Skip to main content

LUP Student Papers

LUND UNIVERSITY LIBRARIES

Blankning; Finns det ett samband mellan blankning och nedgång i aktiekurser?

Khalaf, Dilsher LU ; Erlandsson Funke, Nathalie ; Mohmand, Marie and Zetterberg, Victoria (2013) FEKH89 20131
Department of Business Administration
Abstract (Swedish)
Uppsatsens titel
Seminariedatum Ämne/kurs Författare Handledare Nyckelord
Syfte
Metod
Teoretiska perspektiv Empiri
Resultat
Sammanfattning
Blankning – Finns det ett samband mellan blankning och nedgång i aktiekurser?
5 juni 2013
FEKH89 Examensarbete i finansiering på kandidatnivå, 15 HP Nathalie Erlandsson Funke, Marie Mohmand & Victoria Zetterberg Tore Eriksson
Blankning, Aktielån, Regressionsanalys, Marknadseffektivitet
Studiens syfte är att undersöka huruvida det föreligger ett samband mellan blankning och nedgång i aktiekurser på Stockholmbörsen samt om det inte skulle föreligga ett samband, reda ut vilka förklaringarna är till de restriktioner som finns kring blankning och restriktionernas påverkan på marknaden.
Uppsatsen... (More)
Uppsatsens titel
Seminariedatum Ämne/kurs Författare Handledare Nyckelord
Syfte
Metod
Teoretiska perspektiv Empiri
Resultat
Sammanfattning
Blankning – Finns det ett samband mellan blankning och nedgång i aktiekurser?
5 juni 2013
FEKH89 Examensarbete i finansiering på kandidatnivå, 15 HP Nathalie Erlandsson Funke, Marie Mohmand & Victoria Zetterberg Tore Eriksson
Blankning, Aktielån, Regressionsanalys, Marknadseffektivitet
Studiens syfte är att undersöka huruvida det föreligger ett samband mellan blankning och nedgång i aktiekurser på Stockholmbörsen samt om det inte skulle föreligga ett samband, reda ut vilka förklaringarna är till de restriktioner som finns kring blankning och restriktionernas påverkan på marknaden.
Uppsatsen baseras på en kvantitativ metod med deduktiv ansats och innefattar sekundära källor samt regressionsanalys, t-test och hypotesprövning. All data som har samlats in har sammanställts och bearbetats i Excel och SPSS.
Studien utgår från relevant teori kring ämnet i form ekonomiska modeller och tidigare forskning.
Samband mellan blankning och aktiekursnedgång utreds med hjälp av statistiska tester.
Studien visar inte på något statistiskt säkerställt samband mellan blankning och aktiekursnedgång. Några av utförandena visar signifikanta resultat men inte i att aktiekursen sjunker vid ökad blankning utan istället ökar. Vidare resulterar studien i att restriktioner kring blankning existerar på grund av eventuella risker snarare än säkerställda samband och bidrar till sämre marknadseffektivitet. (Less)
Abstract
Title
Seminar date Course
Authors Advisor Key words Purpose
Methodology
Theoretical perspectives
Empirical Foundation Conclusions
Abstract
Short selling – Is there a relation between short selling and decrease in stock prices?
5 June 2013
FEKH89 Degree Project Undergraduate level, Business Admininstration, Undergraduate level, 15 University Credits Points (UPC or ECTS-cr
Nathalie Erlandsson Funke, Marie Mohmand & Victoria Zetterberg Tore Eriksson
Stock lending, Short selling, Regression Analysis, Market efficiency
The purpose of this study is to examine whether there is a relation between short selling and decrease in stock prices at the Stockholm Stock Exchange and if there is not a relation between, sort out explanations to... (More)
Title
Seminar date Course
Authors Advisor Key words Purpose
Methodology
Theoretical perspectives
Empirical Foundation Conclusions
Abstract
Short selling – Is there a relation between short selling and decrease in stock prices?
5 June 2013
FEKH89 Degree Project Undergraduate level, Business Admininstration, Undergraduate level, 15 University Credits Points (UPC or ECTS-cr
Nathalie Erlandsson Funke, Marie Mohmand & Victoria Zetterberg Tore Eriksson
Stock lending, Short selling, Regression Analysis, Market efficiency
The purpose of this study is to examine whether there is a relation between short selling and decrease in stock prices at the Stockholm Stock Exchange and if there is not a relation between, sort out explanations to the restrictions about short selling and their affect on the market.
The report is based on a quantitative method with a deductive approach and includes secondary data. The study is conducted through an execution of the simple regression model, t-test and hypothesis test on the gathered data. All the data collected have been processed and put together in Excel and SPSS.
The study is based on theory connected to the subject in terms of economic models and former research.
The relation between short selling and decreases in stock price examines through statistical tests.
The study has not identified a significantly statistically relation between short selling and fall in the stock prices on the Stockholm Stock Exchange. Some of the tests show significantly results but not that the price decreases due to increased short selling instead it increases. Furthermore, the study concludes that the restrictions around short sales are due to risks snare than ensured relations and has a negatively affect on the market efficiency. (Less)
Please use this url to cite or link to this publication:
author
Khalaf, Dilsher LU ; Erlandsson Funke, Nathalie ; Mohmand, Marie and Zetterberg, Victoria
supervisor
organization
course
FEKH89 20131
year
type
M2 - Bachelor Degree
subject
keywords
Blankning, Aktielån, Regressionsanalys, Marknadseffektivitet, Short selling, Regression Analysis, Market efficiency
language
Swedish
id
3954417
date added to LUP
2013-08-12 11:02:33
date last changed
2016-04-12 11:01:12
@misc{3954417,
  abstract     = {Title
Seminar date Course
Authors Advisor Key words Purpose
Methodology
Theoretical perspectives
Empirical Foundation Conclusions
Abstract
Short selling – Is there a relation between short selling and decrease in stock prices?
5 June 2013
FEKH89 Degree Project Undergraduate level, Business Admininstration, Undergraduate level, 15 University Credits Points (UPC or ECTS-cr
Nathalie Erlandsson Funke, Marie Mohmand & Victoria Zetterberg Tore Eriksson
Stock lending, Short selling, Regression Analysis, Market efficiency
The purpose of this study is to examine whether there is a relation between short selling and decrease in stock prices at the Stockholm Stock Exchange and if there is not a relation between, sort out explanations to the restrictions about short selling and their affect on the market.
The report is based on a quantitative method with a deductive approach and includes secondary data. The study is conducted through an execution of the simple regression model, t-test and hypothesis test on the gathered data. All the data collected have been processed and put together in Excel and SPSS.
The study is based on theory connected to the subject in terms of economic models and former research.
The relation between short selling and decreases in stock price examines through statistical tests.
The study has not identified a significantly statistically relation between short selling and fall in the stock prices on the Stockholm Stock Exchange. Some of the tests show significantly results but not that the price decreases due to increased short selling instead it increases. Furthermore, the study concludes that the restrictions around short sales are due to risks snare than ensured relations and has a negatively affect on the market efficiency.},
  author       = {Khalaf, Dilsher and Erlandsson Funke, Nathalie and Mohmand, Marie and Zetterberg, Victoria},
  keyword      = {Blankning,Aktielån,Regressionsanalys,Marknadseffektivitet,Short selling,Regression Analysis,Market efficiency},
  language     = {swe},
  note         = {Student Paper},
  title        = {Blankning; Finns det ett samband mellan blankning och nedgång i aktiekurser?},
  year         = {2013},
}