Sökning: "Giacomo Reghelin"
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1. Does mispricing explain returns following addition to the S&P 500?
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This study investigates the relationships between mispricing and returns following addition to the S&P 500. We find evidence that the index premium is demand-driven, resulting in mispricing that is subsequently exploited by rational investors. We find that index premia are temporary, undergoing a full reversal within 20 days. LÄS MER
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