Essays about: "Carl-Thomas Ledmyr"

Found 2 essays containing the words Carl-Thomas Ledmyr.

1. 1. An Evaluation of Market Efficiency: A study of listing and index population changes on the Swedish stock exchange

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Carl-Thomas Ledmyr; Richard Karlsson; [2017]
   Keywords : Market efficiency; Abnormal returns; OMX Stockholm Stock Exchange; OMXS30 Index; Event study;

   Abstract : This paper evaluates market efficiency for the Swedish stock exchange by analysing listing changes on the OMX Stockholm Stock Exchange and index constituent changes in the OMXS30. We find presence of persistent large abnormal returns when a company changes its listing from, and to, a smaller Swedish stock exchange onto the OMX Stockholm Stock Exchange. READ MORE

3. 2. BEHIND THE SCENES OF TERROR - A study of the drivers behind the market reaction of terrorist attacks

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Carl-Thomas Ledmyr; David Li; [2015]
   Keywords : Terrorism; Behavioral finance; Google search hits; Terrorist risk; Financial markets;

   Abstract : This paper investigates the underlying factors that cause negative market reaction from a terrorist attack. The data set examined includes 40 global terrorist attacks between 2000 and 2013 retrieved from the Global Terrorism Database. We find that one of the significant drivers behind the market reaction is the global reach of the event, e.g. READ MORE