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Found 3 essays matching the above criteria.
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1. Exchange Trades Funds and Constituent Price Informativeness
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis aims to investigate the relationship between exchange-traded funds and the price informativeness of their constituents using daily data on the proxies ETF coverage and price non-synchronicity over a period of 4.5 years, and finds some statistically significant evidence of a negative relationship. READ MORE
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2. Going Public and Stepping Up: Do companies become more productive after listing on the stock exchange?
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis examines whether Swedish companies become more productive, i.e., achieve higher total factor productivity (TFP), after going public. Additionally, it extends previous findings about stock price informativeness to a Swedish context and tests whether it has any ex ante going public implications on productivity. READ MORE
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3. Information Consumption and Price Informativeness: The Link Between Behavior and Price Discovery
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : As technologies to share and consume information become more efficient and the information available to investors grow exponentially, the relationship between information consumption and price discovery becomes increasingly important to understand. We study the relationship between information consumption and price informativeness. READ MORE
