Sökning: "Dan Norin"

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  1. 1. Fundamentals or Frictions - The Effects of Equity Indices on the Swedish Stock Market

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

    Författare :Dan Parksjö; Carl Norin; [2013]
    Nyckelord :Index Inclusion Effect; Comovement; Index Investment; Fundamentals; Turn-of-the-Month Effect;

    Sammanfattning : Correctly priced equity markets are important for several reasons, of which one of themore prominent is the effect they have on real investments and the broader economy.Focusing on the Swedish OMXS30 index, this study employs three methods to examinethe extent of irregularities introduced to the Swedish equity markets due to indices, ifany. LÄS MER