Sökning: "Henric Halvorsen"

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  1. 1. The ex-dividend day effect on the Stockholm stock exchange

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Henric Sundberg; Martin Halvorsen; [2012-07-25]
    Nyckelord :;

    Sammanfattning : Our thesis documents the ex-dividend day effect on the Stockholm stock exchange for the period 2000 to 2011. In a perfect capital market, when a share goes ex-dividend, the price of the share should fall by the amount of the dividend, ceteris paribus. Using event study methodology we estimate the abnormal return on the ex-dividend day. LÄS MER