Essays about: "andelius"

Found 1 essay containing the word andelius.

  1. 1. Valuation Effects of Index Inclusions - Evidence from Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för företagande och ledning; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Pehr Jacob Andelius; Mathias Skrutkowski; [2008]
    Keywords : index inclusion; price effects; price pressure; downward sloping demand curves;

    Abstract : The paper studies the volume and share price effects on Swedish stocks added to a domestic as well as an overseas market index over the sample period 1987 to 2006. Contrary to the vast majority of previous research, we document a mildly negative impact on stock prices, particularly for Swedish stocks added to overseas indices. READ MORE