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Abnorm exponering i finansiell press och dess påverkan på aktieomsättning: En empirisk studie av abnorm exponering i finansiell press och aktiehandelsomsättning
Stockholm University, Faculty of Social Sciences, School of Business.
Stockholm University, Faculty of Social Sciences, School of Business.
2003 (Swedish)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Abstract [sv]

Our thesis deals with the problem of abnormal exposure for a company in financial press and its relation to abnormal trading volume for the company's stock in the short term. Our method consists of two distinct steps. In step one we derive abnormal exposure terms using a panel regression. In step two we employ Grangers causality test to test causality. We find that there is statistically significant causality from abnormal exposure for a company in financial press to abnormal trading volume for its stock.

Place, publisher, year, edition, pages
2003.
National Category
Business Administration
Identifiers
URN: urn:nbn:se:su:diva-3808OAI: oai:DiVA.org:su-3808DiVA: diva2:193179
Uppsok
samhälle/juridik
Available from: 2007-01-05 Created: 2007-01-05

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CiteExportLink to record
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Citation style
  • apa
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