Essays about: "Eric Schagerlund"

Found 1 essay containing the words Eric Schagerlund.

  1. 1. Excess Comovement by Index Events: An Extension to the Swedish Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Hampus Adebäck; Eric Schagerlund; [2020]
    Keywords : Excess comovement; Index effect; Momentum; Matching stocks; OMXSB;

    Abstract : Using momentum and fundamental changes as control variables for stocks subject to index events have shown to disprove previous evidence of excess comovement (Chen et al, 2016, Kasch and Sarkar, 2014, Von Drathen, 2014). This thesis examines if the control variables disprove excess comovement, to the same extent, when examining an index on another stock market outside the U. READ MORE