Essays about: "BEL20"
Found 2 essays containing the word BEL20.
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1. INTERGRATION OF EUROPEAN EQUITY MARKETS
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This thesis analyses the integration levels of European equity markets towards a regional market and the world market. In addition, we test for seasonality and unit root presence in the equity market indices. We use the returns of national equity indices of five euro-countries. READ MORE
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2. The Good, the Bad and the Insignificant: A study of the price and volume reactions related to the index revisions on the Euronext markets
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : While the Efficient Market Hypothesis infers that the mere inclusion of a company to an index or exclusion from it should have no effect on the company's market valuation, significant effects have been discovered on various markets. Yet, no unified explanation for the index effects prevails even for the studies conducted on the same markets and an increasing amount of competing hypotheses are proposed to explain the phenomenon. READ MORE