Browsing NHH Brage by Author "Stepanova, Mila"
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Index Investing and Closing Auction : An Empirical Analysis of Closing Auction Turnover, Price Deviation and Price Reversal on the Oslo Stock Exchange
Stepanova, Mila; Sture, Martin Kaland (Master thesis, 2021)There are reasons to believe that there is increased popularity of trading in the closing auction due to the growth of index investing. We use intraday trading data from the Oslo Stock Exchange to examine and test the ...