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  1. 1. INVESTIGATING THE VALUE PREMIUM IN THE SWEDISH STOCK MARKET

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Enes Ljuca; Björn van Dijkman; [2018]
    Nyckelord :Value premium; time-varying risk; APT; Sweden; Business and Economics;

    Sammanfattning : nvestigating the Swedish stock market, we find value stocks to have significantly outperformed growth stocks during the period of 1993 to 2017. As value stocks are found to be riskier during bad states of the economy, the existence of the value premium can be partly attributed to time-varying risk. LÄS MER