Essays about: "Carl Wedefelt"

Found 1 essay containing the words Carl Wedefelt.

  1. 1. Oil price effect on Nordic equity market indices

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Linus Hedberg; Carl Wedefelt; [2016-01-27]
    Keywords : Return predictability; Oil prices changes; Market Efficiency; Industry-level returns;

    Abstract : This paper empirically investigates the oil price predictability effect documented by Fan and Jahan-Parvar (2012) in the Nordic stock markets at industry-level returns. Using the percentage changes in oil spot prices as a predictor we find that oil price predictability is evident in a relatively small part of the studied industries. READ MORE