Essays about: "Pre-Announcement Drift"

Found 2 essays containing the words Pre-Announcement Drift.

  1. 1. The Pre-Monetary Policy Announcement Drift on the Stockholm Stock Exchange

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jakob Fager; Max Leijon; [2017]
    Keywords : Monetary Policy; Macroeconomic Announcement; Pre-Announcement Drift; Abnormal Returns; Efficient Markets;

    Abstract : This thesis investigates the existence and properties of pre-monetary policy announcement drifts on the Stockholm Stock Exchange. While previous literature has mainly focused on U.S. READ MORE

  3. 2. Price Drift on the Stockholm Stock Exchange

    University essay from Internationella Handelshögskolan

    Author : Mattias Höijer; Martin Lejdelin; Patrik Lindén; [2007]
    Keywords : Price drift; Event Study; Efficient market; Large cap.; Size effect; Equilibrium return;

    Abstract : This paper examines whether the phenomena of price drift around quarterly earnings re-leases exist among firms listed on the large cap. list at the Stockholm Stock Exchange for a time period ranging from the first quarter of 2003 to the second quarter of 2006. READ MORE