Browsing NTNU Open by Author "Collin, Per Olav"
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Price, Volume and Liquidity Fluctuations Around OBX Revisions - Evidence of Temporary Price Pressures and Index Effect Asymmetry
Collin, Per Olav (Master thesis, 2018)This thesis seeks to isolate potential price, volume, and liquidity effects of revisions to the Oslo Børs Total Return Index (OBX). The research question is investigated using traditional event study methods. The market ...