Blar i Handelshøyskolen BI på forfatter "Danielsen, Lars Ulrik Skyvulstad"
-
The Index Effect at the Oslo Stock Exchange Benchmark Index
Danielsen, Lars Ulrik Skyvulstad; Sandvik, Edvard Bjerkengen (Master thesis, 2019)In 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 ...