Sökning: "Andreas Elvelin"

Hittade 2 uppsatser innehållade orden Andreas Elvelin.

1. 1. Idiosyncratic Volatility and Risk-Adjusted Returns: Evidence from the Swedish Stock Market

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

   Författare :Andreas Elvelin; Ulf Hage; [2015]
   Nyckelord :Idiosyncratic volatility; Fama-French three-factor model; Risk-adjusted returns; January effect; Microcap stocks;

   Sammanfattning : Classic financial theory says that an investor should not be compensated for holding diversifiable risk, and that no relation between diversifiable risk and returns should exist. However, research has shown diversifiable risk, or idiosyncratic volatility, to be both positively and negatively related to returns, depending on the application. LÄS MER

3. 2. Röstpremien - premien för aktiens rösträtt

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Johan Spennare; Andreas Elvelin; [2013]
   Nyckelord :Oceanic games; Voting premium; Voting differential; Liquidity; Sweden;

   Sammanfattning : This thesis aims to investigate the voting premium for companies differentiating voting rights between share classes on the Stockholm Stock Exchange. The voting premium represents the value of a vote attached to the share. The voting premium can be estimated from the price premium between two listed share classes with differentiated voting rights. LÄS MER