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Stock Price Synchronicity in a highly informed market

Lowzow, Christpher Lauritz LU (2019) NEKN02 20191
Department of Economics
Abstract
I investigate how the intensity of the oil industry affects the synchronicity of large capitalized oil and gas companies in the western world. I find that despite of the high level of information available to investors of large capitalized oil and gas companies stocks of oil and gas companies move synchronous with the market when it falls, but not synchronous when it rises. I suggest also that past returns on a local stock market index can predict future short term synchronicity.
Please use this url to cite or link to this publication:
author
Lowzow, Christpher Lauritz LU
supervisor
organization
course
NEKN02 20191
year
type
H1 - Master's Degree (One Year)
subject
keywords
Synchronicity Information Barriers Stock Price
language
English
id
8979861
date added to LUP
2019-08-08 10:29:14
date last changed
2019-08-08 10:29:14
@misc{8979861,
  abstract     = {{I investigate how the intensity of the oil industry affects the synchronicity of large capitalized oil and gas companies in the western world. I find that despite of the high level of information available to investors of large capitalized oil and gas companies stocks of oil and gas companies move synchronous with the market when it falls, but not synchronous when it rises. I suggest also that past returns on a local stock market index can predict future short term synchronicity.}},
  author       = {{Lowzow, Christpher Lauritz}},
  language     = {{eng}},
  note         = {{Student Paper}},
  title        = {{Stock Price Synchronicity in a highly informed market}},
  year         = {{2019}},
}