Value-Weighting on the Swedish Stock Exchange
(2017) NEKH01 20171Department of Economics
- Abstract
- In this thesis, we use Bloomberg data to compute a metric developed by Bhattacharya & Galpin (2011) to examine the popularity of value-weighting on the Swedish stock exchange. After analyzing our data, we reach three conclusions in documenting that: (1) Value- weighting is becoming more popular over time. (2) Value-weighting is more popular on the OMXS30 than on the market as a whole (the OMXS All Share Index). (3) The popularity of value-weighting is decreasing in times on financial turmoil. The thesis is concluded with a discussion concerning possible explanations for our findings.
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/8912280
- author
- Alkelin, Atle LU and Persson, Oskar
- supervisor
- organization
- alternative title
- A Stochastic Movement towards Mean-Variance Optimization
- course
- NEKH01 20171
- year
- 2017
- type
- M2 - Bachelor Degree
- subject
- keywords
- Value-Weighting OMXS ETFs Financial Turmoil
- language
- English
- id
- 8912280
- date added to LUP
- 2017-07-11 11:15:00
- date last changed
- 2017-07-11 11:15:00
@misc{8912280, abstract = {{In this thesis, we use Bloomberg data to compute a metric developed by Bhattacharya & Galpin (2011) to examine the popularity of value-weighting on the Swedish stock exchange. After analyzing our data, we reach three conclusions in documenting that: (1) Value- weighting is becoming more popular over time. (2) Value-weighting is more popular on the OMXS30 than on the market as a whole (the OMXS All Share Index). (3) The popularity of value-weighting is decreasing in times on financial turmoil. The thesis is concluded with a discussion concerning possible explanations for our findings.}}, author = {{Alkelin, Atle and Persson, Oskar}}, language = {{eng}}, note = {{Student Paper}}, title = {{Value-Weighting on the Swedish Stock Exchange}}, year = {{2017}}, }