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dc.contributor.authorDanielsen, Lars Ulrik Skyvulstad
dc.contributor.authorSandvik, Edvard Bjerkengen
dc.date.accessioned2019-10-11T09:01:42Z
dc.date.available2019-10-11T09:01:42Z
dc.date.issued2019
dc.identifier.urihttp://hdl.handle.net/11250/2621528
dc.descriptionMasteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2019nb_NO
dc.description.abstractIn this thesis we study the index effect at the Oslo Stock Exchange Benchmark Index (OSEBX) surrounding the reconstitution of the index that takes place two times a year. This done by calculating expected returns and abnormal returns for each constituent in the period 2002-2018. We also investigate abnormal trading volumes surrounding the reconstitution. We find that there is an index effect surrounding the dates securities are included to and excluded from OSEBX. We also draw practical implications from our results by using the constituents at each revision to construct trading strategies that beat the market portfolio in most of the reconstitutions.nb_NO
dc.language.isoengnb_NO
dc.publisherHandelshøyskolen BInb_NO
dc.subjectfinansnb_NO
dc.subjectfinancenb_NO
dc.titleThe Index Effect at the Oslo Stock Exchange Benchmark Indexnb_NO
dc.typeMaster thesisnb_NO


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