Essays about: "Tomas Säfstrand"

Found 1 essay containing the words Tomas Säfstrand.

  1. 1. The Index Effect: OMXS30 vs EURO STOXX 50

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Josef Blomstrand; Tomas Säfstrand; [2010]
    Keywords : Index effect; price pressure hypothesis; imperfect substitutes hypothesis; attention hypothesis; EURO STOXX 50; OMXS30;

    Abstract : This paper examines the index effect, the phenomenon of abnormal returns and abnormal trading volumes that stocks may experience when included in or excluded from an index. Many theories have been presented to explain this phenomenon, relating it to factors such as demand shocks, increased attention and lower trading costs. READ MORE