Sökning: "Paul Åkerström"

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  1. 1. RETURN PATTERNS PROXIMAL TO CENTRAL BANK RATE DECISION ANNOUNCEMENTS : OMX 30 excess return and monetary policy announcements

    Kandidat-uppsats, Stockholms universitet/Finansiering

    Författare :Paul Linus Martin Åkerström; [2014]
    Nyckelord :FOMC announcements; Monetary policy announcement; News shock; Anomaly: Market efficiency; Momentum trading;

    Sammanfattning : In this study, it is determined that excess returns on the OMX 30 are confirmed to rise in anticipation of monetary policy decisions made by the central banks of Sweden and The United States of America. Those findings were manifested at a greater magnitude on the first day prior to the announcements and on a statistically significant level one day prior to monetary policy decisions from the Federal Open Market Committee. LÄS MER