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Market Efficiency Analysis at the Stockholm Stock Exchange: Measuring Intraday Stock Price Performance around Interim Reports of the OMXS30 Large Cap Stocks - An Event Study Approach
Mälardalen University, School of Education, Culture and Communication.
Mälardalen University, School of Education, Culture and Communication.
2010 (English)Independent thesis Advanced level (degree of Master (Two Years)), 30 credits / 45 HE creditsStudent thesis
Abstract [en]

The purpose of this thesis is to perform event studies that determine the level of efficiency of twenty-two large cap stocks from the OMXS30 Index. Under the event study methodology, analysts’ expectations, the standard Capital Asset Pricing Model and a set of parametric tests are implemented. As a result, significant evidence is found on the existence of intraday abnormal returns at the exact moment of an interim report publication. However, further evidence on market corrections state efficient market behavior.

Place, publisher, year, edition, pages
2010. , p. 88
Identifiers
URN: urn:nbn:se:mdh:diva-9667OAI: oai:DiVA.org:mdh-9667DiVA, id: diva2:322105
Presentation
2010-06-03, R3-122, Mälardalens högskola, Box 883, 721 23 Västerås, Sweden, 15:12 (English)
Uppsok

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Available from: 2010-06-14 Created: 2010-06-03 Last updated: 2010-06-14Bibliographically approved

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Tames Blanco, Juan MarceloNsiah, Samuel Osei
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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf