Sökning: "r-square-adjusted"

Hittade 2 uppsatser innehållade ordet r-square-adjusted.

  1. 1. An Evaluation of Asset Pricing Models in the Swedish Context - Is Carharts Four-Factor Model more suitable than its predecessors for explaining the Swedish stock exchange?

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Ludvig Göransson; Iordan Palma Tzakov; [2018-02-20]
    Nyckelord :Capital Asset Pricing Model; Fama French Three-Factor Model; Carhart Four-Factor Model; Swedish stock exchange; r-square-adjusted;

    Sammanfattning : This thesis investigates the explanatory power of the Capital Asset Pricing Model, the Fama French Three-Factor Model and the Carhart Four-Factor Model on the Stockholm Stock Exchange over the period 2012-2016. The purpose is to examine whether or not the Carhart Four-Factor Model explains excess return variability better than the Capital Asset Pricing Model and the Fama French Three-Factor Model. LÄS MER

  3. 2. An Empirical Evaluation of OLS Hedonic Pricing Regression on Singapore Private Housing Market

    Master-uppsats, KTH/Byggvetenskap

    Författare :Zheng Mo; [2014]
    Nyckelord :Hedonic Pricing Approach; Property Price; Determinant dependent variables; OLS Regression; Heteroskedasticity; VIF Test; Spatial Autocorrelation.;

    Sammanfattning : The empirical paper studies the relationship between property value and hedonic attributes. To indentify the determinant characteristics the influent the private real estate price, their degrees of significance and help with the valuation procedure, 8870 private residential property transactions with caveats lodged across country are selected from Urban Redevelopment Authority of Singapore. LÄS MER