Sökning: "Dylan Remmits"

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  1. 1. Firm-Specific Variables and Expected Stock Returns - A study on the German Market -

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Dylan Remmits; Viktoria Knittel; [2015]
    Nyckelord :Expected Stock Returns; Fama-MacBeth Cross-Sectional Regression; Risk Premia; German Market; Value Investing; Factor Investing; Portfolio Approach; Conditional Beta; Firm-Specific Variables; Business and Economics;

    Sammanfattning : Purpose: The purpose of this thesis is to investigate which firm-specific variables can explain the cross-section of expected stock returns in the German market. The tested explanatory variables are market beta, firm size, the book-to-market ratio, the earnings-to-price ratio, leverage, the dividend yield, the cash flow-to-price ratio and sales growth. LÄS MER