Sökning: "Nils Zhang"

Hittade 2 uppsatser innehållade orden Nils Zhang.

1. 1. Case General Motors - A switch between life and death

   L3-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :George Gergi; Nils Hjalmarsson; Niklas Sjölund; Susan-Suxiao Zhang; [2015]
   Nyckelord :Business and Economics;

   Sammanfattning : .... LÄS MER

3. 2. An Alternative Four-Factor Model

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Nils Hübinette; Gustav Jönsson; [2011]
   Nyckelord :Liquidity; Asset Pricing; Carhart; Anomalies; Investment;

   Sammanfattning : In this paper, we add a liquidity factor to the Chen, Novy-Marx & Zhang (2010) three-factor model, creating an alternative four-factor model. From empirical tests we conclude that the liquidity factor is priced, and that the alternative model is overall better than the Carhart (1997) four-factor model at explaining anomalies, especially standardized unexpected earnings (SUE), financial distress and total accruals. LÄS MER