Browsing NTNU Open by Author "Kvamvold, Joakim"
Kvamvold, Joakim; Lindset, Snorre (Journal article; Peer reviewed, 2018)We examine price impacts from dividend flows. Event‐study estimates show that stocks experience abnormal returns on the dividend distribution day. Results also show a spillover effect to non‐dividend‐paying stocks that are ...
Prediksjon av volatilitet under ulike markedstilstander: En økonometrisk analyse av indeksen S&P 500 Kvamvold, Joakim (Master thesis, 2010)
Kvamvold, Joakim (Doctoral thesis at NTNU;NTNU, 2015:114, Doctoral thesis, 2015)The thesis “Three essays on the impact of “rule-based” trading activity" consists of three papers analyzing the impacts of “rule-based” trading on market prices of stocks. Many large investors (i.e., institutions and mutual ...