Sökning: "Kristofer Alm"

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  1. 1. Arbitrage possibilities on the ex-dividend day

    D-uppsats, Göteborgs universitet/Graduate Business School

    Författare :Magnus Arefjäll; Kristofer Alm; [2000]
    Nyckelord :Ex-dividend day; arbitrage; dividend; short-term trading; long-term trading; market efficiency and Stockholm Stock Excha;

    Sammanfattning : In this paper we have investigated the ex-dividend stock price behavior on the Stockholm Stock Exchange to see if there are any arbitrage trading possibilities in connection with the ex-day. Our data sample consisted of all Swedish stocks that paid out a cash dividend during the period 1994-1998 which amounted to 837 observations. LÄS MER