| dc.contributor.author | Skjesol, Astri | |
| dc.contributor.author | Iversen, Jan Petter | |
| dc.date.accessioned | 2019-01-02T14:13:35Z | |
| dc.date.available | 2019-01-02T14:13:35Z | |
| dc.date.issued | 2018 | |
| dc.identifier.uri | http://hdl.handle.net/11250/2578810 | |
| dc.description | Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2018 | nb_NO |
| dc.description.abstract | In this thesis we have investigated the relationship between stock return
and trading volume at the Oslo Stock exchange. Our research question was
”What is the empirical relationship between trading volume and stock returns
on Oslo Stock Exchange".
Our sample consist of daily stock return and turnover data from 1980 to
2017 for 505 stocks on Oslo Stock Exchange. Using cross-correlation analysis,
multivariate regressions, GARCH and EGARCH models, and a Granger
causality test we found evidence of both contemporaneous and causal relationships.
Our findings lend support to the sequential information arrival
hypothesis. | nb_NO |
| dc.language.iso | eng | nb_NO |
| dc.publisher | Handelshøyskolen BI | nb_NO |
| dc.subject | finans | nb_NO |
| dc.subject | finance | nb_NO |
| dc.title | What Is the Empirical Relationship Between Trading Volume and Stock Returns on Oslo Stock Exchange? | nb_NO |
| dc.type | Master thesis | nb_NO |
