Essays about: "news announcements"

Showing result 26 - 27 of 27 essays containing the words news announcements.

  1. 26. An empirical study of the impact of Opec announcements on stock returns of selected sector indexes of the Stockholm stock market 2005-2007

    University essay from Institutionen för samhällsvetenskaper

    Author : Luciana Moura; [2011]
    Keywords : Stock returns; Opec announcements; event studies; CAPM and CAR;

    Abstract : This study presents an observation of the impact of Opec announcements on the behavior of sector indexes returns of the Stockholm stock market. It looks at the effects of the announcements on the stock returns of three sectors indices of theStockholm stock market: Energy, Telecommunications and Financial using the general market index return (OMX Stockholm 30) as the explanatory variable. READ MORE

  3. 27. Stock Market Reactions to Macroeconomic Announcements: The Dynamics of the Price Adjustment Process

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Martin Nilsson Erleman; Mathias Wallestam; [2007]
    Keywords : price adjustment; market effeciency; algorithmic trading; DAX Index Future; volatility patterns;

    Abstract : The link between information and changes in asset prices is central to financial economics. A fundamental tenet of market efficiency is that investors react to new information as it arrives, resulting in price changes that reflect investors’ expectations of risk and return. READ MORE