedback effect; option effect; arbitrage in cross-listed stockst;

    Sammanfattning : .... LÄS MER

  4. 3. Where to Invest? : Choosing the optimal stock market for investing in a cross-listed Nordic firm

    Uppsats för yrkesexamina på avancerad nivå, Företagsekonomi

    Författare :Elias Fagerlund; Talukder Mashrukh; [2012]
    Nyckelord :Cross-listing; Investors; Stock Markets; Nordic stocks; Capital market segmentation; Efficient Market Hypothesis; Wilcoxon Signed-Rank Test.;

    Sammanfattning : The purpose of this study is to investigate whether the location of buying stocks in a Nordic cross-listed company matters in terms of 1) earning abnormal returns, or 2) gaining in optimizing the amount spent by buying the specific stock cheap. Nowadays, markets are becoming more integrated and if we believe in the efficient market hypothesis, prices of the same class of stocks paying the same dividend annually, of an MNC must be the same irrespective of the stock exchange it is listed upon. LÄS MER

  5. 4. Depositary Receipts and their underlying shares: A study on volatility

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Erik Magnusson; Jens Gustafsson; [2011]
    Nyckelord :Cross listing; volatility; Depositary Receipts; EGARCH; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : In this paper we examine the volatility dynamics of cross-listed stocks. Specifically, we study deviations in volatility between a sample of Swedish stocks listed on the OMX Stockholm 30 Index (OMXS30) with Stockholmsbörsen (SSB, the Stockholm stock exchange) as their home market, and their corresponding DRs listed on Frankfurter Wertpapierbörse (FWB, the Frankfurt Stock Exchange). LÄS MER

  7. 5. Chinese cross-listed firms : A study about the relations between cross-listed A & B shares and A & H shares

    Kandidat-uppsats, Företagsekonomiska institutionen

    Författare :Armin Taghinejad Namini; Ninårta Jokhadar; Na Han; [2006]
    Nyckelord :;

    Sammanfattning : Abstract: This paper investigates the hidden relations between the Chinese cross-listed firms in the Shanghai and Hong Kong stock exchanges. In China, stocks are classified into four categories: A shares, B shares, H shares and ADR shares. LÄS MER