Sökning: "Andrea Ricci"

Hittade 1 uppsats innehållade orden Andrea Ricci.

  1. 1. The Effect of Idiosyncratic Volatility and the Role of Investors' Sentiment in the Swedish Stock Market

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

    Författare :Andrea Ricci; [2017]
    Nyckelord :Arbitrage risk; Arbitrage asymmetry; Idiosyncratic volatility effect; Swedish stocks; Investors sentiment;

    Sammanfattning : The thesis investigates the presence of arbitrage risk and arbitrage asymmetry, and their relation with investors' sentiment, in the Swedish stock market. By assuming that stocks' idiosyncratic volatility (IVOL) translates into arbitrage risk, the study analyzes the effects of IVOL on subsequent returns for the OMX Stockholm 30 constituents. LÄS MER