Blar i NHH Brage på forfatter "Axenrod, Michael"
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Is there a FTSE 100 index effect? : An empirical study of price and volume effects for stocks included in the FTSE 100 index
Axenrod, Michael; Brun, Benedicte Bartz-Johannessen (Master thesis, 2017)In this study, we examine quarterly inclusions in the FTSE 100 index which should not reveal new information regarding stock performances. Using the market model, we investigate returns and trading volume around the ...