Market Efficiency Analysis at the Stockholm Stock Exchange: Measuring Intraday Stock Price Performance around Interim Reports of the OMXS30 Large Cap Stocks - An Event Study Approach

Master thesis English OPEN
Tames Blanco, Juan Marcelo; Nsiah, Samuel Osei;
(2010)
  • Publisher: Mälardalens högskola, Akademin för utbildning, kultur och kommunikation

The purpose of this thesis is to perform event studies that determine the level of efficiency of twenty-two large cap stocks from the OMXS30 Index. Under the event study methodology, analysts’ expectations, the standard Capital Asset Pricing Model and a set of parametri... View more
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