Sökning: "Johan Fyhn"

Hittade 1 uppsats innehållade orden Johan Fyhn.

  1. 1. Utländska börsers inverkan på Stockholmsbörsen

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Simon Pfeffer; Johan Fyhn; [2014]
    Nyckelord :ADF; regression; correlation; coefficient of determination; The Efficient Market Hypothesis; extreme returns; Random Walk; Non-Random Walk; Behavioral Finance; Conservatism; Familiarities; OMXS30; S P500; DAX30.; Business and Economics;

    Sammanfattning : Issue: Does a statistical relationship between OMXS30 and S&P500 plus OMXS30 and DAX30 exist after extreme returns? Is it possible to explain the relationship between OMXS30 and S&P500 plus S&P500 and DAX30 with the chosen economic theories? Purpose: The purpose is to examine the effects on OMXS30 during 6 days after extreme returns on S&P500 or DAX30 are present. These effects will be examined by looking at how the returns differ between the domestic stock index and the foreign stock indices. LÄS MER