Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2013
We give some basic empirical characteristics of the Oslo Stock Exchange in the period after 1980. We give statistics for number of firms, the occurences of IPO's, dividend payments, trading volume, and concentration. Returns for various market indices and portfolios are calculated and described. We also show the well known calendar anomalies, the link between number of stocks in a portfolio and its variance and industry characteristics of the OSE.
|Date of creation:||28 Jan 2014|
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