Price and Volume Effects Associated with Changes in the MSCI Europe Investable Market Index (IMI)

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School of Business | Bachelor's thesis
Electronic archive copy is available locally at the Harald Herlin Learning Centre. The staff of Aalto University has access to the electronic bachelor's theses by logging into Aaltodoc with their personal Aalto user ID. Read more about the availability of the bachelor's theses.

Date

2022

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Mcode

Degree programme

Rahoitus

Language

en

Pages

29 + 2

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Thesis advisor

Lof, Matthijs

Keywords

Index effect, Abnormal return, Abnormal volume, MSCI Europe IMI

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