Essays about: "OMXSSCPI"

Found 2 essays containing the word OMXSSCPI.

  1. 1. Coronavirus-Related Sentiment and Stock Prices : Measuring Sentiment Effects on Swedish Stock Indices

    University essay from KTH/Fastigheter och byggande

    Author : Olga Piksina; Patricia Vernholmen; [2020]
    Keywords : market sentiment; behavioural finance; market efficiency; coronavirus; Swedish stock market; text analytics; sentiment analysis; news mining; marknadssentiment; beteendefinans; marknadseffektivitet; coronaviruset; svensk aktiemarknad; textanalys; sentimentanalys; news mining;

    Abstract : This thesis examines the effect of coronavirus-related sentiment on Swedish stock market returns during the coronavirus pandemic. We study returns on the large cap and small cap price indices OMXSLCPI and OMXSSCPI during the period January 2, 2020 – April 30, 2020. READ MORE

  2. 2. MIsbehaving Months

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Oscar Hallgren Johansson; [2018]
    Keywords : Seasonal Anomaly; Stockholm Stock Exchange; Return Patterns; OMXSPI; OMXS30; OMXSSCPI; Business and Economics;

    Abstract : This thesis searches for the presence of seasonal anomalies in monthly returns on the Stockholm Stock Exchange. Three indexes are investigated, one small-cap-index OMXSSCPI, one large-firm-index OMXS30, and one index containing all stocks on the exchange OMXSPI. Econometric regressions and statistical methods are used in order to investigate. READ MORE