Sökning: "Geographical segment data Macroeconomic exposure Stock returns"

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  1. 1. Macroeconomic exposure of Swedish firms’ revenue and its impact on stock returns

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Eric Tillaeus; Niklas Sköld; [2017]
    Nyckelord :Geographical segment data Macroeconomic exposure Stock returns; Business and Economics;

    Sammanfattning : Previous research suggests that by examining the regional origins of revenues and the expected economic growth in regions, supra-normal returns may be achieved by creating zero investment portfolios. Nevertheless, such previous research examines countries with low export dependence and a high internal demand or uses data from a number of countries with di↵erent economic dependencies. LÄS MER