Sökning: "Anders Zachrisson"

Hittade 2 uppsatser innehållade orden Anders Zachrisson.

1. 1. Strange Days: The Turn-of-the-month Effect in Sweden

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

   Författare :August Runge; Anders Zachrisson; [2013]
   Nyckelord :Calendar anomalies; Preferred Habitat Theory; Turn-of-the-month effect; Market efficiency; Investor liquidity;

   Sammanfattning : We analyze daily price data for the Swedish stock market during 2003-2012 and find evidence of a turn-of-the-month effect. Furthermore, the effect in Sweden occurs earlier in the month compared to previous studies, as predicted by the preferred habitat theory. LÄS MER

3. 2. Risk, Price Level and Return in the Swedish Housing Market: A Panel and Cross-Sectional Analysis

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

   Författare :Vincent Aldevinge; Anders Zachrisson; [2010]
   Nyckelord :Risk; Return; Price level; Housing; Sweden;

   Sammanfattning : This thesis carries out an asset-pricing analysis of the Swedish single family house market. Using both cross-sectional and panel data on municipality level we investigate the role of volatility and price level in explaining housing returns. LÄS MER