Value-Weighting on the Swedish Stock Exchange

University essay from Lunds universitet/Nationalekonomiska institutionen

Abstract: In this thesis, we use Bloomberg data to compute a metric developed by Bhattacharya & Galpin (2011) to examine the popularity of value-weighting on the Swedish stock exchange. After analyzing our data, we reach three conclusions in documenting that: (1) Value- weighting is becoming more popular over time. (2) Value-weighting is more popular on the OMXS30 than on the market as a whole (the OMXS All Share Index). (3) The popularity of value-weighting is decreasing in times on financial turmoil. The thesis is concluded with a discussion concerning possible explanations for our findings.

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