Impacto dos trading statements na London Stock Exchange

  • Nuno Moreira Fernandes (Student)

Student thesis: Master's Thesis

Abstract

This work discusses effects on the LSE caused by the publication of trading statements, that is, whether the effects occur and how. Based on a sample of 397 statements, disclosed between 2004 and 2013 in Perfect Information, we analysed the disclosing parties and their competitors, we created an annual breakdown of the effect of the statements, we isolated the consequent pre-financial crisis effect, and we separated the effects per business sector. We focussed on an 11-day period around the statement day. We concluded that the LSE is sensitive to disclosed trading statements.
Date of Award6 Jul 2016
Original languagePortuguese
Awarding Institution
  • Universidade Católica Portuguesa
SupervisorPaulo Alves (Supervisor)

Keywords

  • Information
  • Trading statements
  • Event studies

Designation

  • Mestrado em Finanças

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