Sökning: "Jacob Pehr"

Hittade 1 uppsats innehållade orden Jacob Pehr.

  1. 1. Valuation Effects of Index Inclusions - Evidence from Sweden

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för företagande och ledning; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Pehr Jacob Andelius; Mathias Skrutkowski; [2008]
    Nyckelord :index inclusion; price effects; price pressure; downward sloping demand curves;

    Sammanfattning : The paper studies the volume and share price effects on Swedish stocks added to a domestic as well as an overseas market index over the sample period 1987 to 2006. Contrary to the vast majority of previous research, we document a mildly negative impact on stock prices, particularly for Swedish stocks added to overseas indices. LÄS MER