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Likviditetseffekter av aktiesplitar. Modellering med GARCH.
Stockholm University, Faculty of Social Sciences, School of Business.
Stockholm University, Faculty of Social Sciences, School of Business.
2000 (Swedish)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Abstract [sv]

Vi har undersökt långsiktiga likviditetseffekter av aktiesplitar. Vi har använt tidsserieanalys och en GARCH (p,q) - modell för att förklara variabeln omsatt volym. Resultatet visar att antalet omsatta aktier justerat för split generellt ökar efter spliten.

Place, publisher, year, edition, pages
2000.
National Category
Business Administration
Identifiers
URN: urn:nbn:se:su:diva-1715OAI: oai:DiVA.org:su-1715DiVA: diva2:190468
Uppsok
samhälle/juridik
Available from: 2007-01-05 Created: 2007-01-05

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