Beyond price: the influence of credit rating changes on stock market volumes
Nota, Gaia (A.A. 2023/2024) Beyond price: the influence of credit rating changes on stock market volumes. Tesi di Laurea in Finance and financial technologies, Luiss Guido Carli, relatore Michela Altieri, pp. 34. [Bachelor's Degree Thesis]
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Abstract/Index
Theory and literature review. Data analysis and abnormal stock returns. Ratings–FISD. Stock–CRSP. Abnormal stock returns. Abnormal volumes. Nonparametric test for abnormal volume. Other nonparametric event study test statistics. Results. Multivariate regression. Discussion on volume vs. return. Abnormal volume without abnormal returns?
References
Bibliografia: pp. 26-31.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18) |
| Chair: | Finance and financial technologies |
| Thesis Supervisor: | Altieri, Michela |
| Academic Year: | 2023/2024 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 29 Oct 2024 08:25 |
| Last Modified: | 29 Oct 2024 08:25 |
| URI: | https://tesi.luiss.it/id/eprint/40124 |
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