Sökning: "Oscar Hallgren Johansson"

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  1. 1. MIsbehaving Months

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oscar Hallgren Johansson; [2018]
    Nyckelord :Seasonal Anomaly; Stockholm Stock Exchange; Return Patterns; OMXSPI; OMXS30; OMXSSCPI; Business and Economics;

    Sammanfattning : This thesis searches for the presence of seasonal anomalies in monthly returns on the Stockholm Stock Exchange. Three indexes are investigated, one small-cap-index OMXSSCPI, one large-firm-index OMXS30, and one index containing all stocks on the exchange OMXSPI. Econometric regressions and statistical methods are used in order to investigate. LÄS MER