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Sports Sentiment Effect at Oslo Stock Exchange

Midkiff, William Price; Gjerde, Bjørnar Sunde
Master thesis
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MSc0162016.pdf (876.0Kb)
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http://hdl.handle.net/11250/2442574
Issue date
2016
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  • Master of Science [835]
Abstract
This thesis has investigated the Oslo Stock Exchange’s reaction to results of the

seven most popular sports in Norway. Investors are said to be rational and stock

prices should reflect all available information and thereby follow the efficient

market hypothesis. To test our hypothesis, a simple OLS regression was used on

both raw returns and normalized returns. We found that sports results did not have

an impact on Oslo Stock Exchange and its stock returns, during our sample period

from 1983-2016. This conclusion did not change after taking expectations into

account, nor when we removed all weekend events.
Description
Masteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI, 2016
Publisher
BI Norwegian Business School

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